注意:tensorflow api 在 1.1.0 以后迎来重大变化,edward 的稳定版依赖于 tensorflow 1.1.0。

edward是一个支持概率建模、推断的 Python 第三方库,官网地址:A library for probabilistic modeling, inference, and criticism.,其教程 edward tutorials

其主要实现和支持如下三方面:

  • modeling:

    • directed graphical models,有向图模型;
    • neural networks(基于 keras、tensorflow slim)
    • implicit generative models:
    • Bayesian nonparametrics & probabilistic program
  • inference:
    • variational inference

      • Black box variational inference
      • Stochastic variational inference
      • Generative adversarial networks
      • Maximum a posteriori estimation
    • 蒙特卡洛:
      • 吉布斯采样;
      • 汉密尔顿蒙特卡洛
    • Compositions of inference
      • Expectation-Maximization
      • Pseudo-marginal and ABC methods
      • Message passing algorithms
  • criticism:
    • Point-based evaluations
    • Posterior predictive checks

1. demo

Your first Edward program

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