pymc-devs / pymc3 / 4161

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Added periodic checking for convergence of ELBO (#1795)

* Added periodic checking for convergence of ELBO

  * added parameters to advi for tolerance level and interval window

  * changed optimization loop to while loop with manual updated of
    progress counter to check for convergence

  * added median and mean check for convergences and a warning message
    for possible divergence.

* Changed optimization loop back to a for loop

  * removed initial elbo allocation outside for loop

* removed now unused iterslice

* Added test for log output to check for convergence

  * added TestHandler and Matcher to helpers.py

  * added test for checking if "converged" was written to log in
    test_advi

68 of 68 new or added lines in 3 files covered. (100.0%)

8920 of 10434 relevant lines covered (85.49%)

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