Interface

abstract type BNNLikelihood end

Every likelihood must be a subtype of BNNLikelihood and must implement at least the following fields:

• num_params_like: The number of additional parameters introduced for which inference will be done (i.e. σ for a Gaussian but not ν for a T-Dist if df is not inferred)
• nc: A NetConstructor

Every BNNLikelihood must be callable in the following way

(l::BNNLikelihood)(x, y, θnet, θlike)

• x either all data or a minibatch
• y either all data or a minibatch
• θnet are the network parameter
• θlike are the likelihood parameters. If no additional parameters were introduced, this will be an empty array

Every BNNLikelihood must also implement a posterior_predict method which should draw from the posterior predictive given network parameters and likelihood parameters.

posterior_predict(l::BNNLikelihood, x, θnet, θlike)

• l the BNNLikelihood
• x the input data
• θnet network parameters
• θlike likelihood parameters