Stan  2.10.0
probability, sampling & optimization
arg_variational.hpp
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1 #ifndef STAN_SERVICES_ARGUMENTS_VARIATIONAL_HPP
2 #define STAN_SERVICES_ARGUMENTS_VARIATIONAL_HPP
3 
5 
14 
15 namespace stan {
16  namespace services {
17 
19  public:
21  _name = "variational";
22  _description = "Variational inference";
23 
24  _subarguments.push_back(new arg_variational_algo());
25  _subarguments.push_back(new arg_variational_iter());
26  _subarguments.push_back(new arg_variational_num_samples("grad_samples",
27  "Number of samples for Monte Carlo estimate of gradients", 1));
29  ("elbo_samples",
30  "Number of samples for Monte Carlo estimate "
31  "of ELBO (objective function)",
32  100));
33  _subarguments.push_back(new arg_variational_eta());
34  _subarguments.push_back(new arg_variational_adapt());
35  _subarguments.push_back(new arg_tolerance("tol_rel_obj",
36  "Convergence tolerance on the relative norm of the objective", 1e-2));
37  _subarguments.push_back(new arg_variational_eval_elbo("eval_elbo",
38  "Evaluate ELBO every Nth iteration", 100));
40  ("output_samples",
41  "Number of posterior samples to draw and save",
42  1000));
43  }
44  };
45 
46  } // services
47 } // stan
48 
49 #endif
50 
Probability, optimization and sampling library.
std::string _description
Definition: argument.hpp:84

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