Hello everyone.
I would like to use SG MCMC (stochastic gradient MCMC), do you know if it is implemented in Pyro?
I will be grateful for your help.
Regards
Hello everyone.
I would like to use SG MCMC (stochastic gradient MCMC), do you know if it is implemented in Pyro?
I will be grateful for your help.
Regards
it is not currently implemented.
If you’re willing to use numpyro instead, you can build a model and then sample using the blackjax library, which has sgld and sghmc implemented
thanks!