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bridging-the-gap-between-vi-and-wgf's Introduction

First, setup the dependencies by

pip install -r requirements.txt

1.The Illustrative Example

see notebook/The Illustrative Example.ipynb.

2. The experiment used GMMs as the variational distribution.

run python banana.py. Default parameters: number of mixture components --num_components=5, particles per component used for Monte Carlo gradients --num_sample=30.

3. The experiment on Bayesian logistic regressions.

run python train_Bayesian_logistic.py --dataset='ionos' --num_epoch=20001. Change --dataset to 'heart', 'pima', 'wine' for different UCI dataset.

4. To reproduce the experiment in Appendix B.1, run

python 1d_gmm.py

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