zhusuan.mcmc.SGLD¶

class SGLD(learning_rate)[source]¶

Bases: zhusuan.mcmc.SGMCMC.SGMCMC

Subclass of SGMCMC which implements Stochastic Gradient Langevin Dynamics (Welling & Teh, 2011) (SGLD) update. The updating equation implemented below follows Equation (3) in the paper.

var_list - The updated values of latent variables.

Parameters: learning_rate – A 0-D float32 Var.