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Implement the AdvancedVI interface #9

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sethaxen opened this issue Oct 26, 2021 · 0 comments
Open

Implement the AdvancedVI interface #9

sethaxen opened this issue Oct 26, 2021 · 0 comments

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@sethaxen
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Even though Pathfinder is intended for initializing MCMC, it is a variational method, so we should implement the AdvancedVI.jl interface.

Currently AdvancedVI is missing an API function we would need (see TuringLang/AdvancedVI.jl#32). Also, it seems to be in the middle of a rewrite (see TuringLang/AdvancedVI.jl#25), so it might be worth waiting on this until the rewrite is finished.
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