tensorflow / tensorflow/probability

NotImplementedError: Eager execution currently not supported for SGLD optimizer.

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enhancement tensorflow 2.0
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Description

I am trying to run SGLD example using eager mode, but I am getting the following error:

NotImplementedError                       Traceback (most recent call last)
<ipython-input-20-f65345166c63> in <module>()
      4     preconditioner_decay_rate=0.99,
      5     burnin=1500,
----> 6     data_size=num_samples)

/usr/local/lib/python3.6/dist-packages/tensorflow_probability/python/optimizer/sgld.py in __init__(self, learning_rate, preconditioner_decay_rate, data_size, burnin, diagonal_bias, name, parallel_iterations)
    161     ]):
    162       if tf.executing_eagerly():
--> 163         raise NotImplementedError('Eager execution currently not supported for '
    164                                   ' SGLD optimizer.')
    165 

NotImplementedError: Eager execution currently not supported for  SGLD optimizer.


Seems like SGLD is not currently implemented for SGLD. Any idea when it will be implemented?

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Research direction

Reproduce the SGLD example in eager mode and inspect tensorflow_probability/python/optimizer/sgld.py at the eager-execution check shown in the traceback. Determine what support is required for the SGLD optimizer to initialize and run under eager execution, then verify that the example no longer raises NotImplementedError.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, tensorflow
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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