Stochastic Backprop

This repository contains some tutorials for stochastic backprop from scratch.

  1. score function (done)
  2. pathwise derivative (wip)
  3. variational inference and trace ELBO
  4. Hamilton Monte Calro

requirements

  • chainer>=4.0.0 (5.0.0 is better)
  • matplotlib
  • gym

see requirements.txt for details