ReactiveBayes / ReactiveBayes/ExponentialFamilyProjection.jl

Reparametrization with exponential map instead of control variate

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Dominant language
Julia
Stars
11
Forks
1
PR merge metrics
No merged PRs in 30d

Description

As discussed with @Nimrais, we might speed up projections if we utilize exponential map to reparameterize the gradient to reduce variance instead of control variate strategy.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

No file or test is named; start by locating the projection path and its current control-variate strategy in the Julia library. Compare the proposed exponential-map reparameterization for projection speed and gradient variance, and treat the work as done when the new approach and its evaluation are defined.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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