Variational Gradient Descent using Local Linear Models

Song Liu, Jack Simons, Mingxuan Yi, Mark Beaumont

https://arxiv.org/abs/2305.15577

Folder Structure

• /misc where some toy examples are provided.

  • run demo_illus.py
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  • run demo_error_over_n.py
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• code/: the code to reproduce our experiments.

  • Our code requires pytorch, sbibm, MATLAB and its python engine (python -m pip install matlabengine)
  • to see SVGD with and without normalization, open matlab and run demo_svgd.m
  • to reproduce two-moons results, run python demo_twomoons.py
    • after this, open matlab and run plottwomoons.m to see particles being transported in posterior space.
  • to reproduce CelebA results, run
    • python makedata.py
    • python demo_smile.py

• videos/ Visualization of experiment results. You can also see visualization of our experiments on YouTube.

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