Calculate ELPD LOO scores with SVI posterior_samples?

numpyro
1

Hello… I am aware that the mcmc object returned by NUTS can be converted into inference data in arviz, which can be used for ELPD WAIC / LOO calculations. Can we do something similar with the svi_result object returned by SVI?

2

I guess it is a pending arviz issue: VI - Variational Inference support · Issue #498 · arviz-devs/arviz · GitHub

1 Like
3

Thanks!