pydpf.outputs.ElBO_Loss

class pydpf.outputs.ElBO_Loss

Bases: Module

Get the factors of the ELBO loss per-timestep for a batch of filters. The complete ELBO loss may be given by a sum of these factors. This is the negative of the ELBO.

Notes

As an average of the log-likelihood, the ELBO estimates a Jensens’ inequality lower bound to the mean log of the likelihood. The SMC ELBO is not exactly analogous to the variation auto-encoder ELBO, see [1] for more information.

References

[1]

Naesseth C, Linderman S, Ranganath R, Blei D (2018). “Variational sequential monte carlo.” In Proc. Int. Conf. Art. Int. and Stat. (AISTATS), pp. 968–977. PMLR, Lanzarote, Canary Islands.

__init__()

Initialize internal Module state, shared by both nn.Module and ScriptModule.

Methods

__init__()	Initialize internal Module state, shared by both nn.Module and ScriptModule.
add_module(name, module)	Add a child module to the current module.
apply(fn)	Apply fn recursively to every submodule (as returned by .children()) as well as self.
bfloat16()	Casts all floating point parameters and buffers to bfloat16 datatype.
buffers([recurse])	Return an iterator over module buffers.
children()	Return an iterator over immediate children modules.
compile(*args, **kwargs)	Compile this Module's forward using torch.compile().
cpu()	Move all model parameters and buffers to the CPU.
cuda([device])	Move all model parameters and buffers to the GPU.
double()	Casts all floating point parameters and buffers to double datatype.
eval()	Set the module in evaluation mode.
extra_repr()	Return the extra representation of the module.
float()	Casts all floating point parameters and buffers to float datatype.
forward(likelihood, **kwargs)	Get the negative ELBO factor for a time step.
get_buffer(target)	Return the buffer given by target if it exists, otherwise throw an error.
get_extra_state()	Return any extra state to include in the module's state_dict.
get_parameter(target)	Return the parameter given by target if it exists, otherwise throw an error.
get_submodule(target)	Return the submodule given by target if it exists, otherwise throw an error.
half()	Casts all floating point parameters and buffers to half datatype.
ipu([device])	Move all model parameters and buffers to the IPU.
load_state_dict(state_dict[, strict, assign])	Copy parameters and buffers from state_dict into this module and its descendants.
modules([remove_duplicate])	Return an iterator over all modules in the network.
mtia([device])	Move all model parameters and buffers to the MTIA.
named_buffers([prefix, recurse, ...])	Return an iterator over module buffers, yielding both the name of the buffer as well as the buffer itself.
named_children()	Return an iterator over immediate children modules, yielding both the name of the module as well as the module itself.
named_modules([memo, prefix, remove_duplicate])	Return an iterator over all modules in the network, yielding both the name of the module as well as the module itself.
named_parameters([prefix, recurse, ...])	Return an iterator over module parameters, yielding both the name of the parameter as well as the parameter itself.
parameters([recurse])	Return an iterator over module parameters.
register_backward_hook(hook)	Register a backward hook on the module.
register_buffer(name, tensor[, persistent])	Add a buffer to the module.
register_forward_hook(hook, *[, prepend, ...])	Register a forward hook on the module.
register_forward_pre_hook(hook, *[, ...])	Register a forward pre-hook on the module.
register_full_backward_hook(hook[, prepend])	Register a backward hook on the module.
register_full_backward_pre_hook(hook[, prepend])	Register a backward pre-hook on the module.
register_load_state_dict_post_hook(hook)	Register a post-hook to be run after module's load_state_dict() is called.
register_load_state_dict_pre_hook(hook)	Register a pre-hook to be run before module's load_state_dict() is called.
register_module(name, module)	Alias for add_module().
register_parameter(name, param)	Add a parameter to the module.
register_state_dict_post_hook(hook)	Register a post-hook for the state_dict() method.
register_state_dict_pre_hook(hook)	Register a pre-hook for the state_dict() method.
requires_grad_([requires_grad])	Change if autograd should record operations on parameters in this module.
set_extra_state(state)	Set extra state contained in the loaded state_dict.
set_submodule(target, module[, strict])	Set the submodule given by target if it exists, otherwise throw an error.
share_memory()	See torch.Tensor.share_memory_().
state_dict(*args[, destination, prefix, ...])	Return a dictionary containing references to the whole state of the module.
to(*args, **kwargs)	Move and/or cast the parameters and buffers.
to_empty(*, device[, recurse])	Move the parameters and buffers to the specified device without copying storage.
train([mode])	Set the module in training mode.
type(dst_type)	Casts all parameters and buffers to dst_type.
update()	Update all constrained_parameters and cached_properties belonging to this Module.
xpu([device])	Move all model parameters and buffers to the XPU.
zero_grad([set_to_none])	Reset gradients of all model parameters.

Attributes

T_destination
call_super_init
dump_patches
training

forward(likelihood, **kwargs)

Get the negative ELBO factor for a time step.