h2><span class="header-section-number">18.1</span> Stochastic gradient ascent</h2>
<p>ADVI optimizes the ELBO in the real-coordinate space using stochastic
gradient ascent. We obtain noisy (yet unbiased) gradients of the
variational objective using automatic differentiation and Monte Carlo
integration. The algorithm ascends these gradients using an adaptive
stepsize sequence. We evaluate the ELBO also using Monte Carlo
integration and measure convergence similar to the relative tolerance
scheme in Stan’s 