Controlled Schrödinger-Follmer Drift

Controlled Follmer Drift Implementation for Blackbox Approximate Bayesian Inference

Installation Instructions

Run the following in the root directory:

$ pip install -e . 

Experiments from paper:

• LogReg a9a: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/notebooks/Logistic%20Regression%20-%20a9a.ipynb
• ICA: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/notebooks/ICA.ipynb
• Step Function: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/notebooks/Step%20Function.ipynb
• Banana dataset: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/notebooks/Banana%20Classification.ipynb
• MNIST Feedfoward: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/scripts/bayesian_nn.py
• MNIST ScoreNetwork: https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/scripts/bayesian_nn_score_network.py
• CIFAR 10 Feedforward:https://github.com/franciscovargas/ControlledFollmerDrift/blob/main/scripts/bayesian_nn_cifar10.py
• Hyperspectral images: https://github.com/franciscovargas/ControlledFollmerDrift/blob/hyperspectral-unmixing/notebooks/Hyperspectral%20Unmixing.ipynb