81 add variational inference posteriors #92
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Nice work! To make checking this PR easier, please can you add an example to the unit tests which uses the VI sampler? |
DeaglanBartlett
approved these changes
Dec 12, 2023
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Adds a VISampler to samplers.py, allowing for variational inference sampling with the sbi backend.
On a Macbook, the VISampler is only marginally faster than Pyro MCMC for the toy example (9 min vs 10 min for PosteriorCoverage). However, it is expected to be faster for higher-dimensional posteriors, especially when using GPU.