harwiltz / svgd

Implementation of Stein Variational Gradient Descent in JAX

svgd

Implementation of Stein Variational Gradient Descent:

@misc{liu2019stein,
  title = {Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm},
  author = {Qiang Liu and Dilin Wang},
  year = {2019},
  eprint = {1608.04471},
  archivePrefix = {arXiv},
  primaryClass = {stat.ML},
}

Example

To visualize the dynamics of the particles, you can run

$ PYTHONPATH=. python svgd/examples/testbed.py

Below is an example snapshot of the particles after they've converged.