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EvidenceIftGradientTerms

Struct EvidenceIftGradientTerms 

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pub struct EvidenceIftGradientTerms<'a> {
    pub dbeta_drho: ArrayView2<'a, f64>,
    pub du_drho: ArrayView2<'a, f64>,
    pub value_beta: ArrayView1<'a, f64>,
    pub value_u: ArrayView1<'a, f64>,
    pub logdet_h_beta: ArrayView1<'a, f64>,
    pub logdet_h_u: ArrayView1<'a, f64>,
}
Expand description

IFT terms needed to differentiate the optimized Laplace evidence through the fitted mode (β*(ρ), u*(ρ)).

For each hyperparameter ρ_a, the correction added to the direct trace is

F_β · β_a + F_u · u_a
+ 0.5 (∂_β log|H| · β_a + ∂_u log|H| · u_a).

At an exact KKT point the value-gradient pieces are zero, but they are explicit here so the exported gradient matches the optimized objective whenever callers carry a certified nonzero residual correction.

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§dbeta_drho: ArrayView2<'a, f64>§du_drho: ArrayView2<'a, f64>§value_beta: ArrayView1<'a, f64>§value_u: ArrayView1<'a, f64>§logdet_h_beta: ArrayView1<'a, f64>§logdet_h_u: ArrayView1<'a, f64>

Trait Implementations§

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impl<'a> Clone for EvidenceIftGradientTerms<'a>

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fn clone(&self) -> EvidenceIftGradientTerms<'a>

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

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