I don’t know how to use it and I don’t know if it works yet, but I’m watching the demos grow: https://github.com/pymc-devs/pymc3/blob/2250386c826e8744e13654188074dd69dad829de/pymc3/examples/advi.ipynb https://github.com/pymc-devs/pymc3/blob/01312efb319f45ec81824f7eccfea69e7b5a7ba1/pymc3/examples/GLM-hierarchical-ADVI.ipynb
I think I want some