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VariationalInference

oxiphysics_core::probabilistic_models

Struct VariationalInference

pub struct VariationalInference {
    pub n_components: usize,
    pub log_weights: Vec<f64>,
    pub var_mean: Vec<f64>,
    pub var_var: Vec<f64>,
    pub prior_mean: f64,
    pub prior_var: f64,
    pub obs_var: f64,
    pub elbo_history: Vec<f64>,
}

Expand description

Mean-field variational inference for a Gaussian mixture model.

Maximizes the Evidence Lower BOund (ELBO) by coordinate ascent over the variational posterior factors.

Fields§

§n_components: usize

Number of mixture components.

§log_weights: Vec<f64>

Variational component weights (log-scale unnormalized).

§var_mean: Vec<f64>

Variational mean for each component.

§var_var: Vec<f64>

Variational variance for each component.

§prior_mean: f64

Prior mean.

§prior_var: f64

Prior variance.

§obs_var: f64

Observation noise variance.

§elbo_history: Vec<f64>

ELBO history.

Implementations§

impl VariationalInference

pub fn new( n_components: usize, prior_mean: f64, prior_var: f64, obs_var: f64, ) -> Self

Creates a new VariationalInference instance.

pub fn elbo(&self, observations: &[f64]) -> f64

Computes the ELBO for current variational parameters given observations.

pub fn cavi_step(&mut self, observations: &[f64]) -> f64

Performs one CAVI update step.

Returns the new ELBO.

pub fn fit(&mut self, observations: &[f64], n_iter: usize) -> f64

Runs CAVI for n_iter iterations.

pub fn reparameterize(&self, k: usize, eps: f64) -> f64

Reparameterization trick: samples from q(z) = N(mu, sigma^2) using eps ~ N(0,1).

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

Returns the predictive density at x under the variational posterior.

Trait Implementations§

impl Clone for VariationalInference

fn clone(&self) -> VariationalInference

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

impl Debug for VariationalInference

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for VariationalInference

impl RefUnwindSafe for VariationalInference

impl Send for VariationalInference

impl Sync for VariationalInference

impl Unpin for VariationalInference

impl UnsafeUnpin for VariationalInference

impl UnwindSafe for VariationalInference

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Same for T

type Output = T

Should always be Self

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.