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anglican.bbvb


*epsilon-one*clj


*epsilon-two*clj


add-gradient-to-proposalclj

(add-gradient-to-proposal q-dist gradient-map weights stepsize use-adagrad)

update proposals via gradient step

update proposals via gradient step
raw docstring

assoc-gradientclj

(assoc-gradient state address proposal value)

store in state the gradient value at an address

store in state the gradient value at an address
raw docstring

get-addressclj

(get-address smp)

returns a unique identifier for sample checkpoint and the updated state

returns a unique identifier for sample checkpoint
and the updated state
raw docstring

get-or-create-q!clj

(get-or-create-q! state address prior)

get the learned proposal at an address; initialize proposal with prior at new addresses.

get the learned proposal at an address;
initialize proposal with prior at new addresses.
raw docstring

get-variationalclj

(get-variational state)

return the learned approximating distributions at each address

return the learned approximating distributions at each address
raw docstring

ignore?clj

(ignore? state dist)

determine whether to learn an approximation for a given distribution object

determine whether to learn an approximation for a given distribution object
raw docstring

make-initial-stateclj

(make-initial-state only exclude)

merge-q!clj

(merge-q! state proposals)

force specific approximating distributions: used for initialization, or to use as learned proposals within an importance sampler.

force specific approximating distributions: used for initialization, or to
use as learned proposals within an importance sampler.
raw docstring

optimal-scalingclj

(optimal-scaling f g)

given two vectors f=wg and g, estimate Cov(f,g)/Var(g). this gives the optimal scaling for the variance reduction term.

given two vectors f=wg and g, estimate Cov(f,g)/Var(g).
this gives the optimal scaling for the variance reduction term.
raw docstring

proposal-gradientclj

(proposal-gradient gradient-samples log-weights)

compute the gradient (and appropriate weightings) at each address

compute the gradient (and appropriate weightings) at each address
raw docstring

update-proposals!clj

(update-proposals! particles stepsize use-adagrad)

outer loop of gradient update procedure to update proposal dist atom

outer loop of gradient update procedure to update proposal dist atom
raw docstring

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