Comments (2)
Hi Matthew. Thanks for your comment. This is a very good idea. Im currently spec-ing out how to make these hybridizations more ergonomic. Ill share my design doc with you after discussing it with my team.
from probability.
I'm going to close this bug. ADVI exists in a form insomuchas we have fit_surrogate_posterior
which allows fitting a surrogate to a unnormalized density: https://github.com/tensorflow/probability/blob/main/tensorflow_probability/python/vi/optimization.py#L29
lets you create your surrogate model in arbitrary ways.
from probability.
Related Issues (20)
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from probability.