I have a general question. I saw that the Stein Variational Gradient Descent algorithm was implemented in Pyro. I’m familiar with it but only from a theoretical perspective as I’ve never used it in practice.
So, I wanted to know if this optimizer has impacted some algorithms that people have used in this library; be it positive or negative way. Maybe an example use case of success? Also, kernel methods tend to be a bit difficult when there is no clear way to choose the kernel parameters. Has that affected the results as well?