AlphaDivergence¶

class viabel.AlphaDivergence(approx, model, num_mc_samples, alpha)[source]¶

Log of the alpha-divergence.

Attributes:

alpha: Alpha parameter of the divergence.
approx: The approximation family.
model: The model.
num_mc_samples: Number of Monte Carlo samples to use to approximate the objective.

Methods

`__call__`(var_param)	Evaluate objective and its gradient.
`update`(var_param, direction)	Update the variational parameter in optimization.

__init__(approx, model, num_mc_samples, alpha)[source]¶

Parameters:

approxApproximationFamily object
modelModel object
num_mc_sampleint: Number of Monte Carlo samples to use to approximate the objective.
alphafloat