Probability: Feature Request: Automatic Differentiation Variational Inference (ADVI)
I've seen both MCMC and NUTS being initialized with a mean taken from ADVI. This was at one point a feature in Pymc. Thus far I have not seen anything resembling this in either the tf.vi section, or tensorflow_probability as a whole. It would be an awesome feature.
matthew-mcateer
>All comments
Hi Matthew. Thanks for your comment. This is a very good idea. Im currently spec-ing out how to make these hybridizations more ergonomic. Ill share my design doc with you after discussing it with my team.
jvdillon
on 19 May 2018
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Most helpful comment
Hi Matthew. Thanks for your comment. This is a very good idea. Im currently spec-ing out how to make these hybridizations more ergonomic. Ill share my design doc with you after discussing it with my team.