I have a quick question. Can you please let me know where to find the default values used for ADVI (especially the obj_n_mc) ? I tried to find, but only could find that we set that 500 for SVGA.
Thanks.
The default is 1.
"""
def __init__(self, op, tf):
self.op = op
self.tf = tf
obj_params = property(lambda self: self.op.approx.params)
test_params = property(lambda self: self.tf.params)
approx = property(lambda self: self.op.approx)
def updates(self, obj_n_mc=None, tf_n_mc=None, obj_optimizer=adagrad_window, test_optimizer=adagrad_window,
more_obj_params=None, more_tf_params=None, more_updates=None,
more_replacements=None, total_grad_norm_constraint=None):
"""Calculate gradients for objective function, test function and then
constructs updates for optimization step
Parameters
----------
obj_n_mc : `int`
Number of monte carlo samples used for approximation of objective gradients
tf_n_mc : `int`
The None then gets sent through the following six calls and assigned a default :
-> ObjectiveFunction.updatesObjectiveFunction.add_obj_updatesObjectiveFunction.__call__Group.set_size_and_deterministicGroup.make_size_and_deterministic_replacementsGroup._new_initial