adding quantiles method to AutoGuideList

[vitkl]

This pull request adds quantiles method to AutoGuideList. I did not find where a test for this can be added. Please let me know what you think.

[fehiepsi]

@vitkl You can add a test here. :)

[fritzo]

This is great. Can you resolve lint errors and add a test case?

/pyro/infer/autoguide/guides.py:270:1: W293 blank line contains whitespace

[vitkl]

For AutoLaplaceApproximation guides, AutoGuideList also needs a method guide.laplace_approximation() - but otherwise, I added tests.

[fritzo]

@vitkl you can make lint to test linting locally.

[fritzo]

@vitkl I believe you need to switch the docstring from numpy-style to sphinx rst style:

"""
Returns the posterior quantile values of each latent variable.

:param list quantiles: A list of requested quantiles between 0 and 1.
:returns: A dict mapping sample site name to quantiles tensor.
:rtype: dict
"""

[fritzo]

Hi @vitkl I think you'll just need to merge with the dev branch, since we switched CI systems. Looking forward to merging this!

[fritzo]

Hi @vitkl, this is a great new feature to have, and I'd like to include it in the next release. Do you want any help getting this merged?

[vitkl]

When do you plan next release?

…

On Mon, 28 Jun 2021, 15:37 Fritz Obermeyer, ***@***.***> wrote: Hi @vitkl <https://github.com/vitkl>, this is a great new feature to have, and I'd like to include it in the next release. Do you want any help getting this merged? — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#2837 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AFMFTVYLVXSDTVQNKJPUWDTTVCCJLANCNFSM44IHMPSQ> .

[fritzo]

When do you plan next release?

Oh, how about next Wednesday 7/7? There's no fixed deadline, but I'd like to get out fixes for PyTorch 1.9 by the end of next week.

[fritzo]

Hi @vitkl no pressure, but do you plan to update this branch today? If not I'll release without, since there is a pressing PyTorch bug workaround. Also I'm happy to take over this PR and get your feature in if you're busy.

[vitkl]

Hi Fritz Sorry, still occupied by paper revision. I can't make it today. If you can take over would be great otherwise I will do it in ~2 weeks!

…

On Tue, 6 Jul 2021, 15:36 Fritz Obermeyer, ***@***.***> wrote: Hi @vitkl <https://github.com/vitkl> no pressure, but do you plan to update this branch today? If not I'll release without, since there is a pressing PyTorch bug workaround. Also I'm happy to take over this PR and get your feature in if you're busy. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#2837 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AFMFTV4NON6AZMKDA5LGFQDTWMIGRANCNFSM44IHMPSQ> .

[vitkl]

Hm, actually, as I look at it now - I think I have addressed the comments from you @fritzo and @fehiepsi . What remains is fixing the conflict on this branch (which I don't immediately understand) and merging it to the correct branch. Would be great if you can do that.

[fritzo]

Closing after moving to #2896