Path Integral Sampler: a stochastic control approach for sampling

Setup

The repo heavily depends on jam, a versatile toolbox developed by Qsh.zh and jam-hlt, a decent deep leanring project template. ⭐️ if you like them.

poetry (Recommended)

curl -fsS -o /tmp/get-poetry.py https://raw.githubusercontent.com/sdispater/poetry/master/get-poetry.py
python3 /tmp/get-poetry.py -y --no-modify-path
export PATH=$HOME/.poetry/bin:$PATH
poetry shell
poetry install

pip

pip install .

Reproduce

python run.py experiment=ou.yaml logger=wandb

See the folder for more experiment configs.

There are some results reproduced by the repo.

Reference

@inproceedings{zhang2021path,
  author    = {Qinsheng Zhang and Yongxin Chen},
  title     = {Path Integral Sampler: a stochastic control approach for sampling},
  booktitle = {International Conference on Learning Representations},
  year      = {2022}
}

MICS:

• sde-sampler Uncleaned code used for experiments in paper.
• SDE parameters dt,g are modified due to the issue.