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, 8:39am 6

Well MCMC can just stay where it was and try a new trajectory, not sure VI can do anything? It’s a deterministic optimization no?

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