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@ChunyuanLI
ChunyuanLI authored Jan 13, 2018
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**Tensorflow implementation of Stein Variational Gradient Descent (SVGD)**


SVGD is a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. SVGD iteratively transports a set of particles to match with the target distribution, by applying a form of functional gradient descent that minimizes the KL divergence.
"SVGD is a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. SVGD iteratively transports a set of particles to match with the target distribution, by applying a form of functional gradient descent that minimizes the KL divergence."


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