functional.SVIFit

The result of fitting a forecasting model with SVI.

Usage

Source

functional.SVIFit(
    guide,
    params,
    losses,
)

Parameter Attributes

guide: AutoGuide

params: dict[str, Array]

losses: Array

Attributes

guide: AutoGuide

The fitted variational guide.

params: dict[str, Array]

The learned variational parameters.

losses: Array

The ELBO loss per SVI step (shape (num_steps,)).