Sampling in Constrained Domains with Orthogonal-Space Variational Gradient Descent

This repository contains code for the paper Sampling in Constrained Domains with Orthogonal-Space Variational Gradient Descent, accepted in Conference on Neural Information Processing Systems (NeurIPS), 2022.

@article{zhang2022sampling,
  title={Sampling in Constrained Domains with Orthogonal-Space Variational Gradient Descent},
  author={Zhang, Ruqi and Liu, Qiang and Tong, Xin T.},
  journal={Conference on Neural Information Processing Systems},
  year={2022}
}

Usage

Synthetic Distribution

Please run

python main_synthetic.py

Income Classification with Fairness Constraint

Please run

python main_faireness.py

Loan Classification with Logic Rules

Please run

python main_logic.py

Prior-Agnostic Bayesian Neural Networks

Please run

python main_bnn_langevin.py

python main_bnn_svgd.py