Specify convention for estimate_objective
#215
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Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
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AdvancedVI.jl documentation for PR #215 is available at: |
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Benchmark Results
| Benchmark suite | Current: a77a4ec | Previous: b14bb9f | Ratio |
|---|---|---|---|
normal/RepGradELBO + STL/meanfield/Zygote |
4111928055.5 ns |
3920438191 ns |
1.05 |
normal/RepGradELBO + STL/meanfield/ReverseDiff |
1143921579 ns |
1137314480 ns |
1.01 |
normal/RepGradELBO + STL/meanfield/Mooncake |
1212530059 ns |
1248798164 ns |
0.97 |
normal/RepGradELBO + STL/fullrank/Zygote |
4090539011.5 ns |
3888598013 ns |
1.05 |
normal/RepGradELBO + STL/fullrank/ReverseDiff |
1687724094 ns |
1660774838 ns |
1.02 |
normal/RepGradELBO + STL/fullrank/Mooncake |
1264704478.5 ns |
1250085352 ns |
1.01 |
normal/RepGradELBO/meanfield/Zygote |
2903273540.5 ns |
2775544305.5 ns |
1.05 |
normal/RepGradELBO/meanfield/ReverseDiff |
807433943 ns |
780909736 ns |
1.03 |
normal/RepGradELBO/meanfield/Mooncake |
1105499181 ns |
1086150808 ns |
1.02 |
normal/RepGradELBO/fullrank/Zygote |
2929161011 ns |
2770044101 ns |
1.06 |
normal/RepGradELBO/fullrank/ReverseDiff |
995244863.5 ns |
973336667 ns |
1.02 |
normal/RepGradELBO/fullrank/Mooncake |
1124814062 ns |
1113137202 ns |
1.01 |
normal + bijector/RepGradELBO + STL/meanfield/Zygote |
5684673652 ns |
5583939500 ns |
1.02 |
normal + bijector/RepGradELBO + STL/meanfield/ReverseDiff |
2511164435 ns |
2408835091 ns |
1.04 |
normal + bijector/RepGradELBO + STL/meanfield/Mooncake |
4214620793.5 ns |
4158213745.5 ns |
1.01 |
normal + bijector/RepGradELBO + STL/fullrank/Zygote |
5849709284 ns |
5577515624 ns |
1.05 |
normal + bijector/RepGradELBO + STL/fullrank/ReverseDiff |
3169720192.5 ns |
3063136975 ns |
1.03 |
normal + bijector/RepGradELBO + STL/fullrank/Mooncake |
4343776652.5 ns |
4187254056 ns |
1.04 |
normal + bijector/RepGradELBO/meanfield/Zygote |
4573742532 ns |
4312418628 ns |
1.06 |
normal + bijector/RepGradELBO/meanfield/ReverseDiff |
2131237741 ns |
2049108141 ns |
1.04 |
normal + bijector/RepGradELBO/meanfield/Mooncake |
4068000162.5 ns |
3927457037.5 ns |
1.04 |
normal + bijector/RepGradELBO/fullrank/Zygote |
4647694027 ns |
4322323571 ns |
1.08 |
normal + bijector/RepGradELBO/fullrank/ReverseDiff |
2413311298 ns |
2294744589 ns |
1.05 |
normal + bijector/RepGradELBO/fullrank/Mooncake |
4258594545 ns |
4054198058 ns |
1.05 |
This comment was automatically generated by workflow using github-action-benchmark.
mhauru
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Nov 18, 2025
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mhauru
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Makes sense to me. I only have one docstring question to raise, and a couple of tiny phrasing points.
Co-authored-by: Markus Hauru <[email protected]>
Co-authored-by: Markus Hauru <[email protected]>
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The objectives used in variational inference are sometimes minimized or maximized, which can be confusing. For instance the KL divergence is supposed to minimized, but the ELBO is usually maximized. Allowing this to vary on an algorithm-to-algorithm basis doesn't make a lot of sense. Therefore, this PR enforces the convention that all objective values (that are only accessible by calling
estimate_objective) are expected to be minimized. For instance, for ELBO maximization algorithms,estimate_objectivewill return the negative ELBO.