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Things to fix in ADVI #2195

@syclik

Description

@syclik

Summary:

These were issues that were noticed when code reviewing for #1751. @bob-carpenter spotted most of these.

Description:

  • Change gradient_samples argument to the algorithm to something closer to "size of the sample" or "number of draws"
  • in fullrank and meanfield, rather than cont_params.resize(cont_vector.size());, we should use an Eigen::Map
  • document @throw and @return properly. Currently, run() looks like it can only return 0, but it does throw.

Current Version:

v2.14.0

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