The idea of this project is to perform NGVI where the variational distribution q is a mixture of gaussians. The pseudo code for the algorithm can be found below. This codebase is an extension to PyTorch-SSO (Repository for Scalable Second-Order methods in PyTorch)
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NGVI for Mixture of Gaussians
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fmahdisoltani/Multimodal_Adam
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NGVI for Mixture of Gaussians
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