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arg_variational.hpp
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#ifndef STAN_SERVICES_ARGUMENTS_VARIATIONAL_HPP
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#define STAN_SERVICES_ARGUMENTS_VARIATIONAL_HPP
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#include <
stan/services/arguments/categorical_argument.hpp
>
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#include <
stan/services/arguments/arg_variational_algo.hpp
>
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#include <
stan/services/arguments/arg_variational_iter.hpp
>
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#include <
stan/services/arguments/arg_variational_num_samples.hpp
>
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#include <
stan/services/arguments/arg_variational_eta.hpp
>
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#include <
stan/services/arguments/arg_variational_adapt.hpp
>
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#include <
stan/services/arguments/arg_tolerance.hpp
>
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#include <
stan/services/arguments/arg_variational_eval_elbo.hpp
>
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#include <
stan/services/arguments/arg_variational_output_samples.hpp
>
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namespace
stan
{
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namespace
services {
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class
arg_variational
:
public
categorical_argument
{
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public
:
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arg_variational
() {
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_name
=
"variational"
;
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_description
=
"Variational inference"
;
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_subarguments
.push_back(
new
arg_variational_algo
());
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_subarguments
.push_back(
new
arg_variational_iter
());
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_subarguments
.push_back(
new
arg_variational_num_samples
(
"grad_samples"
,
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"Number of samples for Monte Carlo estimate of gradients"
, 1));
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_subarguments
.push_back(
new
arg_variational_num_samples
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(
"elbo_samples"
,
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"Number of samples for Monte Carlo estimate "
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"of ELBO (objective function)"
,
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100));
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_subarguments
.push_back(
new
arg_variational_eta
());
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_subarguments
.push_back(
new
arg_variational_adapt
());
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_subarguments
.push_back(
new
arg_tolerance
(
"tol_rel_obj"
,
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"Convergence tolerance on the relative norm of the objective"
, 1e-2));
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_subarguments
.push_back(
new
arg_variational_eval_elbo
(
"eval_elbo"
,
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"Evaluate ELBO every Nth iteration"
, 100));
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_subarguments
.push_back(
new
arg_variational_output_samples
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(
"output_samples"
,
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"Number of posterior samples to draw and save"
,
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1000));
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}
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};
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}
// services
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}
// stan
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#endif
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stan::services::arg_variational_num_samples
Definition:
arg_variational_num_samples.hpp:13
arg_variational_output_samples.hpp
arg_variational_num_samples.hpp
arg_variational_eta.hpp
stan
Probability, optimization and sampling library.
Definition:
base_interrupt.hpp:4
stan::services::arg_tolerance
Definition:
arg_tolerance.hpp:11
stan::services::arg_variational_eta
Definition:
arg_variational_eta.hpp:10
categorical_argument.hpp
stan::services::argument::_description
std::string _description
Definition:
argument.hpp:84
stan::services::arg_variational::arg_variational
arg_variational()
Definition:
arg_variational.hpp:20
stan::services::categorical_argument
Definition:
categorical_argument.hpp:11
stan::services::argument::_name
std::string _name
Definition:
argument.hpp:83
stan::services::arg_variational
Definition:
arg_variational.hpp:18
arg_tolerance.hpp
arg_variational_eval_elbo.hpp
arg_variational_algo.hpp
stan::services::arg_variational_algo
Definition:
arg_variational_algo.hpp:13
stan::services::arg_variational_eval_elbo
Definition:
arg_variational_eval_elbo.hpp:13
arg_variational_adapt.hpp
stan::services::arg_variational_adapt
Definition:
arg_variational_adapt.hpp:11
stan::services::arg_variational_output_samples
Definition:
arg_variational_output_samples.hpp:13
stan::services::categorical_argument::_subarguments
std::vector< argument * > _subarguments
Definition:
categorical_argument.hpp:148
arg_variational_iter.hpp
stan::services::arg_variational_iter
Definition:
arg_variational_iter.hpp:10
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