Rejection sampling variational inference - #819

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cavaunpeu wants to merge 43 commits into

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cavaunpeu:rejection-sampling-variational-inference

Commits on Jan 3, 2018

fix typos in docstring
William Wolf
committed
4efb780

Commits on Jan 7, 2018

add multinomial-dirichlet test, empty `RejectionSamplingKLqp` class
William Wolf
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7e43d1b

Commits on Jan 12, 2018

Merge branch 'master' into rejection-sampling-variational-inference
William Wolf
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d673763
remove `sample_shape=1`
William Wolf
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7a5f90e

Commits on Jan 14, 2018

add poisson-gamma test
William Wolf
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94a1bc3

Commits on Jan 15, 2018

WIP: begin to implement RSVI logic
William Wolf
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a4c87cc
WIP: implement RSVI gradients
William Wolf
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163414c

Commits on Jan 19, 2018

add scrap notebook with gradient update algo
William Wolf
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f162135

Commits on Jan 20, 2018

unit test gradient update algo in notebook
William Wolf
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2f96076
unit test gradient update algo to 3 iterations
William Wolf
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2c1162b
`test_kucukelbir_grad` passes
William Wolf
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ad25f6d
correction: `test_kucukelbir_grad` passes
William Wolf
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7e4a9ce
cleanup (still skeptical this test works, as it seems almost stochastic
William Wolf
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8dc4f4f
move `test_kucukelbir_grad` to separate file
William Wolf
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0aae8ed
add `KucukelbirOptimizer`
William Wolf
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70172fb
pass `n`, `s_n` into `KucukelbirOptimizer` constructor
William Wolf
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929e25c
looking forward to seeing if this passes CI. locally, i have no idea what is going on. tensorflow: you exhaust me
William Wolf
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95d9774
slightly more confidence
William Wolf
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c212858
set trainable=False
William Wolf
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81637fb

Commits on Jan 21, 2018

initialize `n` to 0
William Wolf
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7aec66c
assert in loop
William Wolf
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dda7f26
add dummy parameter `global_step` for temporary compatibility
William Wolf
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2a4ccc8
add `KucukelbirOptimizer`
William Wolf
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8f69548
2-space indent
William Wolf
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26f8ed8
use `KucukelbirOptimizer`
William Wolf
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c7f3ea1
cleanup
William Wolf
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435ec01
test `qalpha`, `qbeta` values
William Wolf
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45b17b8
delete blank line
William Wolf
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ed6e266

Commits on Jan 23, 2018

add `GammaRejectionSampler`
William Wolf
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80cee16
add `log_prob_s` to `GammaRejectionSampler`
William Wolf
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ef45bc3
add citation to docstring
William Wolf
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b94ef73
add guts of RSVI, integrating w.r.t. z
William Wolf
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a136f9d

Commits on Jan 24, 2018

parametrize sampler with density
William Wolf
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680894b
pass density to rejection sampler; return gradients
William Wolf
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47ba81c
dict_swap[z] comes from rejection sampler, not `qz`
William Wolf
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26f0c32
delete gamma_rejection_sampler_vars
William Wolf
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7b997e1
delete TODO
William Wolf
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6108125

Commits on Jan 30, 2018

WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
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77e9a6c
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
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3846fa6
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
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23c33af
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
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4c481a0
WIP: _test_build_rejection_sampling_loss_and_gradients
William Wolf
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00c9325
pep8
William Wolf
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40d3808