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wohlert / Sinkhorn-solver.ipynb
Created April 3, 2019 11:43
Sinkhorn solver in PyTorch
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@wohlert
wohlert / hmc.py
Created June 22, 2018 13:12
Hamiltonian Monte Carlo
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import numpy as np
class HamiltonianMC(object):
"""
Hamiltonian/hybrid Monte Carlo
Uses Hamiltonian dynamics to make proposals using
kinetic energy of the proposal. Employs leapfrog
integration for time-reversibility and to ensure
@wohlert
wohlert / baselayer.py
Last active May 24, 2019 15:45
A metaprogramming approach with minimal overhead to perform Jacobian computation for arbitrary networks
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"""
Registers jacobian for basic PyTorch layers
"""
import torch
from torch import nn
from .metric import register_jacobian
@register_jacobian(nn.Linear)
@wohlert
wohlert / Backpropagation.ipynb
Last active October 30, 2018 15:58
Tutorial describing backpropagation in a MLP
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