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coverage: 76.049% (+0.9%) from 75.125%
PYTHON_VERSION=2.7 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 -e test_examples -e test_distributions"

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twiecki 
WIP: Implement opvi (#1694)

* migrate useful functions from previous PR

(cherry picked from commit 9f61ab4)

* opvi draft

(cherry picked from commit d0997ff)

* made some test work

(cherry picked from commit b1a87d5)

* refactored approximation to support aevb (without test)

* refactor opvi

delete unnecessary methods from operator, change method order

* change log_q_local computation

* add full rank approximation

* add more_params argument to ObjectiveFunction.updates (aevb case)

* refactor density computation in full rank approximation

* typo: cast dict values to list

* typo: cast dict values to list

* typo: undefined T in dist_math

* refactor gradient scaling as suggested in approximateinference.org/accepted/RoederEtAl2016.pdf

* implement Langevin-Stein (LS) operator

* fix docstring

* add blank line in docs

* refactor ObjectiveFunction

* add not working LS Op test

* experiments with not working LS Op

* change activations

* refactor networks

* add step_function

* remove Langevin Stein, done refactoring

* remove Langevin Stein, done refactoring

* change optimizers

* refactor init params

* implement tests

* implement Inference

* code style

* test fix

* add minibatch test (fails now)

* add more tests for minibatch training

* add logdet to FullRank approximation

* add conversion of arrays to floatX

* tiny changes

* change number of iterations

* fix test and pylint check

* memoize functions in Objective function

* Optimize code a lot

* a bit more efficient pickling

* add docs

* Add MeanField -> FullRank parameter transfer

* refactor MeanField and FullRank a bit

* fix FullRank bug with shapes in random

* refactor Model.flatten (CC @taku-y)

* add `approximate` to inference

* rename approximate->fit

* change abbreviations

* Fix bug with scaling input variable in aevb

* fix theano bottleneck in graph

*... (continued)

8986 of 11816 relevant lines covered (76.05%)

0.76 hits per line

Source Files on job 4399.1 (PYTHON_VERSION=2.7 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 -e test_examples -e test_distributions")