probcomp/metaprob

Variational inference using reverse-mode AD

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#16 opened on May 21, 2018

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Description

VKM: "variational inference on a toy Bayesian linear regression example, with a naive mean field [variational] approximation, using reverse-mode AD [on a subset of Metaprob]" (see https://github.com/probcomp/metaprob-clojure/milestones/5 and https://github.com/probcomp/metaprob-clojure/milestone/4 )

Contributor guide

Research direction
Study variational inference (VI) and reverse mode automatic differentiation (AD). Understand how to combine VI with AD for Bayesian linear regression using mean field approximation. Review Metaprob's existing AD capabilities and explore integration.
Tech stack
None
Domain
machine learning
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
4
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Mostly clear
Prerequisites
None
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
25