Results
The fit
function returns a ADVIResults
or ABCResults
object.
ABCResults
The ABC algorithm returns an ABCResults
type containing the full history and final results of the inference process. The type has the following fields:
MAP::Vector
: Maximum a posteriori estimates of the parameters.theta_history::Vector{Matrix}
: History of parameter values across all PMC iterations. Each matrix contains the accepted parameters for that iteration with columns being parameters and rows being samples.epsilon_history::Vector
: History of acceptance thresholds (epsilon values) used in each iteration.acc_rate_history::Vector
: History of acceptance rates achieved in each iteration.weights_history::Vector{Vector}
: History of importance weights for accepted samples in each iteration.final_theta::Matrix
: Final accepted parameter values from the last iteration.final_weights::Vector
: Final importance weights from the last iteration.
You can access these fields directly from the results type:
results = fit(model, param_dict)
# Maximum a posteriori estimates
map_estimates = results.MAP
# Access final parameter values
final_params = results.final_theta
# Get acceptance rates across iterations
acc_rates = results.acc_rate_history
# Get MAP estimates
map_estimates = results.MAP
ADVIResults
The ADVI algorithm returns an ADVIResults
type containing the inference results. The type has the following fields:
samples::AbstractArray
: Matrix of posterior samples drawn after fitting. Each row represents a sample and each column represents a parameter.MAP::AbstractVector
: Maximum a posteriori estimates of the parameters.variational_posterior
: The fitted variational posterior distribution containing the full inference results. InTuring.jl
, this is obtained viaq = vi(model, vi_alg)
.
You can access these fields directly from the results object:
results = fit(model, param_dict)
posterior_samples = results.samples # Access posterior samples
map_estimates = results.MAP # Get MAP estimates
posterior = results.variational_posterior # Full variational posterior