CovarianceType

pycave.bayes.core.CovarianceType

The type of covariance to use for a set of multivariate Normal distributions.

  • full: Each distribution has a full covariance matrix. Covariance matrix is a tensor of shape [num_components, num_features, num_features].

  • tied: All distributions share the same full covariance matrix. Covariance matrix is a tensor of shape [num_features, num_features].

  • diag: Each distribution has a diagonal covariance matrix. Covariance matrix is a tensor of shape [num_components, num_features].

  • spherical: Each distribution has a diagonal covariance matrix which is a multiple of the identity matrix. Covariance matrix is a tensor of shape [num_components].

alias of Literal['full', 'tied', 'diag', 'spherical']