Enum VariationalParam 

pub enum VariationalParam {
    Normal {
        mu: f64,
        log_sigma: f64,
    },
    LogNormal {
        mu: f64,
        log_sigma: f64,
    },
    Beta {
        log_alpha: f64,
        log_beta: f64,
    },
}

Variational distribution parameters for a single random variable.

Each random variable in the model gets its own variational distribution that approximates its marginal posterior. The parameters are stored in log-space for numerical stability and to ensure positive constraints.

Variants

• Normal - Gaussian approximation with mean and log-standard-deviation
• LogNormal - Log-normal approximation for positive variables
• Beta - Beta approximation for variables constrained to [0,1]

Examples

use fugue::*;
use rand::rngs::StdRng;
use rand::SeedableRng;

// Create variational parameters
let normal_param = VariationalParam::Normal {
    mu: 1.5,
    log_sigma: -0.693  // sigma = 0.5
};

let beta_param = VariationalParam::Beta {
    log_alpha: 1.099,  // alpha = 3.0
    log_beta: 0.693,   // beta = 2.0
};

// Sample from variational distribution
let mut rng = StdRng::seed_from_u64(42);
let sample = normal_param.sample(&mut rng);
let log_prob = normal_param.log_prob(sample);

Variants

Normal

Normal/Gaussian variational distribution.

Fields

mu: f64

Mean parameter.

log_sigma: f64

Log of standard deviation (for positivity).

LogNormal

Log-normal variational distribution for positive variables.

Fields

mu: f64

Mean of underlying normal.

log_sigma: f64

Log of standard deviation of underlying normal.

Beta

Beta variational distribution for variables in [0,1].

Fields

log_alpha: f64

Log of first shape parameter (for positivity).

log_beta: f64

Log of second shape parameter (for positivity).

Implementations

impl VariationalParam

pub fn sample<R: Rng>(&self, rng: &mut R) -> f64

Sample a value from this variational distribution with numerical stability.

Generates a random sample using the current variational parameters. This version includes parameter validation and numerical stability checks.

Arguments

• rng - Random number generator

Returns

A sample from the variational distribution, or NaN if parameters are invalid.

pub fn sample_with_aux<R: Rng>(&self, rng: &mut R) -> (f64, f64)

Sample with reparameterization for gradient computation (experimental).

Returns both the sample and auxiliary information needed for computing gradients via the reparameterization trick.

pub fn log_prob(&self, x: f64) -> f64

Compute log-probability of a value under this variational distribution.

This is used for computing entropy terms in the ELBO and for evaluating the quality of the variational approximation. Now includes numerical stability checks.

Arguments

• x - Value to evaluate

Returns

Log-probability density at the given value.

Trait Implementations

impl Clone for VariationalParam

fn clone(&self) -> VariationalParam

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for VariationalParam

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.