Pathfinder

JAX implementation of "Pathfinder: Parallel quasi-Newton variational inference".

Works with any probabilistic programming framework that provides JAX log-densities.

🚧 This work has been merged into blackjax

Installation

pip install git+https://github.com/miclegr/pathfinder

Notebooks:

• Pathfinder optimization path
• Pathfinder variational inference with tensorflow probability
• Pathfinder variational inference with pymc

Paper:

Pathfinder: Parallel quasi-Newton variational inference; Lu Zhang, Bob Carpenter, Andrew Gelman, Aki Vehtari; arXiv:2108.03782