BayesFlow Entropy
BayesFlow Entropy (contrib)
Entropy Ops.
Background
Common Shannon entropy, the Evidence Lower BOund (ELBO), KL divergence, and more all have information theoretic use and interpretations. They are also often used in variational inference. This library brings together Ops
for estimating them, e.g. using Monte Carlo expectations.
Examples
Example of fitting a variational posterior with the ELBO.
# We start by assuming knowledge of the log of a joint density p(z, x) over # latent variable z and fixed measurement x. Since x is fixed, the Python # function does not take x as an argument. def log_joint(z): theta = tf.Variable(0.) # Trainable variable that helps define log_joint. ... # Next, define a Normal distribution with trainable parameters. q = distributions.Normal(mu=tf.Variable(0