Turning off eta adaptation in ADVI

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David Knowles

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Jan 14, 2016, 8:01:51 PM1/14/16
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Hi all,

Great to have ADVI exposed in rstan again, but I'm unfortunately
getting worse results with the new eta adaptation. Is there a way to
turn this off?

Thanks

David.

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David A. Knowles,
Stanford University.
E-mail: know...@gmail.com
Web: http://cs.stanford.edu/~davidknowles/

Dustin Tran

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Jan 14, 2016, 8:17:22 PM1/14/16
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hi david, there is an `adapt_engaged` argument to vb(), which you can set to `adapt_engaged=FALSE`. I don’t recall if this forces a default parameter for `eta`; if not, you would have to specify it with, say, `eta=0.1`.

Dustin
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