human
I am working on the file "Black-Box Stochastic Variational Inference.ipynb".
The first task is:
This isn't really necessary, we could just use vanilla SGD, but this is probably slightly better. Defines the adaptive gradient updates of the parameters, and the optimisation loop. Optionally, we can add a callback function.
Can you write Python program for it?

Give me a the Python program you requested?
assistant
#Here is the Python program you requested.

def black_box_variational_inference(logprob, D, num_samples):
    """Implements http://arxiv.org/abs/1401.0118, and uses the
    local reparameterization trick from http://arxiv.org/abs/1506.02557"""

    def unpack_params(params):
        # Variational dist is a diagonal Gaussian.
        mean, log_std = params[:D], params[D:]
        return mean, log_std

    def gaussian_entropy(log_std):
        return 0.5 * D * (1.0 + np.log(2*np.pi)) + np.sum(log_std)

    rs = npr.RandomState(0)
    def variational_objective(params, t):
        """Provides a stochastic estimate of the variational lower bound."""
        mean, log_std = unpack_params(params)
        samples = rs.randn(num_samples, D) * np.exp(log_std) + mean
        lower_bound = gaussian_entropy(log_std) + np.mean(logprob(samples, t))
        return -lower_bound

    gradient = grad(variational_objective)

    return variational_objective, gradient, unpack_params