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blei-lab / edward

A probabilistic programming language in TensorFlow. Deep generative models, variational inference.
http://edwardlib.org
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Stein Variational Gradient Descent #372

Open shoyer opened 7 years ago

shoyer commented 7 years ago

https://arxiv.org/abs/1608.04471

It looks like an interesting inference technique that would be nice to have in Edward.

dustinvtran commented 7 years ago

yeah that would be great to have. we have operator vi in a separate code base (https://arxiv.org/abs/1610.09033), which is very related; we're hoping to merge operator vi in soon. in my experience i haven't found stein variational gradient descent to scale well to high dimensions (due to the kernel).

OlaRonning commented 3 years ago

Is the codebase with operator VI publicly available? I've been looking, but couldn't find it.