tensorflow / probability

Probabilistic reasoning and statistical analysis in TensorFlow
https://www.tensorflow.org/probability/
Apache License 2.0
4.27k stars 1.1k forks source link

Probabilistic matrix factorization/PCA example/tutorial #64

Open dustinvtran opened 6 years ago

dustinvtran commented 6 years ago

See also http://edwardlib.org/tutorials/probabilistic-pca.

kouariga commented 6 years ago

I'm working on it here.

davmre commented 6 years ago

FWI, @mgorinova is also working internally on a PPCA implementation with VI. Having both HMC and VI examples sounds great; once they're checked in it'd be nice to look at combining them since I'm sure there will be a fair amount of shared code.

kouariga commented 6 years ago

Thank you for letting me know @davmre. HMC example is done in my PR, so I'll wait to hear from @mgorinova.

mgorinova commented 6 years ago

Hi @kouariga! Just pushed the PPCA with VI tutorial here. When you check in your HMC version too, I can look into combining the two.

kouariga commented 6 years ago

Hi @mgorinova , thank you for the response :) What do you mean by checking in? I made a PR of a notebook that shows the PPCA/HMC example here. Is there something else that I can do?