TODO List of inference algorithms to be implemented?



I’m thinking of contributing to Edward by implementing inference algorithms.

Personally, I have just implemented Continuously Tempered Langevin Dynamics in Tensorflow, but I’m not sure CTLD is suitable for Edward.

So I want to see a list of algorithms which main developers want to be implemented, or Could you please provide the criteria for algorithm to be implemented in Edward.

Thank you:)


There’s no official list—only feature requests from users such as NUTS and forward-backward for HMMs. Any algorithm with a suitable application is welcome. The goal is to be comprehensive rather than curated.

Along these lines, CTLD would be great and would expand the current SGMCMC methods we have.