Header-only implementation of the Stein Variational gradient descent algorithm for Bayesian optimization, presented in [1].
[1] Q. Liu and D. Wang, “Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm,” 2016.
Requires Eigen.
To build tests and benchmarks:
cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DBUILD_TESTS=ON -DBUILD_BENCHMARKS=ON
cmake --build build