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. 2021 Jul 29;10:e56265. doi: 10.7554/eLife.56265
Algorithm 1. Emergent property inference
1 initialize 𝜽 by fitting q𝜽 to an isotropic gaussian of mean 𝝁init and variance 𝝈init2
2 initialize c0>0 and 𝜼opt,0=.
3 for Augmented lagrangian epoch k=1,,kmax do
4     for SGD iteration i=1,,imax do
5          Sample 𝐳0(1),,𝐳0(n)q0, get transformed variable 𝐳(j)=g𝜽(𝐳0(j)), j=1,,n
6          Update 𝜽 by descending its stochastic gradient (using ADAM optimizer [Kingma and Ba, 2015]).
          θL(θ;ηopt,k,c)=1nj=1nθlogqθ(z(j))+1nj=1nθ(T(z(j))μopt)ηopt,k+ck2nj=1n2θ(T(z(j))μopt)2nj=n2+1n(T(z(j))μopt)
7     end
8     Sample 𝐳0(1),,𝐳0(n)q0, get transformed variable 𝐳(j)=g𝜽(𝐳0(j)), j=1,,n
9     Update 𝜼opt,k+1=𝜼opt,k+ck1nj=1n(T(𝐳(j))-𝝁opt).
10     Update ck+1>ck (see text for detail).
11 end