Hi everybody, Hopefully, this is a quick question but I am a little confused about the API for setting up a grouped approximation with minibatch ADVI. I’ve specified 2 groups using the Group within my model context but I don’t understand how to pass the Approximation to fit the model? Here’s a ske…

You are right, this part is not clear in the doc. You can do: with model: advi_fit = pm.KLqp(approx).fit(n=10000) e.g., see in the test: pymc-devs/pymc3/blob/72e4750366e3cfb1ebd9f18d4d54ad1f49380928/pymc3/tests/test_variational_inference.py#L699-L704 inference = pm.KLqp(approx) appr…

Usage of Grouped ADVI

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schluedj October 18, 2017, 2:23pm 3

Awesome, thanks! I knew it had to be something simple like that. I appreciate it

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Usage of Grouped ADVI

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