In Rstan, I’m running ADVI on some models. The ADVI gives weird results and I would like to see the ELBO values and stepsize it took during iteration. Is there an easy way to extract these 2 things after ADVI converges in Rstan?
(I’m using the ‘vb’ function as
advi_result <- vb(rmodel, data=data, output_samples=2000, seed=123)