feat: added VP optimization

acerbilab / pyvbmc

PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python

https://acerbilab.github.io/pyvbmc/

BSD 3-Clause "New" or "Revised" License

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feat: added VP optimization #26

Closed mAarnos closed 3 years ago

mAarnos commented 3 years ago

Here is the code for VP optimization, along with tests and fixes to the VBMC main loop so we can run the entire algorithm. It cannot be merged currently due to some drift in the main codebase, but I will figure out some way to get things to work.