vaeac_get_val_iwae {shapr} | R Documentation |
Compute the Importance Sampling Estimator (Validation Error)
Description
Compute the Importance Sampling Estimator which the vaeac model uses to evaluate its performance on the validation data.
Usage
vaeac_get_val_iwae(
val_dataloader,
mask_generator,
batch_size,
vaeac_model,
val_iwae_n_samples
)
Arguments
val_dataloader |
A torch dataloader which loads the validation data. |
mask_generator |
A mask generator object that generates the masks. |
batch_size |
Integer. The number of samples to include in each batch. |
vaeac_model |
The vaeac model. |
val_iwae_n_samples |
Number of samples to generate for computing the IWAE for each validation sample. |
Details
Compute mean IWAE log likelihood estimation of the validation set. IWAE is an abbreviation for Importance Sampling Estimator
\log p_{\theta, \psi}(x|y) \approx \log {\frac{1}{S}\sum_{i=1}^S
p_\theta(x|z_i, y) p_\psi(z_i|y) \big/ q_\phi(z_i|x,y),}
where z_i \sim q_\phi(z|x,y)
.
For more details, see Olsen et al. (2022).
Value
The average iwae over all instances in the validation dataset.
Author(s)
Lars Henry Berge Olsen