The procedure does a heuristic search over <code>eta</code>
values that span 5 orders of magnitude.</p>
</div>
<div id="assessing-convergence" class="section level3 unnumbered">
<h3>Assessing convergence</h3>
<p>ADVI tracks the progression of the ELBO through the stochastic
optimization. Specifically, ADVI heuristically determines a rolling
window over which it computes the average and the median change of the
ELBO. Should either number fall below a threshold, denoted by
<code>tol_rel_obj</code>, we conside