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Reparameterization trick for BBVI

Open RJT1990 opened this issue 9 years ago • 0 comments

Makes a hella lot of sense to use this instead of Monte Carlo gradients. Difficulty is that we're not using a automatic differentiation backend or utility, so would need to specify model gradients manually? Links into broader points about making models amenable to stochastic optimization (mini-batches) as well as using non-numerical gradients.

RJT1990 avatar Aug 29 '16 12:08 RJT1990