When using ADVI, we can extract the mean and std for free RVs using approx or a tracker. Assume that we collect the latest mean and std vector for free RVs using any of above methods. If we consider the vector that contains means of the all free RVs, then I observed that the position of the value (i…

The ordering is saved in bij = advi.approx.groups[0].bij, it has a function to map an array to a dictionary bij.rmap and a mapping from a dictionary to an array bij.map

Thanks for the reply, but I don’t see an answer for my question in that post. That post explains how to collect ‘mean’ and ‘rho’. I’m not sure we are in the same page. Let me explain my problem using an example. w = Normal('w', mu = 0, sd = 10, shape = 5) sigma = Normal('sigma', mu = 0, sd = 10) …

I found that we can get an order list of the free RVs according the order they were used during the training. This can be used to get the index of desired free RVs. model.approx.replacements.keys() However, this may not be the best way of getting the order of free RVs. I appreciate if someone can …

Thanks. It works. I think even model.approx.replacements.keys() does not work for some cases.

ADVI : Collecting Values for Specific Variables

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junpenglao May 1, 2018, 6:24am 3

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ADVI : Collecting Values for Specific Variables

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