Stein-Variational-Gradient-Descent
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MVN Normal example
It seems that derivative in the MVN normal example should be
return -1*np.matmul(theta-nm.repmat(self.mu, theta.shape[0], 1), np.linalg.inv(self.A))
which yields the estimate
ground truth: [-0.6871 0.801 ]
svgd: [-0.68918377 0.80174868]
Reference:
http://www.notenoughthoughts.net/posts/normal-log-likelihood-gradient.html