API¶
Convenience Methods¶
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Fit a model using black-box variational inference. |
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Check variational inference diagnostics. |
Approximation Families¶
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An abstract class for an variational approximation family. |
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A mean-field Gaussian approximation family. |
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A mean-field Student’s t approximation family. |
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A full-rank multivariate t approximation family. |
Models¶
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Base class for representing a model. |
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Class that encapsulates a PyStan model. |
Variational Objectives¶
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A class representing a variational objective to minimize |
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Exclusive Kullback-Leibler divergence. |
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Log of the alpha-divergence. |
Diagnostics¶
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Compute all VI diagnostics. |
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Compute a bound on the alpha-divergence. |
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Compute error bounds. |
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Compute all bounds. |
Optimization¶
An abstract class for optimization |
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Stochastic gradient descent. |
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RMSProp optimization method |
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Adagrad optimization method |
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Fixed-learning rate stochastic optimization meta-algorithm |