SteinVI: Recompute Score Function* For Each Particle Interaction in the Attractive Force #1947
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Previously
The score function(1) in the attractive force was computed once for each particle and reused. While this is cheap, it also biases the Stein force.
Changes
loss
function in preparation for making it a class parameter that allowsSteinLoss
andELBO
s.ruff
format v0.7.1 -> v0.9The behavior-changing code is in
einstein/steinvi.py
andexample/stein_bnn.py
. The rest is from using the latestruff
.Effect
(1) It is not actually a score function (
grad(log p(x|D))(x)
) as we are taking the gradient of an ELBO, not the log posteriorlog p(x|D))
.