Add change base distribution example #34
Merged
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Submitting this PR as part of JOSS review openjournals/joss-reviews#5361
One of the biggest benefit of this package from a user point of view is one can change the base distribution easily. I have tried doing that in other packages but it was pretty tedious in general, whereas in this package one can simply define the
forward
andlog_prob
function and be done with it. I think this is a nice feature to highlight in the repo (at least in word so the users are aware of that. The authors have already highlighted this in the draft but it would nice to see it on the repo since there is where most of the people will look first.)I made a simple example script demonstrating this capability, by basically fetching the two moons example and training on it with a Gaussian mixture as the base distribution, which makes the training more stable and the final result nicer. Feel free to add more comments around it.