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Black box likelihood
Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…
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Black box likelihood
https://discourse.edwardlib.org/t/black-box-likelihood/1096
Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…
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Black box likelihood
Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…
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- twitter:descriptionHi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary precision library tf-big requires Tensorflow no higher than 1.13 while edward2 requires Tensorflow 2. I also think the C++ implementation will be much faster anyway.) I have a class that collects the individual log-likelihoods and gradients and sums them so I get the complete lo...
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