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ift
NIFTy
Commits
5f245882
Commit
5f245882
authored
Jul 24, 2019
by
Philipp Arras
Browse files
Add docu to KL
parent
eb60c29a
Changes
1
Hide whitespace changes
Inline
Side-by-side
nifty5/minimization/metric_gaussian_kl.py
View file @
5f245882
...
@@ -58,6 +58,9 @@ class MetricGaussianKL(Energy):
...
@@ -58,6 +58,9 @@ class MetricGaussianKL(Energy):
as they are equally legitimate samples. If true, the number of used
as they are equally legitimate samples. If true, the number of used
samples doubles. Mirroring samples stabilizes the KL estimate as
samples doubles. Mirroring samples stabilizes the KL estimate as
extreme sample variation is counterbalanced. Default is False.
extreme sample variation is counterbalanced. Default is False.
napprox : int
Number of samples for computing preconditioner for sampling. No
preconditioning is done by default.
_samples : None
_samples : None
Only a parameter for internal uses. Typically not to be set by users.
Only a parameter for internal uses. Typically not to be set by users.
...
@@ -74,7 +77,7 @@ class MetricGaussianKL(Energy):
...
@@ -74,7 +77,7 @@ class MetricGaussianKL(Energy):
def
__init__
(
self
,
mean
,
hamiltonian
,
n_samples
,
constants
=
[],
def
__init__
(
self
,
mean
,
hamiltonian
,
n_samples
,
constants
=
[],
point_estimates
=
[],
mirror_samples
=
False
,
point_estimates
=
[],
mirror_samples
=
False
,
_samples
=
None
,
napprox
=
0
):
napprox
=
0
,
_samples
=
None
):
super
(
MetricGaussianKL
,
self
).
__init__
(
mean
)
super
(
MetricGaussianKL
,
self
).
__init__
(
mean
)
if
not
isinstance
(
hamiltonian
,
StandardHamiltonian
):
if
not
isinstance
(
hamiltonian
,
StandardHamiltonian
):
...
@@ -94,9 +97,7 @@ class MetricGaussianKL(Energy):
...
@@ -94,9 +97,7 @@ class MetricGaussianKL(Energy):
met
=
hamiltonian
(
Linearization
.
make_partial_var
(
met
=
hamiltonian
(
Linearization
.
make_partial_var
(
mean
,
point_estimates
,
True
)).
metric
mean
,
point_estimates
,
True
)).
metric
if
napprox
>
1
:
if
napprox
>
1
:
print
(
'Calculate preconditioner for sampling'
)
met
.
_approximation
=
makeOp
(
approximation2endo
(
met
,
napprox
))
met
.
_approximation
=
makeOp
(
approximation2endo
(
met
,
napprox
))
print
(
'Done'
)
_samples
=
tuple
(
met
.
draw_sample
(
from_inverse
=
True
)
_samples
=
tuple
(
met
.
draw_sample
(
from_inverse
=
True
)
for
_
in
range
(
n_samples
))
for
_
in
range
(
n_samples
))
if
mirror_samples
:
if
mirror_samples
:
...
@@ -121,7 +122,7 @@ class MetricGaussianKL(Energy):
...
@@ -121,7 +122,7 @@ class MetricGaussianKL(Energy):
def
at
(
self
,
position
):
def
at
(
self
,
position
):
return
MetricGaussianKL
(
position
,
self
.
_hamiltonian
,
0
,
return
MetricGaussianKL
(
position
,
self
.
_hamiltonian
,
0
,
self
.
_constants
,
self
.
_point_estimates
,
self
.
_constants
,
self
.
_point_estimates
,
_samples
=
self
.
_samples
,
napprox
=
self
.
_napprox
)
napprox
=
self
.
_napprox
,
_samples
=
self
.
_samples
)
@
property
@
property
def
value
(
self
):
def
value
(
self
):
...
...
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