I’ve been looking through the source code, but I’m struggling to find the bit, where Black Box Variational Inference is implemented. Specifically, I’m interested in the section, where the score is used as a control variate (as in Ranganath, 2014) and the optimal alpha is estimated. (optimal alpha = Cov(Loss, Score) / Var(Score) )
I would really appreciate if someone could point me to it.
Have a great Sunday and many thanks,