Hi, I am trying to switch my model from pm.sample() to pm.fit() for performance reasons. I have gotten my model to sample well with pm.sample() on a subset of my data–meaning there are 0 divergences, the r_hats are all under 1.01, and the posteriors are reasonable–but my full dataset is much too l…

Transitioning from pm.sample() to pm.fit()

ricardoV94 May 20, 2025, 7:19am 4

Meaning same dataset is less stable than mcmc or with larger dataset?

May need smaller learning rates?

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