First Explicit Method - HDM

Implementation of Hamiltonian Descent Methods (First explicit method) with Python3

Requirement

• Python 3.X
• autograd or SymPy or Chainer v4
• matplotlib

Usage

Run file

Results

first_explicit_method.py

first_explicit_method_chainer.py

Reference

Chris J. Maddison, Daniel Paulin, Yee Whye Teh, Brendan O'Donoghue, Arnaud Doucet, "Hamiltonian Descent Methods", (arxiv)