Skip to content

get_laplace_approx should provide initial guesses for x0 in a more principled manner #571

@Michal-Novomestsky

Description

@Michal-Novomestsky

Currently, the minimize step to obtain $x^*$ which maximises $\textnormal{logp}(x \mid y, \theta)$ simply randomly initializes the initial value for the minimizer - this can be problematic if the optimum is far from this point.

Ideally, the initializer should produce a random point around some point of interest - the mean/mode of the prior on the latent $x$ is a good choice (note that $x$ is Gaussian and thus mean = mode).

This may help alleviate #568

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions