viabel.vi_diagnostics

viabel.vi_diagnostics(var_param, *, objective=None, model=None, approx=None, n_samples=100000)

Check variational inference diagnostics.

Check Pareto k and 2-divergence diagnostics. Return additional diagnostics with mean, standard deviation, and covariance error bounds.

Parameters:

var_paramnumpy.ndarray, shape (var_param_dim,)

The variational parameter.

objectivefunction

modelModel object

approxApproximationFamily object

n_samplesint

The number of samples to use for the diagnostics.

Returns:

diagnosticsdict

Also includes samples and smoothed log weights.

See also

diagostics.all_diagnostics

Compute all diagnostics.