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Stochastic gradient Hamiltonian Monte Carlo package

Project Description

sghmc has sghmc, hmc, U, gradU

#!/usr/bin/env python

from sghmc import sghmc from sghmc import hmc from sghmc import U from sghmc import gradU

sghmc(gradU, eta, L, alpha, x, V) hmc(U, gradU, m, dt, nstep, x, MH) gradU(data, minibatch, beta) U(data, beta)

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Source May 1, 2017

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