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Implement IWVI #3

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vdutor opened this issue Mar 26, 2021 · 0 comments
Open

Implement IWVI #3

vdutor opened this issue Mar 26, 2021 · 0 comments
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enhancement New feature or request help wanted Extra attention is needed

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@vdutor
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vdutor commented Mar 26, 2021

We'd like GPflux to be able to implement importance-weighting as in https://github.com/hughsalimbeni/DGPs_with_IWVI/.

The challenge is that we need to keep the sampled per-LV-layer losses (local KLs), not summing them up as is the default. This probably means we'll have to write a custom Model subclass that has a train_step() that handles the custom IWVI objective...
@vdutor vdutor added enhancement New feature or request help wanted Extra attention is needed labels Mar 26, 2021
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