Module: tfp.substrates.numpy.vi

Methods and objectives for variational inference.

View aliases

Main aliases

tfp.experimental.substrates.numpy.vi

Classes

class GradientEstimators: Gradient estimators for variational losses.

Functions

amari_alpha(...): The Amari-alpha Csiszar-function in log-space.

arithmetic_geometric(...): The Arithmetic-Geometric Csiszar-function in log-space.

chi_square(...): The chi-Square Csiszar-function in log-space.

csiszar_vimco(...): Use VIMCO to lower the variance of gradient[csiszar_function(log(Avg(u))].

dual_csiszar_function(...): Calculates the dual Csiszar-function in log-space.

fit_surrogate_posterior(...): Fit a surrogate posterior to a target (unnormalized) log density.

fit_surrogate_posterior_stateless(...): Fit a surrogate posterior to a target (unnormalized) log density.

jeffreys(...): The Jeffreys Csiszar-function in log-space.

jensen_shannon(...): The Jensen-Shannon Csiszar-function in log-space.

kl_forward(...): The forward Kullback-Leibler Csiszar-function in log-space.

kl_reverse(...): The reverse Kullback-Leibler Csiszar-function in log-space.

log1p_abs(...): The log1p-abs Csiszar-function in log-space.

modified_gan(...): The Modified-GAN Csiszar-function in log-space.

monte_carlo_variational_loss(...): Monte-Carlo approximation of an f-Divergence variational loss.

pearson(...): The Pearson Csiszar-function in log-space.

squared_hellinger(...): The Squared-Hellinger Csiszar-function in log-space.

symmetrized_csiszar_function(...): Symmetrizes a Csiszar-function in log-space.

t_power(...): The T-Power Csiszar-function in log-space.

total_variation(...): The Total Variation Csiszar-function in log-space.

triangular(...): The Triangular Csiszar-function in log-space.