ELPD Test-Set Metric — ElpdTestMetric • bayesim

Expected log-predictive density on a held-out test set, estimated by log-sum-exp over posterior draws of context$log_lik. Returns NA when no test set.

Constructor for ElpdTestMetric.

Usage

ElpdTestMetric(
  name = "elpd_test",
  needs = "log_lik",
  required = FALSE,
  summary_type = "mean",
  schema = list(value = list(role = "estimate", aggregation = "mean", mcse = "sd"), n_obs
    = list(role = "count", aggregation = "none", mcse = "none"))
)

elpd_test_metric(name = "elpd_test")

Arguments

name: Character string naming the metric. Defaults to "elpd_test".

Value

An ElpdTestMetric object.

Examples

elpd_test_metric()
#> <bayesim::ElpdTestMetric>
#>  @ name        : chr "elpd_test"
#>  @ needs       : chr "log_lik"
#>  @ required    : logi FALSE
#>  @ summary_type: chr "mean"
#>  @ schema      :List of 2
#>  .. $ value:List of 3
#>  ..  ..$ role       : chr "estimate"
#>  ..  ..$ aggregation: chr "mean"
#>  ..  ..$ mcse       : chr "sd"
#>  .. $ n_obs:List of 3
#>  ..  ..$ role       : chr "count"
#>  ..  ..$ aggregation: chr "none"
#>  ..  ..$ mcse       : chr "none"