Negative "Average loss" in ADVI


#1

This might be a overly simple question, but what does it mean when the displayed Average Loss is negative, e.g.:

Average Loss = -1.7241e+05:  74%|███████▎  | 7366/10000 [24:12<08:39,  5.07it/s]

As far as I understand it represents the negation of the ELBO, which should always be negative. Does this indicate some error in my model/set-up?

Thanks!


#2

The displayed Loss value does not bare much meaning - some constant might be drop during the model set up. As long as the number is getting smaller you dont need to worry too much about it.


#3

Great, thank you very much!