Hi. I have just started to learn how to use pymc3. Can NUTS of pymc3 work with stochastic gradient? I am thinking about creating a new theano operation that provides a noisy estimation of the gradient and value of the potential energy function. That means when NUTS ask my operation for the gradien…

Probably not… unless the mini-batches are sufficiently large. Might need an extra friction term to damp the noise introduced by mini-batch. [image] Minibatch and NUTS Questions Am I correct in saying that the minibatch mode doesn’t work with NUTS?

Can NUTS work with stochastic gradient / mini-batch?

Questions

Hamster_on_wheels May 2, 2019, 3:20pm 2

Probably not… unless the mini-batches are sufficiently large.

Might need an extra friction term to damp the noise introduced by mini-batch.

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Can NUTS work with stochastic gradient / mini-batch?

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