{"action":"created","issue":{"url":"https://api.github.com/repos/pymc-devs/pymc3/issues/1366","repository_url":"https://api.github.com/repos/pymc-devs/pymc3","labels_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/1366/labels{/name}","comments_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/1366/comments","events_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/1366/events","html_url":"https://github.com/pymc-devs/pymc3/issues/1366","id":177424732,"number":1366,"title":"Full-rank ADVI?","user":{"login":"bsmith89","id":711411,"avatar_url":"https://avatars.githubusercontent.com/u/711411?v=3","gravatar_id":"","url":"https://api.github.com/users/bsmith89","html_url":"https://github.com/bsmith89","followers_url":"https://api.github.com/users/bsmith89/followers","following_url":"https://api.github.com/users/bsmith89/following{/other_user}","gists_url":"https://api.github.com/users/bsmith89/gists{/gist_id}","starred_url":"https://api.github.com/users/bsmith89/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bsmith89/subscriptions","organizations_url":"https://api.github.com/users/bsmith89/orgs","repos_url":"https://api.github.com/users/bsmith89/repos","events_url":"https://api.github.com/users/bsmith89/events{/privacy}","received_events_url":"https://api.github.com/users/bsmith89/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":1,"created_at":"2016-09-16T13:24:43Z","updated_at":"2016-09-16T13:41:12Z","closed_at":null,"body":"Any plans to implement?"},"comment":{"url":"https://api.github.com/repos/pymc-devs/pymc3/issues/comments/247603216","html_url":"https://github.com/pymc-devs/pymc3/issues/1366#issuecomment-247603216","issue_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/1366","id":247603216,"user":{"login":"taku-y","id":4969395,"avatar_url":"https://avatars.githubusercontent.com/u/4969395?v=3","gravatar_id":"","url":"https://api.github.com/users/taku-y","html_url":"https://github.com/taku-y","followers_url":"https://api.github.com/users/taku-y/followers","following_url":"https://api.github.com/users/taku-y/following{/other_user}","gists_url":"https://api.github.com/users/taku-y/gists{/gist_id}","starred_url":"https://api.github.com/users/taku-y/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/taku-y/subscriptions","organizations_url":"https://api.github.com/users/taku-y/orgs","repos_url":"https://api.github.com/users/taku-y/repos","events_url":"https://api.github.com/users/taku-y/events{/privacy}","received_events_url":"https://api.github.com/users/taku-y/received_events","type":"User","site_admin":false},"created_at":"2016-09-16T13:41:12Z","updated_at":"2016-09-16T13:41:12Z","body":"I have implemented a part of ADVI in PyMC3. I personally don't have any plan for implementing full-rank ADVI. Instead, I want to implement more flexible sampling methods like [normalizing flows](https://arxiv.org/abs/1505.05770), [Hamiltonian VB](https://arxiv.org/abs/1609.02123), and [Stein VB](https://arxiv.org/abs/1608.04471), which are more flexible than Gaussian (full-rank) ADVI. But any  contribution to ADVI is wellcome. Thanks for your interest. "}}
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