Comments (3)
Red-Portal
commented on September 14, 2024
Hi, this is a little bit late for feedback, but the current codebase lacks the proper knobs to do doubly stochastic VI. You'll pretty much have to implement things from scratch. I have a personal codebase that does it, so please let me know if you need any assistance.
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dan-sprague
commented on September 14, 2024
Yes I started looking into the codebase and when trying to make adjustments realized that the way things were implemented made a scratch implementation necessary. Decided to use Pyro since it supports this. Not sure how much active development this library still gets but it would be a tremendously useful feature for practical applications.
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Red-Portal
commented on September 14, 2024
@spragud2 Hi, we're currently working on rewriting AdvancedVI entirely. Minibatching support is expected to come very soon after that. Hopefully by the end of this year or earlier next year.
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Related Issues (20)
- custom training loop implementation help HOT 5
- TagBot trigger issue HOT 13
- Zygote should be preferred to ReverseDiff for reverse mode default HOT 9
- Rethinking AdvancedVI HOT 19
- SVGD HOT 2
- VI+PSIS HOT 1
- Pathfinder HOT 2
- Both Bijectors and Distributions export "Distribution" HOT 1
- Missing API method HOT 3
- Setting up Documenter
- Need a weighted loss function/ log likelihood HOT 1
- Question/feature request about amortized inference HOT 5
- Add Tapir to AD tests HOT 26
- Set up `JuliaFormatter` HOT 6
- Set up unit tests for GPU support
- Run benchmarking only on PRs HOT 3
- `var` and `cov` on `MvLocationScale` secretly assume the base distribution is standardized
- Where are the benchmarks posted? HOT 6
- Make use of DifferentiationInterface.jl? HOT 2
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