Stein Mixture Inference

This repo includes the experimental code for ELBOing Stein: Variational Bayes with Stein Mixture Inference. Stein mixture inference is available as an inference engine in NumPyro.

Installation

The experimental setup assumes a GPU device is available. To set up the project, ensure you have a Python >3.8 and the latest version of pip. To check use:

> python --version
Python 3.12.6
> pip --version
pip 24.2 ...

Setup a virtual env and install requirements:

> python -m venv .venv
> . .venv/bin/activate
> pip install -r requirements.txt

If datasets is missing

> git submodule add [email protected]:svendoc/datasets.git

Run experiments

To run our experiments, see python run_exp.py --help.

Experimental results

Our experimental results can be downloaded from here.

> wget https://storage.googleapis.com/iclr25_suppl/logs.zip

Add the unzip version to the root directory of this project and see python make_results.py --help for reproducing plots and tables.

Cite

Please cite ... if you use Stein mixture inference.