Struct VariationalDiagnostics 

pub struct VariationalDiagnostics {
    pub elbo_trace: Vec<f64>,
    pub gradient_norms: Vec<f64>,
    pub param_change_norms: Vec<f64>,
    pub converged: bool,
    pub n_iterations: usize,
    pub final_elbo: f64,
}

Diagnostics for monitoring variational inference convergence

Fields

elbo_trace: Vec<f64>

ELBO values at each iteration

gradient_norms: Vec<f64>

Gradient norms at each iteration (if tracked)

param_change_norms: Vec<f64>

Parameter change norms at each iteration (if tracked)

converged: bool

Whether the algorithm converged

n_iterations: usize

Number of iterations performed

final_elbo: f64

Final ELBO value

Implementations

impl VariationalDiagnostics

pub fn new() -> Self

Create new diagnostics tracker

pub fn record_elbo(&mut self, elbo: f64)

Record an ELBO value

pub fn record_gradient_norm(&mut self, norm: f64)

Record a gradient norm

pub fn record_param_change(&mut self, norm: f64)

Record a parameter change norm

pub fn check_elbo_convergence(&self, tol: f64) -> bool

Check whether parameters have converged based on ELBO change

pub fn check_gradient_convergence(&self, tol: f64) -> bool

Check whether gradient norms indicate convergence

pub fn check_param_convergence(&self, tol: f64) -> bool

Check whether parameter changes indicate convergence

pub fn relative_elbo_change(&self, window: usize) -> Option<f64>

Compute the relative ELBO change over recent iterations

pub fn elbo_summary(&self) -> ElboSummary

Get summary statistics for the ELBO trace

Trait Implementations

impl Clone for VariationalDiagnostics

fn clone(&self) -> VariationalDiagnostics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VariationalDiagnostics

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

Formats the value using the given formatter.

impl Default for VariationalDiagnostics

fn default() -> Self

Returns the “default value” for a type.