Implementation of Stochastic Gradient Hamiltonian Monte Carlo.
For details, refer to original paper
This project is the final homework for duke STA663, contributed by Zining Ma ([email protected]) and Machao Deng ([email protected])
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development/: jupyter notebooks for package development -
report/: contents for the project reoprt -
sghmc/: source codes
To install the package, run
$ git clone https://github.com/Senlody/SGHMC.git
$ cd SGHMC/sghmc
$ python setup.py install
You may need Administrator rights to install the package.
To run examples, cd to SGHMC/sghmc/tests folder, and run one of the following
$ python mixnormal.py
$ python simpleU.py
$ python bnnMPG.py
A successful run of example script ends without throwing any error.
WARNNING: mixnormal.py and simpleU.py contains sghmc_chains that only works on linux. Running these examples on windows will cause errors.
For the details of the examples, refer to project report in SGHMC/report.