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Probabilistic-Programming

Assignment 1

Project

  • bbvi/ : here is bbvi code for lr=0.05 and L=5
    • You have access to wandb where you can have that beautiful plot of ELBO
    • bbvi.out you have q after each 25 steps here
    • save/ you have elbo_plot, posterior_plot, and q_plot plots
  • IS/:
    • you have thetas.pt and weights.pt which is for 20000 samples
    • IS.out results of 20000 samples
    • Experiment_without_BBVI: This is the results of starting with the original prior we had
      • IS_#samples.out results of #samples
      • results/ :
        • MSE, thetas, weights, within_3 results are here, they are all pytorch objects that you can load them into code using pytorch.load().
    • Experiment_with_BBVI: This is the results of starting with final proposal of BBVI:
      • IS_#samples.out results of #samples
      • results/ :
        • MSE, thetas, weights, within_3 results are here, they are all pytorch objects that you can load them into code using pytorch.load().
  • MCMC/: results of 1000 samples
    • MCMC.out : final results
    • figures/ containing histograms and traces for each theta
  • smc_IS : This is our implementation of SMC using IS
    • Experiment_without_BBVI: This is the results of starting with the original prior we had
      • smc_#particles.out results of #particles
      • results:
        • MSE, thetas, weights, within_3 , and logZ results are here, they are all pytorch objects that you can load them into code using pytorch.load().
    • Experiment_with_BBVI: This is the results of starting with the original prior we had
      • smc_#particles.out results of #particles
      • results:
        • MSE, thetas, weights, within_3 , and logZ results are here, they are all pytorch objects that you can load them into code using pytorch.load().

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