List of optimization algorithms

from pyro.optim import Adam
where can i find other optim? support SGLD Algorithms?

ths.i read the docs.
the pyro.optim doesn’t support SGLD algorithm but support ASGD and SGD.
what i say is right?

SGLD is not an algorithm for optimization; rather it is an algorithm for inference. Pyro does not currently implement SGLD.

@fritzo @martinjankowiak
is it possible to translate SGLD written in pytorch subclassing torch.optim to pyro (pysgmcmc.optimizers.sgld — pysgmcmc documentation)
Thanks :slight_smile:

@mak i don’t think it’d be quite that straightforward, since a generic optimizer only keeps track of the current/final parameter value whereas for SGLD the whole point is that you want to keep track over the history of parameter values.

maybe an appropriate way to proceed would be to fork some of the SVGD code.