Uses init_loc_fn
to initialize mixture particles
#1612
Merged
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Currently,
SteinVI
adds Gaussian noise to a location parameter of anautoguide
(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.