Hi, I am trying to use variational inference to fit a hierarchical bayes model through brms. The main reason for doing this is to increase the speed (especially during early testing of different models). In the brms document, it says that I can change the “algorithm” parameter from “sampling” to “meanfield” to use variational inference. However, this is all the information I can find online about how to use variational inference through brms. I tried a simple example and received a warning message suggesting me to decrease tol_rel_obj. But where can I specify this parameter? More generally, what parameters do I have when using variational inference and how to specify them? Is there a tutorial on how to use variational inference and diagnose the result?
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Operating System:
Linux -
brms Version:
brms_2.14.4