I had a very similar issue last year - see here
Minibatch ADVI dramatically sped up runtime (by a factor of 20+), and the parameter estimates (that was all I needed) were pretty much indistinguishable from a full NUTS MCMC run.
I had a very similar issue last year - see here
Minibatch ADVI dramatically sped up runtime (by a factor of 20+), and the parameter estimates (that was all I needed) were pretty much indistinguishable from a full NUTS MCMC run.