Name		Name	Last commit message	Last commit date
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CVfunctions.py		CVfunctions.py
README.md		README.md
run_exp.py		run_exp.py
utils.py		utils.py

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Neural Control Variates for Monte Carlo Varaince Reduction

An implementation of neural control variates on toy example

Reference

https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=3&cad=rja&uact=8&ved=2ahUKEwjhpZPTm-rlAhXPb1AKHUoWDXgQFjACegQIBRAJ&url=https%3A%2F%2Fecmlpkdd2019.org%2Fdownloads%2Fpaper%2F265.pdf&usg=AOvVaw3GnuJsahlKyc3xiM98GRwX

Requirements

Python==3.6.0 tensorflow==1.4.0

Run

python run_exp.py --method NSCV

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