blei-lab / edward

A probabilistic programming language in TensorFlow. Deep generative models, variational inference.
http://edwardlib.org
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Optimizing ELBO with respect to variational model only #935

Open AlphaFrank opened 5 years ago

AlphaFrank commented 5 years ago

Hello,

I am currently doing a course project on optimizing ELBO with respect to variational (inference) model only.

For this following example, https://github.com/blei-lab/edward/blob/master/examples/sigmoid_belief_network.py I fixed the model parameters by adding trainable=Fasle in line 76 and 80. Then I printed out the negative ELBO, and found it increasing steadily for each iteration. However, when I fixed the variational parameters, the negative ELBO decreases as it is supposed to.

Is this normal since the ELBO and gradients are estimated? Any help will be appreciated!