with logistic_model: mean_field = pm.fit(n=100000, method='advi') trace = mean_field.sample(2000) az.plot_trace(trace) More specifically, I am fitting a Bayesian logistic regression with a large data set (1.1 million rows). I found that using n=100000 would be extremely slow, but I’m no…

What is the appropriate iteration number in ADVI?

cluhmann March 14, 2023, 4:07pm 2

You can check the gallery of variational inference notebooks. The quickstart is pretty introductory and covers things like tracking parameter values and convergence.

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