Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

ENH: implement deterministic ADVI (DADVI) #7374

Open
fonnesbeck opened this issue Jun 18, 2024 · 0 comments
Open

ENH: implement deterministic ADVI (DADVI) #7374

fonnesbeck opened this issue Jun 18, 2024 · 0 comments

Comments

@fonnesbeck
Copy link
Member

fonnesbeck commented Jun 18, 2024

Before

with pm.Model():
    ...
    approx = pm.fit(method='advi')

After

with pm.Model():
    ...
    approx = pm.fit(method='dadvi')

Context for the issue:

The deterministic ADVI appears to be a clear improvement on the original ADVI algorithm, both in terms of speed and accuracy. Having a look at the paper there should not be any obvious impediment to adding it to PyMC (though we may want it tied more closely to JAX than the current ADVI is).

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

1 participant