Boosting variational inference
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README.md

README.md

Boosting variational inference

test/logit/ contains a working example for logistic regression. Call make to run that example.

References

Guo, F., Wang, X., Fan, K., Broderick, T., & Dunson, D. B. (2016). Boosting Variational Inference. arXiv:1611.05559.