Automate choice of posterior approximation in VI algorithms #775
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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 likeed.KLqp
anded.KLpq
. I chose not to because VI algs such ased.BiGANInference
anded.WakeSleep
always need to specify per-data point approximations.