probml / rebayes

Recursive Bayesian Estimation (Sequential / Online Inference)
MIT License
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add explicit control over parameter initializer #28

Closed murphyk closed 1 year ago

murphyk commented 1 year ago

Following https://uvadlc-notebooks.readthedocs.io/en/latest/tutorial_notebooks/JAX/tutorial3/Activation_Functions.html#Setup, we can create our own kernel_init and bias_init functions, which sample from TruncGauss(0,a) and Gauss(0,0.0001) for weights and biases, where a=1/sqrt{Fin). This is the same as default flax init, but gives us explicit access to Sigma0, rather than having to hack the source code. We can use this for setting Upisilon_0 to be diagonal (but not spherical).