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Implement VIMCO and OVIS #81

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HEmile opened this issue Aug 17, 2020 · 1 comment
Open

Implement VIMCO and OVIS #81

HEmile opened this issue Aug 17, 2020 · 1 comment

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@HEmile
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HEmile commented Aug 17, 2020

Importance Weighted autoencoder bounds (IWAE) are easily implemented using Storchastic, but don't work out of the box: Using the score function with batch average on the ELBO is not the same as VIMCO, for example, as it reduces the samples somewhat differently. Maybe it is possible to create a general VI API that allows automatically choosing between ELBO and VIMCO depending on the estimator used.

@HEmile HEmile added this to To do in Gradient estimators via automation Aug 17, 2020
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HEmile commented Aug 17, 2020

One way this could be implemented is by using a different objective, ie a storch function that automatically reduces the correct plate.

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