PyTorch-based library for Riemannian Manifold Hamiltonian Monte Carlo (RMHMC)
- Perform HMC in user-defined log probabilities and in PyTorch neural networks (objects inheriting from the
torch.nn.Module). - Available sampling schemes:
- HMC
- No-U-Turn Sampler
- Implicit RMHMC
- Explicit RMHMC
git clone https://github.com/AdamCobb/hamiltorch.git
cd hamiltorch
pip install .
Please refer to my blog post, or follow the notebook-style tutorials.
Please consider citing the following paper if you use hamiltorch in your research:
@article{cobb2019introducing,
title={Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo},
author={Cobb, Adam D and Baydin, At{\i}l{\i}m G{\"u}ne{\c{s}} and Markham, Andrew and Roberts, Stephen J},
journal={arXiv preprint arXiv:1910.06243},
year={2019}
}