pfg.sampler#

The particle samplers are included here, e.g., SGLD, SVGD, PFG.

Functions

get_logp_gradient(model, inputs)

Get log p gradient from model with batch inputs

get_svgd_gradient(model, inputs)

Get functional gradient in SVGD algorithm.

Classes

PFG(params, lr, approximator[, optim, f_lr, ...])

Implement PFG with Pytorch Optimizer class.

SGLD(params[, lr])

Implement SGLD with Pytorch Optimizer class.

SVGD(params[, lr, optim])

Implement RBF SVGD with Pytorch Optimizer class.

pSGLD(params[, lr, alpha, eps, centered])

Implement RMSprop-like preconditioned SGLD (pSGLD) with Pytorch Optimizer class.