kristen-hoo / vmm

Code for reproducing experiments for paper "The Variational Method of Moments"

VMM

Code for reproducing experiments for paper "The Variational Method of Moments" (https://arxiv.org/abs/2012.09422).

Estimation or experiments can be run by executing "run_experiments_TYPE.py", where TYPE is "estimation" or "inference" respectively.

Default directories for saving results for both kinds of experiments can be changed by editing the value of "save_dir" at the top of the respective "run_exepriments_TYPE.py" script.

Details of what methods and hyperparameters to use for the experiments can be changed by editing the experiments configuration files within the "experiment_setups" directory (this includes for example the option of running experiments in parallel using multiple processes by changing the value of "num_procs" to something greater than one.) In addition, you can change which estimation or inference experiments to run by editing the value of "setup_list" at the top of the respective "run_experiments_TYPE.py" script.

Results from experiment(s) will be stored within JSON files created upon experiment completion, in the respective save directory. The results files contain 3 keys:

• "aggregate_results": contains aggregate statistics from the experiments, including all numbers presented in the results tables within the paper and supplement.
• "results": contains detailed individual results for each experiment replication (from which different aggregate statistics or plots could be created without re-running experiments.)
• "setup": a summary of the setup configuration used for the corresponding experiment.

Experiments were run using Python 3.8.5. Versions of libraries used are summarized in the included "requirements.txt" file.