v0.3.0

AdvancedVI v0.3.0

Diff since v0.2.11

Breaking changes

• Complete rewrite of AdvancedVI with major changes in the API. (Refer to general usage and the example.)

New Features

• Added full-rank and low-rank covariance low-rank variational families. (See the docs.)
• Added the sticking-the-landing control variate. (See the docs.)
• Added the score gradient estimator of the ELBO gradient with the leave-one-out control variate (also known as VarGrad)
• Added parameter averaging. (See the docs)
• Added parameter-free optimization algorithms. (See the docs)

Merged pull requests:

• Minor Touches for ScoreGradELBO (#99) (@Red-Portal)
• Drop support for pre-1.10 (#129) (@Red-Portal)
• refactor interface for projections/proximal operators (#147) (@Red-Portal)
• CompatHelper: bump compat for AdvancedVI to 0.2 for package docs, (keep existing compat) (#153) (@github-actions[bot])

Closed issues:

• Set up unit tests for GPU support (#70)