/MVA-BML-Project-Optimally-Weighted-Herding-is-Bayesian-Quadrature

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MVA - BML Project - Optimally-Weighted Herding is Bayesian Quadrature

Authors: Christophe Vuong and Clément Bonet

Based on the paper "Optimally-Weighted Herding is Bayesian Quadrature" by Ferenc Huszár and David Duvenaud

Project done with Python.

You can see the results in the file "Herding vs SBQ.ipynb".

Requirements

The project requires some Python librairies:

  • Numpy
  • Matplotlib
  • Scipy

They can be installed using Anaconda with the command:

conda install <package>

or through pip using the command:

pip install -r requirements.txt