Pass random variable as numpy array

1

How do I handle a case such as

y = Normal(loc=function(a,b,c),scale=tf.ones(N))

Where my “function” requires numpy array inputs but “a,b,c” are Random Variables?

I’ve tried using the eval() method but my posterior never changes if I do that.

Thanks!

2

With eval(), the NumPy function is only evaluated once. It outputs loc parameters to the normal random variable and is a constant NumPy array.

If you’d like y's location parameter to change across session runs, the function has to be part of the computational graph (i.e., written in TensorFlow).

3

Thank you for the quick response, that makes sense.

The function I’m trying to evaluate is a Keras deep network. Do you know, by any chance, if it is possible to pass tensorflow variables to a Keras deep network? I haven’t been able but maybe there’s a way.

Thanks!