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13 changes: 9 additions & 4 deletions edward/criticisms/evaluate.py
Original file line number Diff line number Diff line change
Expand Up @@ -216,10 +216,8 @@ def evaluate(metrics, data, n_samples=500, output_key=None, seed=None):
evaluations += [cosine_proximity(y_true, y_pred, **params)]
elif metric == 'log_lik' or metric == 'log_likelihood':
# Monte Carlo estimate the log-density of the posterior predictive.
tensor = tf.reduce_mean(output_key.log_prob(y_true))
log_pred = [sess.run(tensor, feed_dict) for _ in range(n_samples)]
log_pred = tf.add_n(log_pred) / tf.cast(n_samples, tensor.dtype)
evaluations += [log_pred]
evaluations += [log_likelihood(y_true, n_samples, output_key,
feed_dict, sess)]
elif callable(metric):
evaluations += [metric(y_true, y_pred, **params)]
else:
Expand Down Expand Up @@ -474,3 +472,10 @@ def cosine_proximity(y_true, y_pred):
y_true = tf.nn.l2_normalize(y_true, len(y_true.shape) - 1)
y_pred = tf.nn.l2_normalize(y_pred, len(y_pred.shape) - 1)
return tf.reduce_sum(y_true * y_pred)


def log_likelihood(y_true, n_samples, output_key, feed_dict, sess):
y_true = tf.cast(y_true, tf.float32)
tensor = tf.reduce_mean(output_key.log_prob(y_true))
log_pred = [sess.run(tensor, feed_dict) for _ in range(n_samples)]
return tf.add_n(log_pred) / tf.cast(n_samples, tensor.dtype)