Move SGLD and SGHMC from Turing.jl

TuringLang / AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

https://turinglang.org/AdvancedHMC.jl/

MIT License

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Move SGLD and SGHMC from Turing.jl #60

Open xukai92 opened 5 years ago

xukai92 commented 5 years ago

https://github.com/TuringLang/Turing.jl/issues/769

sivapvarma commented 5 years ago

For implementing SGHMC and SGLD here, I am still at a loss as to how to query the mini batch gradient of posterior. Any pointers or some documentation about this repo would be helpful.

xukai92 commented 5 years ago

I think for the scope of this package, we should assume the density and gradient function returns that of a mini batch.

Janssena commented 5 months ago

Heya, just wondering about the state of the SG samplers?

I noticed that SGHMC / SGLD samplers exist in Turing, but details on the implementation and how data is mini-batched is missing?