AdvancedVI

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.

List of Algorithms

• ParamSpaceSGD
• KLMinRepGradDescent (alias of ADVI)
• KLMinRepGradProxDescent
• KLMinScoreGradDescent (alias of BBVI)