Using ADVI's question


ferrine,Our Dear Maxim told me look this link “”。 * But I can’t understand how to use ADVI method in example of the book
Book’s title《Bayesian Analysis with Python》

Help me~~o(╥﹏╥)oo(╥﹏╥)oo(╥﹏╥)o


I am glad that you are reading @aloctavodia’s book (I helped edited the Chinese translation).
I think the latest code is in
But seems ADVI parts are removed, you should have a look at instead




Just to clarify, in that example ADVI was used to initialize NUTS, but now we recommend just using pm.sample() and let PyMC3 do the initialization for us. Although I should fix all that divergences!

  • Look who this is!Our Dear Osvaldo!( • ̀ω•́ )✧
    You mean now don’t use NUTS()、Metropolis()、find_MAP(),just use pm.sample???


Yes, always go for pm.sample(...) first :wink: