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documentationImprovements or additions to documentationImprovements or additions to documentationgood first issueGood for newcomersGood for newcomers
Description
- Add cyclical sgmcmc step size schedule to
diffusions.py
:
def cyclical_schedule(alpha_0, M, K):
def schedule(i):
mod_term = (i-1) % jnp.ceil(K/M)
return alpha_0*0.5*(jnp.cos( jnp.pi*mod_term /jnp.ceil(K/M) ) + 1)
return schedule
Usage:
dt_cyclical = cyclical_schedule(1e-3, 5, 1000)
my_sampler = build_sgld_sampler(dt_cyclical, loglikelihood, logprior, data, batch_size)
- Then add a notebook showing the different schedules: constant, Welling & Teh, cyclical. Perhaps do OOD testing for MNIST (like in the cyclical paper linked above)
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documentationImprovements or additions to documentationImprovements or additions to documentationgood first issueGood for newcomersGood for newcomers