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ChunyuanLI authored Jan 13, 2018
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# Stein Variational Gradient Descent

Tensorflow implementation of Stein Variational Gradient Descent (SVGD)
**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.


Link:
For official implementation information in Matlab and Theano, please visit the authors' project website - [SVGD](http://www.cs.dartmouth.edu/~dartml/project.html?p=vgd).
for official implementation information in Matlab and Theano, please visit the authors' project website - [SVGD](http://www.cs.dartmouth.edu/~dartml/project.html?p=vgd).

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