VIABEL (Variational Inference and Approximation Bounds that are Efficient and Lightweight) is a library (still in early development) that provides two types of functionality:
- A lightweight, flexible set of methods for variational inference that is agnostic to how the model is constructed. All that is required is a log density and its gradient.
- Methods for computing bounds on the errors of the mean, standard deviation, and variance estimates produced by a continuous approximation to an (unnormalized) distribution. A canonical application is a variational approximation to a Bayesian posterior distribution.
installation quickstart.ipynb robust-regression.ipynb api/api