sghmc

Stochastic gradient Hamiltonian Monte Carlo package


Keywords
Stochastic, Gradient, Hamiltonian, Monte, Carlo
License
Other
Install
pip install sghmc==0.2

Documentation

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sghmc
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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)