Source code for pixyz.losses.elbo

import torch

[docs]def ELBO(p, q, sample_shape=torch.Size([1])): r""" The evidence lower bound (Monte Carlo approximation). .. math:: \mathbb{E}_{q(z|x)}\left[\log \frac{p(x,z)}{q(z|x)}\right] \approx \frac{1}{L}\sum_{l=1}^L \log p(x, z_l), \quad \text{where} \quad z_l \sim q(z|x). Note: This class is a special case of the :attr:`Expectation` class. Examples -------- >>> import torch >>> from pixyz.distributions import Normal >>> q = Normal(loc="x", scale=torch.tensor(1.), var=["z"], cond_var=["x"], features_shape=[64]) # q(z|x) >>> p = Normal(loc="z", scale=torch.tensor(1.), var=["x"], cond_var=["z"], features_shape=[64]) # p(x|z) >>> loss_cls = ELBO(p,q) >>> print(loss_cls) \mathbb{E}_{p(z|x)} \left[\log p(x|z) - \log p(z|x) \right] >>> loss = loss_cls.eval({"x": torch.randn(1, 64)}) """ loss = (p.log_prob() - q.log_prob()).expectation(q, sample_shape=sample_shape) return loss