Rejection sampling variational inference#819

Open

cavaunpeu wants to merge 43 commits intoblei-lab:masterfrom cavaunpeu:rejection-sampling-variational-inference

+725-7

Commits on Jan 3, 2018

fix typos in docstring
William Wolf
committed

Commits on Jan 7, 2018

add multinomial-dirichlet test, empty RejectionSamplingKLqp class
William Wolf
committed

Commits on Jan 12, 2018

Merge branch 'master' into rejection-sampling-variational-inference
William Wolf
committed
remove sample_shape=1
William Wolf
committed

Commits on Jan 14, 2018

add poisson-gamma test
William Wolf
committed

Commits on Jan 15, 2018

WIP: begin to implement RSVI logic
William Wolf
committed
WIP: implement RSVI gradients
William Wolf
committed

Commits on Jan 19, 2018

add scrap notebook with gradient update algo
William Wolf
committed

Commits on Jan 20, 2018

unit test gradient update algo in notebook
William Wolf
committed
unit test gradient update algo to 3 iterations
William Wolf
committed
test_kucukelbir_grad passes
William Wolf
committed
correction: test_kucukelbir_grad passes
William Wolf
committed
cleanup (still skeptical this test works, as it seems almost stochastic
William Wolf
committed
move test_kucukelbir_grad to separate file
William Wolf
committed
add KucukelbirOptimizer
William Wolf
committed
pass n, s_n into KucukelbirOptimizer constructor
William Wolf
committed
looking forward to seeing if this passes CI. locally, i have no idea what is going on. tensorflow: you exhaust me
William Wolf
committed
slightly more confidence
William Wolf
committed
set trainable=False
William Wolf
committed

Commits on Jan 21, 2018

initialize n to 0
William Wolf
committed
assert in loop
William Wolf
committed
add dummy parameter global_step for temporary compatibility
William Wolf
committed
add KucukelbirOptimizer
William Wolf
committed
2-space indent
William Wolf
committed
use KucukelbirOptimizer
William Wolf
committed
cleanup
William Wolf
committed
test qalpha, qbeta values
William Wolf
committed
delete blank line
William Wolf
committed

Commits on Jan 23, 2018

add GammaRejectionSampler
William Wolf
committed
add log_prob_s to GammaRejectionSampler
William Wolf
committed
add citation to docstring
William Wolf
committed
add guts of RSVI, integrating w.r.t. z
William Wolf
committed

Commits on Jan 24, 2018

parametrize sampler with density
William Wolf
committed
pass density to rejection sampler; return gradients
William Wolf
committed
dict_swap[z] comes from rejection sampler, not qz
William Wolf
committed
delete gamma_rejection_sampler_vars
William Wolf
committed
delete TODO
William Wolf
committed

Commits on Jan 30, 2018

WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
committed
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
committed
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
committed
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
committed
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
committed
pep8
William Wolf
committed