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Feature/bbvb #1421
Feature/bbvb #1421
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also implemented the standardization of the location scale family (likely Normal at first) via an affine transformation
Conflicts: src/stan/common/command.hpp
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Feature/bbvb family
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for (int i = 0; i < cont_params_.size(); ++i) | ||
cont_vector.at(i) = cont_params_(i); | ||
services::io::write_iteration(*out_stream_, model_, rng_, | ||
0.0, cont_vector, disc_vector, &std::cout); |
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should be print_stream_
instead of &std::cout
, right? we've removed uses of std::cout
from code.
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thanks @syclik ! |
💃 |
Summary:
Automatic Differentiation Variational Inference (ADVI).
Intended Effect:
Implements ADVI as an approximate inference procedure within Stan.
How to Verify:
Run your favorite model. Run the tests.
Side Effects:
Currently, we only output the mean of the variational approximation. We might want to implement a "sample, transform, report" module for ADVI and other future inference techniques.
Documentation: