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Implement first version of IWAE with DReG #2605

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Implement first version of IWAE with DReG #2605

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@fritzo fritzo commented Aug 15, 2020

Resolves #2598
pair coded with @eb8680

This implements an IWAE with DReG loss assuming:

  • fully reparametrized guide
  • vectorizable model and guide (this uses a particle plate)

Tested

  • simple gradient test
  • test_valid_models.py
  • test of model requirements

@fritzo fritzo added the WIP label Aug 15, 2020
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FR: IWAE_DReG importance weighted VAE with doubly reparametrized gradients
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