/bbvi_linear_models

Black-box variational inference, example for linear models

Primary LanguagePython

Black-box variational inference, example with linear models

Motivation

Duvenaud showed in Black-Box Stochastic Variational Inference in Five Lines of Python how to make use of the Python module autograd to easily code black-box variational inference introduced in Black Box Variational Inference by Ranganath et al.

I adapted his code to linear models.

Dependencies

You will need python 3 with autograd, matplotlib, and scipy.

Demo

Demo in 2D

See also

Authors

Laurent de Vito

License

All third-party libraries are subject to their own license.

Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.