I’m learning how to use the NumPyro SVI API. I’ve followed the Pyro tutorial (I couldn’t find a NumPyro one) and have been trying to fit a simple linear regression example using SVI. I seem to get a good parameter fit, however I was a bit surprised by the variance on the losses:
I’m fairly new to using SVI. I expected some variance on the losses, however I was surprised by how large they were. Is this huge variance to be expected, or if I’m doing something wrong?