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examples/variational_inference/bayesian_neural_network_advi.ipynb

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"### Variational Inference: Scaling model complexity\n",
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"\n",
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"We could now just run a MCMC sampler like {func}`~pymc.step_methods.hmc.nuts.NUTS` which works pretty well in this case, but as I already mentioned, this will become very slow as we scale our model up to deeper architectures with more layers.\n",
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"We could now just run a MCMC sampler like {func}`~pymc3.step_methods.hmc.nuts.NUTS` which works pretty well in this case, but as I already mentioned, this will become very slow as we scale our model up to deeper architectures with more layers.\n",
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"\n",
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"Instead, we will use the {func}`~pymc.variational.inference.ADVI` variational inference algorithm which was added to `PyMC3`, and updated to use the operator variational inference (OPVI) framework. This is much faster and will scale better. Note, that this is a mean-field approximation so we ignore correlations in the posterior."
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"Instead, we will use the {func}`~pymc3.variational.inference.ADVI` variational inference algorithm which was added to `PyMC3`, and updated to use the operator variational inference (OPVI) framework. This is much faster and will scale better. Note, that this is a mean-field approximation so we ignore correlations in the posterior."
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"(c) 2017 by Thomas Wiecki, updated by Maxim Kochurov\n",
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"Original blog post: https://twiecki.github.io/blog/2016/06/01/bayesian-deep-learning/"
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"Original [blog post](https://twiecki.github.io/blog/2016/06/01/bayesian-deep-learning/)."
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