Kyurae Kim
Kyurae Kim
Hi @torfjelde , I'm thinking about how to restructure the overall project. I'm thinking to restructure the project as: * `estimators/` * `diagonstics/` * `algorithms/` Currently, `AdvancedVI.jl` has a separate...
Hi @yebai , > For a concrete start, maybe you can focus on refactoring the current algorithms to improve clarity, documentation, and design consistency. We can add new algorithms or...
Hi @yebai @torfjelde , What is the current policy about `LogDensityProblems.jl` ? It seems `AdvancedHMC.jl` chose to go with it. Should `AdvancedVI.jl` also follow suite?
Hi, this is a little bit late for feedback, but the current codebase lacks the proper knobs to do doubly stochastic VI. You'll pretty much have to implement things from...
@spragud2 Hi, we're currently working on rewriting AdvancedVI entirely. Minibatching support is expected to come very soon after that. Hopefully by the end of this year or earlier next year.
This is a little late for the discussion, but is there any evidence/personal experience that natural gradient descent is more robust/faster than regular ADVI?
I think many consider NGVI as a competitor to good ol' ADVI. At least the literature certainly make it look like that.
@yebai Thanks for your review! I tried to address most things, I think we are finally good to go?
Sorry for being late for the party; in my experience making `AdvancedVI` GPU-compatible, it was sufficient to simply swap the RNGs with the CUDA ones to make things work seemlessly....
Yeah avoiding Distributions.jl like the plague is necessary.