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.

For general usage, first refer to the following page:

• General Usage

For using the algorithms implemented in AdvancedVI, refer to the corresponding documentations below:

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