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JuliaStats / Klara.jl

MCMC inference in Julia
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Basic parameter constructors for reverse mode autodiff (multi-variable model) #111

Closed papamarkou closed 7 years ago

papamarkou commented 8 years ago

This issue is essentially a way of cross-referencing JuliaDiff/ReverseDiffSource.jl#28 from Lora. It will enable reverse mode autodiff via ReverseDiffSource in the case of models with more than one variable (for example when dealing with a model that includes a data variable or hyperparameter along with its single main parameter or a model of multiple parameters as in Gibss sampling).

papamarkou commented 7 years ago

This has been sorted in Klara (from v0.8.0 onwards) by using the ReverseDiff package.