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Uses init_loc_fn to initialize mixture particles #1612

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merged 8 commits into from
Jul 10, 2023

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OlaRonning
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Currently, SteinVI adds Gaussian noise to a location parameter of an autoguide (in unconstraint space) to initialize the particles. While it's a reasonably simple solution, it's hidden from the user.

A better solution (as in less opaque) is to use the autoguide.init_loc_fn to find the initial configuration of the particles.

I've sketched the change as a PR to make it easier to discuss. If we agree this is a better solution, I'll add some unit tests.

@fehiepsi
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yes, it makes sense to use init_loc_fn to initialize the location parameter.

@OlaRonning OlaRonning added WIP and removed discussion labels Jul 5, 2023
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Thanks, Ola!

@fehiepsi fehiepsi merged commit 9618266 into pyro-ppl:master Jul 10, 2023
@OlaRonning OlaRonning deleted the feature/sm_auto_init branch July 10, 2023 19:54
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2 participants