VariationalObjective

class viabel.VariationalObjective(approx, model)

A class representing a variational objective to minimize

Attributes:

approx

The approximation family.

model

The model.

Methods

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

__call__(var_param)

Evaluate objective and its gradient.

May produce an (un)biased estimate of both.

Parameters:

var_paramnumpy.ndarray, shape (var_param_dim,)

The variational parameter.

__init__(approx, model)

Parameters:

approxApproximationFamily object

modelModel object

update(var_param, direction)

Update the variational parameter in optimization.