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Feature request: Output maximized ELBO after variational inference #1896

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statenthusiast opened this issue Oct 19, 2022 · 2 comments
Closed

Feature request: Output maximized ELBO after variational inference #1896

statenthusiast opened this issue Oct 19, 2022 · 2 comments

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@statenthusiast
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It would be wonderful if users can have access to the maximized ELBO after running ADVI since it is a fast approximation to model evidence.
@Red-Portal
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Hi, this will be implemented in the future version of AdvancedVI currently under work in this PR. But you can do this already by calling elbo directly. See here.

@Red-Portal
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I'll close this issue for now.

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@Red-Portal @statenthusiast