VB lower bound in mixture of Gaussians model? RRS feed

  • Question

  • I am trying to implement a mixture of Gaussians model. I used the provided example as a basis but I'm trying to add monitoring of the VB loglikelihood lower bound. The code is available here:


    I get the following error:

    Running mixture of Gaussians
    Compiling model...compilation failed.
    Unhandled Exception:
    MicrosoftResearch.Infer.CompilationFailedException: MessageTransform failed with 1 error(s) and 0 warning(s):
    Error 0: This model is not supported with VariationalMessagePassing due to Wishart.SampleFromShapeAndScale(PositiveDefiniteMatrix sample, double shape, PositiveDefiniteMatrix scale). Try using a different algorithm or expressing the model differently in
    Wishart.SampleFromShapeAndScale(100.0, vPositiveDefiniteMatrix0)
    Full error message:


    If I comment out the IfBlocks (lines 34 and 69), everything works (except the lower bound computation). Any ideas how to fix this?

    Thursday, November 13, 2014 3:36 PM

All replies

  • Use Variable.WishartFromShapeAndRate instead.
    Friday, November 14, 2014 3:11 PM
  • The version using WishartFromShapeAndScale should now work properly in Infer.NET 2.6.
    Saturday, November 29, 2014 6:09 PM