Implementation of Stein Variational Gradient Descent with TensorFlow 2.0
tensorflow>=2.0.0-rc0tensorflow-probability>=0.8.0-rc0
gaussian_mixture.py- Transformation initial samples to Gaussian mixture using SVGD.bayesian_logistic_regression.py- Bayesian Logistic Regression with SVGD.tfp_bayesian_logistic_regression.py- Bayesian Logistic Regression with Mean-Field Variational Inference.
- Q. Liu, and D. Wang, "Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm", in NIPS, 2017. https://papers.nips.cc/paper/6338-stein-variational-gradient-descent-a-general-purpose-bayesian-inference-algorithm