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

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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!

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  • 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: