MFStudentT¶
- class viabel.MFStudentT(dim, df, seed=1)[source]¶
A mean-field Student’s t approximation family.
- Attributes:
df
Degrees of freedom.
dim
Dimension of the space the distribution is defined on
supports_entropy
Whether the approximation family supports closed-form entropy computation.
supports_kl
Whether the approximation family supports closed-form KL divergence computation.
var_param_dim
Dimension of the variational parameter
Methods
entropy
(var_param)Compute entropy of variational distribution.
A variational parameter to use for initialization.
kl
(var_param0, var_param1)Compute the Kullback-Leibler (KL) divergence.
log_density
(var_param, x)The log density of the variational distribution.
mean_and_cov
(var_param)The mean and covariance of the variational distribution.
pth_moment
(var_param, p)The absolute pth moment of the variational distribution.
sample
(var_param, n_samples[, seed])Generate samples from the variational distribution
Whether analytically computing the pth moment is supported
- __init__(dim, df, seed=1)[source]¶
- Parameters:
- dimint
The dimension of the space the distributions in the approximation family are defined on.
- var_param_dimint
The dimension of the variational parameter.
- supports_entropybool
Whether the approximation family supports closed-form entropy computation.
- supports_klbool
Whether the approximation family supports closed-form KL divergence computation.
- entropy(var_param)[source]¶
Compute entropy of variational distribution.
- Parameters:
- var_paramnumpy.ndarray, shape (var_param_dim,)
The variational parameter.
- Raises:
- NotImplementedError
If entropy computation is not supported.
- init_param()[source]¶
A variational parameter to use for initialization.
- Returns:
- var_paramnumpy.ndarray, shape (var_param_dim,)
- log_density(var_param, x)[source]¶
The log density of the variational distribution.
- Parameters:
- var_paramnumpy.ndarray, shape (var_param_dim,)
The variational parameter.
- xnumpy.ndarray, shape (dim,)
Value at which to evaluate the density.
- mean_and_cov(var_param)[source]¶
The mean and covariance of the variational distribution.
- Parameters:
- var_paramnumpy.ndarray, shape (var_param_dim,)
The variational parameter.