我了解如何从多维分类法或多维正态法(每列中都有依赖性)中取样。例如,对于多变量分类,可以按如下方式执行:
import pyro as p
import pyro.distributions as d
import torch as t
p.sample("obs1", d.Categorical(logits=logit_pobs1).independent(1), obs=t.t(obs1))
obs1
,
obs2
和
obs3
彼此独立。
p.sample("obs1", d.Categorical(logits=logit_pobs1).independent(1), obs=t.t(obs1))
p.sample("obs2", d.Normal(loc=mu_obs2, scale=t.ones(mu_obs2.shape)).independent(1), obs=t.t(obs2))
p.sample("obs3", d.Bernoulli(logits=logit_pobs3).independent(1),obs3)
p.sample("obs", d.joint(d.Bernoulli(...), d.Normal(...), d.Bernoulli(...)).independent(1),obs)