vi.get_samples {BayesFluxR}

Draw samples form a variational family.

Description

Draw samples form a variational family.

Usage

vi.get_samples(vi, n = 1)

Arguments

vi

obtained using bayes_by_backprop

n

number of samples

Value

a matrix whose columns are draws from the variational posterior

Examples

## Not run: 
  ## Needs previous call to `BayesFluxR_setup` which is time
  ## consuming and requires Julia and BayesFlux.jl
  BayesFluxR_setup(installJulia=TRUE, seed=123)
  net <- Chain(RNN(5, 1))
  like <- likelihood.seqtoone_normal(net, Gamma(2.0, 0.5))
  prior <- prior.gaussian(net, 0.5)
  init <- initialise.allsame(Normal(0, 0.5), like, prior)
  data <- matrix(rnorm(10*1000), ncol = 10)
  # Choosing sequences of length 10 and predicting one period ahead
  tensor <- tensor_embed_mat(data, 10+1)
  x <- tensor[1:10, , , drop = FALSE]
  # Last value in each sequence is the target value
  y <- tensor[11,,]
  bnn <- BNN(x, y, like, prior, init)
  vi <- bayes_by_backprop(bnn, 100, 100)
  vi_samples <- vi.get_samples(vi, n = 1000)
  pp <- posterior_predictive(bnn, vi_samples)

## End(Not run)