View source: R/sts-functions.R
sts_build_factored_surrogate_posterior | R Documentation |
The surrogate posterior consists of independent Normal distributions for
each parameter with trainable loc
and scale
, transformed using the
parameter's bijector
to the appropriate support space for that parameter.
sts_build_factored_surrogate_posterior( model, batch_shape = list(), seed = NULL, name = NULL )
model |
An instance of |
batch_shape |
Batch shape ( |
seed |
integer to seed the random number generator. |
name |
string prefixed to ops created by this function.
Default value: |
variational_posterior tfd_joint_distribution_named
defining a trainable
surrogate posterior over model parameters. Samples from this
distribution are named lists with character
parameter names as keys.
Other sts-functions:
sts_build_factored_variational_loss()
,
sts_decompose_by_component()
,
sts_decompose_forecast_by_component()
,
sts_fit_with_hmc()
,
sts_forecast()
,
sts_one_step_predictive()
,
sts_sample_uniform_initial_state()
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