Struct ELBO 

pub struct ELBO {
    pub kl_term: f64,
    pub reconstruction_term: f64,
}

Evidence Lower Bound (ELBO) for variational inference.

ℒ(q) = E_q[log p(x,z)] - E_q[log q(z)] = log p(x) - D_KL(q(z) ‖ p(z|x))

Fields

kl_term: f64

D_KL(q‖p) component.

reconstruction_term: f64

E_q[log p(x,z)] reconstruction term.

Implementations

impl ELBO

pub fn new(reconstruction_term: f64, kl_term: f64) -> Self

Create a new ELBO from its components.

pub fn value(&self) -> f64

Compute ℒ(q) = reconstruction_term - kl_term.

pub fn compute(q: &[f64], p_joint: &[f64]) -> f64

Compute ELBO from discrete distributions q(z) and joint p(x,z).

ℒ = Σ_z q(z) log(p(x,z)/q(z))