This is an (non tested) implementation of Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm.
Also available on google colab here: https://colab.research.google.com/drive/1FPAkreW7eGq_CUG3slAgNtUODD5rTozA#scrollTo=vFp77RC5Wuk6
In the jupyter notebook one could interactivly change hyperparameters with easy.
Enjoy.