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Automatic Differentiation Variational Inference in Julia

Following Black-Box Stochastic Variational Inference in Five Lines of Python[1]

See code at: https://github.com/HIPS/autograd/blob/master/examples/black_box_svi.py

The first animation from that paper:

alt text

References

[1] Duvenaud, David, and Ryan P. Adams. "Black-box stochastic variational inference in five lines of Python." NIPS Workshop on Black-box Learning and Inference. 2015.