Hi! I am working on running advi on a LDA model. I planned to run a couple of different chains with different model seeds and select the one with the largest ELBO and check its results. However, I noticed that the argument save_diagnostics was removed from cmdstanpy 1.1.0. Are there any ways to save the ELBO’s from CmdStan fit?
Cmdstanpy calls this argument save_latent_dynamics (I’m not sure why, I suspect for historical reasons). This will produce the diagnostic file you desire, but I do not believe cmdstanpy provides a native way access that data, so you will most likely need to use a bit of pandas to open it and get out the information you require