Source code for queens.models.likelihood_models.likelihood_model

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"""Module to define likelihood functions."""

import abc

import numpy as np

from queens.models.model import Model


[docs] class LikelihoodModel(Model): """Base class for likelihood models. Attributes: forward_model (obj): Forward model on which the likelihood model is based y_obs (np.array): Observation data """ def __init__(self, forward_model, y_obs): """Initialize the likelihood model. Args: forward_model (obj): Forward model that is evaluated during the likelihood evaluation y_obs (array_like): Observation data """ super().__init__() self.forward_model = forward_model self.y_obs = np.array(y_obs)
[docs] @abc.abstractmethod def evaluate(self, samples): """Evaluate model with current set of input samples. Args: samples (np.ndarray): Input samples """
[docs] @abc.abstractmethod def grad(self, samples, upstream_gradient): r"""Evaluate gradient of model w.r.t. current set of input samples. Consider current model f(x) with input samples x, and upstream function g(f). The provided upstream gradient is :math:`\frac{\partial g}{\partial f}` and the method returns :math:`\frac{\partial g}{\partial f} \frac{df}{dx}`. Args: samples (np.array): Input samples upstream_gradient (np.array): Upstream gradient function evaluated at input samples :math:`\frac{\partial g}{\partial f}` Returns: gradient (np.array): Gradient w.r.t. current set of input samples :math:`\frac{\partial g}{\partial f} \frac{df}{dx}` """