From 678568cff0d52ffc91f950d3672bc678cebdf8b8 Mon Sep 17 00:00:00 2001 From: Maxim Kochurov Date: Sun, 19 Sep 2021 11:13:43 +0000 Subject: [PATCH] fix elbo full rank --- pymc3/variational/approximations.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pymc3/variational/approximations.py b/pymc3/variational/approximations.py index 85a75efc59d..c32f666f8ce 100644 --- a/pymc3/variational/approximations.py +++ b/pymc3/variational/approximations.py @@ -175,7 +175,7 @@ def symbolic_logq_not_scaled(self): z0 = self.symbolic_initial diag = at.diagonal(self.L, 0, self.L.ndim - 2, self.L.ndim - 1) logdet = at.log(diag) - quaddist = ((z0) ** 2 + at.log(np.pi / 2.0)) / 2.0 + quaddist = -0.5 * z0 ** 2 - at.log((2 * np.pi) ** 0.5) logq = quaddist - logdet return logq.sum(range(1, logq.ndim))