https://github.com/ratschlab/boosting-bbvi

https://github.com/ratschlab/boosting-bbvi

Last synced: 2 days ago
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• Host: GitHub
• URL: https://github.com/ratschlab/boosting-bbvi
• Owner: ratschlab
• License: mit
• Created: 2018-07-26T09:28:52.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2020-09-15T11:41:42.000Z (almost 4 years ago)
• Last Synced: 2024-03-13T02:34:18.130Z (4 months ago)
• Language: Python
• Size: 19.4 MB
• Stars: 7
• Watchers: 4
• Forks: 5
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Lists

• awesome-gradient-boosting-papers - [Code
• awesome-gradient-boosting-papers - [Code

README

        
# General

This is the source code for "Boosting Black Box Variational Inference," by

Francesco Locatello, Gideon Dresdner, Rajiv Khanna, Isabel Valera, Gunnar

Rätsch. https://arxiv.org/abs/1806.02185.

```

@article{locatello2018boosting,

  title={Boosting Black Box Variational Inference},

  author={Locatello, Francesco and Dresdner, Gideon and Khanna, Rajiv and Valera, Isabel and R{\"a}tsch, Gunnar},

  journal={arXiv preprint arXiv:1806.02185},

  year={2018}

}

```

# Setup

1. Setup the dependencies using conda:

```

conda env create -n bbbvi --file conda-env.txt

```

2. Activate the environment

```

source activate bbbvi

```

3. Install the package for development

```

python setup.py develop

```

# Run

## Bayesian Logistic Regression

To recreate the Bayesian Linear Regression results in Table 1 of the paper, run

```

python blr.py \

    --base_dist lpl \

    --exp $EXPERIMENT \

    --outdir $OUTDIR \

    --seed $seed"

```

Where `$EXPERIMENT` is either `chem` or `wine`.

## Bayesian Matrix Factorization

To recreate the Bayesian matrix factorization results in Table 1 of the paper, run

```

python matrix_factorization.py --D $D --outdir $OUTDIR --seed $seed

```

## Toy data (mixture model)

To recreate Figure 1 of the experiment run

```

python mixture_model_relbo.py \

    --relbo_reg 1.0 \

    --relbo_anneal linear \

    --exp mixture \

    --fw_variant $variant \

    --outdir $OUTDIR"

```

Where `$variant` is `fixed`, `line_search`, or `fc`.

# License

This project is licensed under the MIT License - see the LICENSE file for details.