ADVI: access ELBO trajectory (enhancement)
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- Dominant language
- R
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Description
Summary:
Expose ADVI ELBO via rstan interface
Description:
I don't believe there is any way to access the ELBO values at each iteration through the rstan interface. These would be useful for comparing runs of ADVI from distinct initialisations.
RStan Version:
2.9.0-3
R Version:
3.2.3
Operating System:
Ubuntu 15.10
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing the ADVI entry point in the rstan interface and how its results are currently returned. Compare the available result data with the requested per-iteration ELBO values, then add coverage showing that runs can expose the trajectory. Done means callers can retrieve those values for comparing initialisations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- api
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100