Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add TMC estimator of reweighted wake-sleep wake-phi loss #2258

Draft
wants to merge 17 commits into
base: dev
Choose a base branch
from
Draft

Conversation

eb8680
Copy link
Member

@eb8680 eb8680 commented Jan 14, 2020

Tasks:

  • Add example
  • Reuse traces across wake-theta and wake-phi loss computations
  • Attempt to remove zero-expectation terms, similar to pyro.infer.Dice.compute_expectation
  • Add stronger tests and tests for new ops.packed utilities
  • Explore example performance for fixed model as function of noise and length scale for various learning settings
  • Compute KL(P|Q) exactly with Gaussian math
  • Evaluate posterior mean RMSE

@eb8680 eb8680 changed the title Add TMC estimator of reweighted wake-sleep phi loss Add TMC estimator of reweighted wake-sleep wake-phi loss Jan 14, 2020
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

1 participant