optimization feature.</p>
<div id="monte-carlo-approximation-of-the-elbo" class="section level3 unnumbered">
<h3>Monte Carlo approximation of the ELBO</h3>
<p>ADVI uses Monte Carlo integration to approximate the variational
objective function, the ELBO. The number of draws used to
approximate the ELBO is denoted by <code>elbo_samples</code>. We
recommend a default value of <span class="math inline">\(100\)</span>, as we only evaluate the ELBO every
<code>eval_elbo</code> iterations, which also defaults to <