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Published 20 hours ago • verified publisher icon blei-lab

Stein Variational Gradient Descent

Open shoyer opened this issue 8 years ago • 2 comments

https://arxiv.org/abs/1608.04471

It looks like an interesting inference technique that would be nice to have in Edward.

shoyer avatar Dec 10 '16 14:12 shoyer

yeah that would be great to have. we have operator vi in a separate code base (https://arxiv.org/abs/1610.09033), which is very related; we're hoping to merge operator vi in soon. in my experience i haven't found stein variational gradient descent to scale well to high dimensions (due to the kernel).

dustinvtran avatar Dec 11 '16 19:12 dustinvtran

Is the codebase with operator VI publicly available? I've been looking, but couldn't find it.

OlaRonning avatar Nov 15 '21 10:11 OlaRonning