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Speed up backward message for Linearization #342

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bartvanerp opened this issue Aug 28, 2023 · 1 comment
Open

Speed up backward message for Linearization #342

bartvanerp opened this issue Aug 28, 2023 · 1 comment
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@bvdmitri @bartvanerp
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enhancement New feature or request

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@bartvanerp
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The computation of the backward message for the Linearization approximation around the Delta node can be sped up significantly, without the need of computing the marginals over all inputs. This can be achieved by using more effective computations in the forward pass and weightedmean precision parameterization in the backward pass.
@bvdmitri
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Related https://juliadiff.org/ForwardDiff.jl/stable/user/advanced/

@albertpod albertpod added the enhancement New feature or request label Jan 5, 2024
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enhancement New feature or request
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@bvdmitri @albertpod @bartvanerp