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sg_langevin's Introduction

Implementation of "Bayesian Learning via Stochastic Gradient Langevin Dynamics"

This is not the original implementation.

Bayesian Learning via Stochastic Gradient Langevin Dynamics

Environment

  • Python 3.6.2
  • TensorFlow 1.10
  • See pip.freeze for details

Usage

Logistic regression

python main.py --hparams params/SGLD_LR

Results

Logistic regression

Author

Ryo Kamoi

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sg_langevin's Issues

Error in SGLD

Great work! I am thinking that maybe in line 37 in the model.py the "tf.sqrt" is wrong, because in the original paper it is just epsilon.

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