AdvancedVI

Introduction

AdvancedVI provides implementations of variational Bayesian inference (VI) algorithms. VI algorithms perform scalable and computationally efficient Bayesian inference at the cost of asymptotic exactness. AdvancedVI is part of the Turing probabilistic programming ecosystem.

Provided Algorithms

AdvancedVI currently provides the following algorithm for evidence lower bound maximization:

• Evidence Lower-Bound Maximization