Struct MeanFieldInference

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pub struct MeanFieldInference {
    pub max_iterations: usize,
    pub tolerance: f64,
}

Expand description

Mean-field variational inference.

Approximates the joint distribution with a product of independent marginals: Q(X₁, …, Xₙ) = ∏ᵢ Qᵢ(Xᵢ)

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§max_iterations: usize

Maximum iterations

§tolerance: f64

Convergence tolerance

Implementations§

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impl MeanFieldInference

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pub fn new(max_iterations: usize, tolerance: f64) -> Self

Create with custom parameters.

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pub fn run(&self, graph: &FactorGraph) -> Result<HashMap<String, ArrayD<f64>>>

Run mean-field variational inference.

Returns approximate marginals for each variable.

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pub fn compute_elbo( &self, graph: &FactorGraph, q_distributions: &HashMap<String, ArrayD<f64>>, ) -> Result<f64>

Compute ELBO (Evidence Lower BOund).

ELBO = E[log p(X, Z)] - E[log q(Z)]

Trait Implementations§

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impl Default for MeanFieldInference

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl UnwindSafe for MeanFieldInference

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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where T: ?Sized,

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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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