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68 changes: 32 additions & 36 deletions dev/bbvi_example_elbo.svg
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2 changes: 1 addition & 1 deletion dev/elbo/overview/index.html

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y = [stat.elbo for stat ∈ stats]
plot(t, y, label="BBVI", xlabel="Iteration", ylabel="ELBO")
savefig("bbvi_example_elbo.svg")
nothing</code></pre><p><img src="../bbvi_example_elbo.svg" alt/></p><p>Further information can be gathered by defining your own <code>callback!</code>.</p><p>The final ELBO can be estimated by calling the objective directly with a different number of Monte Carlo samples as follows:</p><pre><code class="language-julia hljs">estimate_objective(objective, q_trans, model; n_samples=10^4)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">0.039540258494447755</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../general/">« General Usage</a><a class="docs-footer-nextpage" href="../elbo/overview/">Overview »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Tuesday 4 June 2024 21:57">Tuesday 4 June 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
nothing</code></pre><p><img src="../bbvi_example_elbo.svg" alt/></p><p>Further information can be gathered by defining your own <code>callback!</code>.</p><p>The final ELBO can be estimated by calling the objective directly with a different number of Monte Carlo samples as follows:</p><pre><code class="language-julia hljs">estimate_objective(objective, q_trans, model; n_samples=10^4)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">-0.015241001683612865</code></pre></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../general/">« General Usage</a><a class="docs-footer-nextpage" href="../elbo/overview/">Overview »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Tuesday 4 June 2024 22:47">Tuesday 4 June 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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<!DOCTYPE html>
<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>AdvancedVI · AdvancedVI.jl</title><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>AdvancedVI.jl</a></span></div><form class="docs-search" action="search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>AdvancedVI</a><ul class="internal"><li><a class="tocitem" href="#Introduction"><span>Introduction</span></a></li><li><a class="tocitem" href="#Provided-Algorithms"><span>Provided Algorithms</span></a></li></ul></li><li><a class="tocitem" href="general/">General Usage</a></li><li><a class="tocitem" href="examples/">Examples</a></li><li><span class="tocitem">ELBO Maximization</span><ul><li><a class="tocitem" href="elbo/overview/">Overview</a></li><li><a class="tocitem" href="elbo/repgradelbo/">Reparameterization Gradient Estimator</a></li><li><a class="tocitem" href="locscale/">Location-Scale Variational Family</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>AdvancedVI</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>AdvancedVI</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedVI.jl/blob/master/docs/src/index.md#" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="AdvancedVI"><a class="docs-heading-anchor" href="#AdvancedVI">AdvancedVI</a><a id="AdvancedVI-1"></a><a class="docs-heading-anchor-permalink" href="#AdvancedVI" title="Permalink"></a></h1><h2 id="Introduction"><a class="docs-heading-anchor" href="#Introduction">Introduction</a><a id="Introduction-1"></a><a class="docs-heading-anchor-permalink" href="#Introduction" title="Permalink"></a></h2><p><a href="https://github.com/TuringLang/AdvancedVI.jl">AdvancedVI</a> provides implementations of variational Bayesian inference (VI) algorithms. VI algorithms perform scalable and computationally efficient Bayesian inference at the cost of asymptotic exactness. <code>AdvancedVI</code> is part of the <a href="https://turinglang.org/stable/">Turing</a> probabilistic programming ecosystem.</p><h2 id="Provided-Algorithms"><a class="docs-heading-anchor" href="#Provided-Algorithms">Provided Algorithms</a><a id="Provided-Algorithms-1"></a><a class="docs-heading-anchor-permalink" href="#Provided-Algorithms" title="Permalink"></a></h2><p><code>AdvancedVI</code> currently provides the following algorithm for evidence lower bound maximization:</p><ul><li><a href="elbo/overview/#elbomax">Evidence Lower-Bound Maximization</a></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="general/">General Usage »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Tuesday 4 June 2024 21:58">Tuesday 4 June 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>AdvancedVI · AdvancedVI.jl</title><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>AdvancedVI.jl</a></span></div><form class="docs-search" action="search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>AdvancedVI</a><ul class="internal"><li><a class="tocitem" href="#Introduction"><span>Introduction</span></a></li><li><a class="tocitem" href="#Provided-Algorithms"><span>Provided Algorithms</span></a></li></ul></li><li><a class="tocitem" href="general/">General Usage</a></li><li><a class="tocitem" href="examples/">Examples</a></li><li><span class="tocitem">ELBO Maximization</span><ul><li><a class="tocitem" href="elbo/overview/">Overview</a></li><li><a class="tocitem" href="elbo/repgradelbo/">Reparameterization Gradient Estimator</a></li><li><a class="tocitem" href="locscale/">Location-Scale Variational Family</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>AdvancedVI</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>AdvancedVI</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedVI.jl/blob/master/docs/src/index.md#" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="AdvancedVI"><a class="docs-heading-anchor" href="#AdvancedVI">AdvancedVI</a><a id="AdvancedVI-1"></a><a class="docs-heading-anchor-permalink" href="#AdvancedVI" title="Permalink"></a></h1><h2 id="Introduction"><a class="docs-heading-anchor" href="#Introduction">Introduction</a><a id="Introduction-1"></a><a class="docs-heading-anchor-permalink" href="#Introduction" title="Permalink"></a></h2><p><a href="https://github.com/TuringLang/AdvancedVI.jl">AdvancedVI</a> provides implementations of variational Bayesian inference (VI) algorithms. VI algorithms perform scalable and computationally efficient Bayesian inference at the cost of asymptotic exactness. <code>AdvancedVI</code> is part of the <a href="https://turinglang.org/stable/">Turing</a> probabilistic programming ecosystem.</p><h2 id="Provided-Algorithms"><a class="docs-heading-anchor" href="#Provided-Algorithms">Provided Algorithms</a><a id="Provided-Algorithms-1"></a><a class="docs-heading-anchor-permalink" href="#Provided-Algorithms" title="Permalink"></a></h2><p><code>AdvancedVI</code> currently provides the following algorithm for evidence lower bound maximization:</p><ul><li><a href="elbo/overview/#elbomax">Evidence Lower-Bound Maximization</a></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="general/">General Usage »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Tuesday 4 June 2024 22:47">Tuesday 4 June 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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