This is the implementation of the VRM sampler presented in the paper:
Online Variance Reduction with Mixtures Zalán Borsos, Sebastian Curi, Kfir Y Levy, Andreas Krause. International Conference on Machine Learning (ICML), 2019.
Install the dependencies with
pip install -r requirements.txt
Examples for the usage of the sampler are contained in example.ipynb.
The code is licenced under the MIT license and free to use by anyone without any restrictions.