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Fisher adaptive MALA #93

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Red-Portal opened this issue Nov 14, 2023 · 0 comments
Open

Fisher adaptive MALA #93

Red-Portal opened this issue Nov 14, 2023 · 0 comments

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@Red-Portal
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Red-Portal commented Nov 14, 2023

Not sure how much people use MALA when we have HMC, but Michalis Titisas has a new gradient-based covariance adaptation scheme at NeurIPS'23. Probably worth considering for the future addition.

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