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Natgrads #90
Natgrads #90
Commits on Sep 16, 2022
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All notebooks are updated, except the tensorflow probability and MCMC section of the classification notebook.
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Revert "WIP for constrainers on state"
This reverts commit 7d9ed4d.
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Commits on Sep 17, 2022
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All notebooks are updated, except the tensorflow probability and MCMC section of the classification notebook.
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Revert "WIP for constrainers on state"
This reverts commit 7d9ed4d.
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Added Natural Variational Gaussian Family. NEED TO WRITE TESTS. The variational tests for variational families are a mess --- much of the testing is done in sparse_gps.py. In order to write these, it might be worth fixing these too.
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Update variational_families.py
Add maths description and add expectation parameteriation.
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Update test_variational_families.py
Add test for expectation parameterisation.
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A rough initial schematic of implementing natural gradients.
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Add notion of "moments" as a moment parameterisation for a variational Gaussian.
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Fix negative, and add sketch optimisation loop.
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This is rough. THERE IS A BUG SOMEWHERE. This does not use the training abstraction in natural_gradients.py
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Update training loop. Add collapsed bound and natural gradient relati…
…onship in the notebook.
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This commit updates variational families and their tests.
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Commits on Sep 18, 2022
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This commit finishes rebase issues, need to refactor code before merging to v0.5_update.
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Commits on Sep 20, 2022
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