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Move SGLD and SGHMC from Turing.jl #60

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xukai92 opened this issue Apr 27, 2019 · 4 comments
Open

Move SGLD and SGHMC from Turing.jl #60

xukai92 opened this issue Apr 27, 2019 · 4 comments
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@xukai92
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xukai92 commented Apr 27, 2019

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@xukai92
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xukai92 commented Apr 27, 2019

TuringLang/Turing.jl#769

@xukai92 xukai92 mentioned this issue Apr 27, 2019
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@yebai yebai mentioned this issue May 3, 2019
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@sivapvarma
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sivapvarma commented Oct 13, 2019 •
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For implementing SGHMC and SGLD here, I am still at a loss as to how to query the mini batch gradient of posterior. Any pointers or some documentation about this repo would be helpful.

@xukai92
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xukai92 commented Oct 13, 2019

I think for the scope of this package, we should assume the density and gradient function returns that of a mini batch.

@sivapvarma sivapvarma mentioned this issue Oct 13, 2019
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@Janssena
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Heya, just wondering about the state of the SG samplers?

I noticed that SGHMC / SGLD samplers exist in Turing, but details on the implementation and how data is mini-batched is missing?

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@sivapvarma @xukai92 @Janssena