Kernel-based quantization algorithms

Installation

We recommend installing with uv. Currently, the way to install this locally would be

$ uv pip install -e git+https://github.com/Nodes-and-Kernels/nak_torch

If you plan on using the examples, make sure that [examples] option is installed. Also, make sure that there is no other installation of pystan, which is a dependency---we use a fork of the original package to reduce latency for our algorithms when using a stan posterior.

List of Algorithms

MSIP

We largely focus on mean-shift interacting particle (MSIP) algorithms, and we are working to implement several of these. Currently, we have:

• MSIP
• MSIPGS

For these algorithms, we have multiple estimators---each of these produces a certain set of dynamics. In particular, we have:

• MSIPFredholm
• MSIPGradientFree
• MSIPGradientInformed
• MSIPGMMGaussianKernel

Other algorithms

We also include several other typical interacting-particle sampling algorithms.

• Consensus-based sampler (CBS)
• Deep ensembles (DeepEnsembles)
• Ensemble Kalman Sampler (EKS)
• Gradient-informed affine-invariant Langevin dynamics (GradALDI)
• Gradient-free ALDI (GradFreeALDI)
• Stein variational gradient descent (SVGD)