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Automate choice of posterior approximation in VI algorithms #775

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merged 2 commits into from
Sep 30, 2017

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dustinvtran
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The last feature that we don't have for ADVI. But even better than ADVI in that we pieced together its fundamentals to benefit algorithms across the board: automated transformations, default posterior approximations, and different gradient estimators.

We could have automated the choice in ed.VariationalInference instead of specific classes like ed.KLqp and ed.KLpq. I chose not to because VI algs such as ed.BiGANInference and ed.WakeSleep always need to specify per-data point approximations.

@dustinvtran dustinvtran merged commit c2b61a2 into master Sep 30, 2017
@dustinvtran dustinvtran deleted the feature/default-posterior branch September 30, 2017 22:46
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