Things to fix in ADVI

[alashworth]

Issue by syclik
Thursday Dec 29, 2016 at 05:30 GMT
Originally opened as stan-dev/stan#2195

---

Summary:

These were issues that were noticed when code reviewing for #1751. @bob-carpenter spotted most of these.

Description:

• Change gradient_samples argument to the algorithm to something closer to "size of the sample" or "number of draws"
• in fullrank and meanfield, rather than cont_params.resize(cont_vector.size());, we should use an Eigen::Map
• document @throw and @return properly. Currently, run() looks like it can only return 0, but it does throw.

Current Version:

v2.14.0