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https://github.com/mfreidank/pysgmcmc

Bayesian Deep Learning with Stochastic Gradient MCMC Methods
https://github.com/mfreidank/pysgmcmc

bayesian-inference markov-chain-monte-carlo mcmc python stochastic tensorflow

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Bayesian Deep Learning with Stochastic Gradient MCMC Methods

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README

        

========
PYSGMCMC
========
|Build Status|
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PYSGMCMC is a Python framework for Bayesian Deep Learning that focuses on
Stochastic Gradient Markov Chain Monte Carlo methods.

Features
========
* **Complex samplers as black boxes**, computing the next sample with corresponding costs of any MCMC sampler is as easy as:

.. code-block:: python

sample, cost = next(sampler)

* Based on `tensorflow `_ that provides:
* efficient numerical computation via data flow graphs
* flexible computation environments (CPU/GPU support, desktop/server/mobile device support)
* Linear algebra operations

.. |Build Status| image:: https://travis-ci.org/MFreidank/pysgmcmc.svg?branch_master
:target: https://travis-ci.org/MFreidank/pysgmcmc

.. |Docs_| image:: https://readthedocs.org/projects/pysgmcmc/badge/?version=latest
:target: http://pysgmcmc.readthedocs.io/en/latest/
:alt: Docs

.. |Coverage_| image:: https://coveralls.io/repos/github/MFreidank/pysgmcmc/badge.svg
:target: https://coveralls.io/github/MFreidank/pysgmcmc
:alt: Coverage

.. |Codacy_| image:: https://api.codacy.com/project/badge/Grade/94a3778e36814055ad7b12875857d15e
:target: https://www.codacy.com/app/MFreidank/pysgmcmc?utm_source=github.com&utm_medium=referral&utm_content=MFreidank/pysgmcmc&utm_campaign=Badge_Grade
:alt: Codacy

Install
=======

The quick way::

pip3 install git+https://github.com/MFreidank/pysgmcmc

Documentation
=============
Our documentation can be found at http://pysgmcmc.readthedocs.io/en/latest/.