We allow model.fit(method="advi"), but we have largely ignored what happens next for the user. We should improve this situation. We should at least improve two aspects what object we return when using ADVI and provide documentation. It would be of help if we can use ArviZ to provide better support for Variational Inference.
We allow
model.fit(method="advi")
, but we have largely ignored what happens next for the user. We should improve this situation. We should at least improve two aspects what object we return when using ADVI and provide documentation. It would be of help if we can use ArviZ to provide better support for Variational Inference.