Monte Carlo integration with Tensorflow
Project description
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.
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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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