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normal-computing / posteriors

Uncertainty quantification with PyTorch
https://normal-computing.github.io/posteriors/
Apache License 2.0
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Add dense Fisher EKF #60

Open SamDuffield opened 2 months ago

SamDuffield commented 2 months ago

This is essentially equivalent to natural gradient descent https://arxiv.org/abs/1703.00209

jcqcai commented 1 month ago

Hi, Sam. I just wanted to let you know that I have submitted a PR for this: #96