heteroscedastic_elbo#
- gpjax.objectives.heteroscedastic_elbo(variational_family, data)[source]#
Compute the evidence lower bound of a heteroscedastic approximation.
Dispatches on the likelihood: those that admit the tight Lazaro-Gredilla & Titsias (2011) bound use
heteroscedastic_elbo_conjugate(), and every other heteroscedastic likelihood uses the generic chained bound,heteroscedastic_elbo_chained().- Parameters:
variational_family (HVF) – The heteroscedastic variational approximation whose parameters the bound is evaluated at.
data (Dataset) – The training data, or a mini-batch of it.
- Returns:
The evidence lower bound of the variational approximation.
- Return type: