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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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WIP: Stochastic Variational Inference #504

Open fvlankvelt opened 2 years ago

fvlankvelt commented 2 years ago

Implement SVI. Compute stochastic gradients by sampling from an approximate posterior. Optimize model and posterior parameters using these stochastic gradients.

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