RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
2.11k stars 240 forks source link

Mini-batch BBVI #28

Open RJT1990 opened 8 years ago

RJT1990 commented 8 years ago

Need to make a stochastic_model() method for each model type which allows for a subset of the data to be used. This can then be used for a mini-batch BBVI option, as well as open up the possibility of stochastic optimization options for larger datasets.