Update docs for 3.1

[fonnesbeck]

I think we need to have the documentation brought up to date with the various innovations that have been introduced to PyMC (including those back in the 3.0 release). There is currently no mention of ADVI in the Sphinx docs, for example. While notebooks are great, they are typically specific examples or use cases, and not a comprehensive documentation of features. There are a few documentation-related issues open that partially cover what needs to be done. A more comprehensive list is as follows:

• ADVI
• OPVI
• SVGD
• Histogram
• Gaussian processes
• Use of shared variables (and other Theano idioms) in PyMC3
• Use of Bound
• Model selection
• Update LKJ notebook
• Generators and minibatch
• Sampling functionality

Please add to or edit this list. It would be great to make some headway on this in conjunction with the 3.1 release. Perhaps we could organize a "Docs Day" where a few of us knock out drafts of some of this??

[springcoil]

Sorry for the silly question but where do we update the sphinx docs - in the docstring itself?

[ferrine]

Use of Generators should be documented too.

[twiecki]

@springcoil yeah, docs/source directory.

[springcoil]

@fonnesbeck https://pymc-devs.github.io/pymc3/api/inference.html#variational ADVI is mentioned in the sphinx docs... However it's not searchable

[springcoil]

I made a first stab at this with these first two examples.

[bwengals]

Would be happy to help with GP docs. Right now the docs, not including the examples or API reference, are the paper on PyMC3. Is the plan to expand this section? Or fix up API docstrings?

[fonnesbeck]

The getting_started document is all there is, outside of the API and the examples. It would be great to have additional sections to cover:

• Gaussian processes
• Variational methods
• Plotting and visualization
• Modeling strategies

[ferrine]

I see here that approximations are included in docs but they are not displayed anywhere http://pymc-devs.github.io/pymc3/api.html
How comes?

[junpenglao]

I think this can be close now (and open a new one for 3.2 for any remain issue)

[aseyboldt]

Most of them? :-(

[zaxtax]

What are the remaining issues?