I’m trying to understand what different fitting parameters mean, as it’s not completely clear from the API reference. Could anyone explain a bit please? Namely, I’m confused with existence of two different optimizers - obj_optimizer and test_optimizer. Which one should I set to e.g. modify the opti…

Hi, I was led by OPVI paper ( arXiv ) when implementing and unifying VI in PyMC3. This theoretical framework assumes Objective function that is minimized and Test function that is maximized. They also proposed a novel approach for implicit VI but I did not implement it as found it not that promising. …

Variational API: meaning of parameters

Questions

aplavin June 28, 2018, 9:44am 5

Oh, now I see, thank you!

Topic		Replies	Views
Default value used for obj_n_mc in ADVI Questions	1	737	May 16, 2018
Exclude certain free RVs from gradient calculation during ADVI? Questions development	2	837	November 13, 2017
PyMC3 v3.2 release News	0	880	October 18, 2017
Adding a new operator for an objective which involves gradients Questions	10	655	April 3, 2019
AttributeError: module 'pymc3.variational' has no attribute 'sample_vp' Questions	1	1208	May 9, 2018

Variational API: meaning of parameters

Related topics