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Monte Carlo integration with Tensorflow

Project description

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VegasFlow

VegasFlow is a Monte Carlo integration library written in Python and based on the TensorFlow framework. It is developed with a focus on speed and efficiency, enabling researchers to perform very expensive calculation as quick and easy as possible.

Some of the key features of VegasFlow are:

  • Integrates efficiently high dimensional functions on single (multi-threading) and multi CPU, single and multi GPU, many GPUs or clusters.

  • Compatible with Python, C, C++ or Fortran.

  • Implementation of different Monte Carlo algorithms.

Documentation

https://vegasflow.readthedocs.io/en/latest

Installation

The package can be installed with pip:

python3 -m pip install vegasflow

as well as with conda, from the conda-forge channel:

conda install vegasflow -c conda-forge

If you prefer a manual installation just use:

python setup.py install

or if you are planning to extend or develop code just use:

python setup.py develop

Examples

There are some examples in the examples/ folder.

Citation policy

If you use the package please cite the following paper and zenodo references:

Project details


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