The title is pretty much what I want to ask.
As an example here is the code in a tutorial in PyMC3 website:
w = pm.floatX([.2, .8]) mu = pm.floatX([-.3, .5]) sd = pm.floatX([.1, .1]) with pm.Model() as model: pm.NormalMixture('x', w=w, mu=mu, sigma=sd) approx = pm.fit(method=pm.SVGD(n_particles=200, jitter=1.))
I imagine I need to add a callback function, but adding
pm.callbacks.CheckParametersConvergence did not solve the problem.