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Implement GuideMessenger, AutoNormalMessenger, AutoRegressiveMessenger #2953

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merged 22 commits into from
Nov 1, 2021
Merged

Implement GuideMessenger, AutoNormalMessenger, AutoRegressiveMessenger #2953

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84feca4
Implement Effect_ELBO and AutoRegressiveMessenger
fritzo Oct 28, 2021
afe472c
Fix max_plate_nesting typo
fritzo Oct 28, 2021
75a0a6f
Add docs
fritzo Oct 28, 2021
b656276
Get smoke tests passing
fritzo Oct 28, 2021
6c29e1b
Fix tests
fritzo Oct 28, 2021
2993402
Add AutoNormalMessenger
fritzo Oct 29, 2021
6eb02e4
Add example to docstring
fritzo Oct 29, 2021
84d5e60
Support calling guide(*args, **kwargs)
fritzo Oct 30, 2021
3d5250e
Support init_loc_fn, init_scale
fritzo Oct 30, 2021
0ac9ae1
Add more tests
fritzo Oct 30, 2021
0637e00
Fix jit tests
fritzo Oct 30, 2021
bb092a9
Add more docs
fritzo Oct 30, 2021
bc889e4
Revert unnecessary change
fritzo Oct 30, 2021
56d26af
Document relationship to AutoNormal
fritzo Oct 30, 2021
26bd9bf
Support subsampling and amortization
fritzo Oct 31, 2021
8556734
lint
fritzo Oct 31, 2021
7715687
Remove debug statement
fritzo Oct 31, 2021
5c3e5bc
Add a poutine.unwrap() helper function
fritzo Nov 1, 2021
f03401a
Eliminate Effect_ELBO and mixin stuff
fritzo Nov 1, 2021
8749c96
Fix docs
fritzo Nov 1, 2021
c161ebb
Revert unnecessary change
fritzo Nov 1, 2021
872b82d
Fix poutine.unwrap()
fritzo Nov 1, 2021
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24 changes: 24 additions & 0 deletions docs/source/infer.autoguide.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -125,6 +125,30 @@ AutoGaussian
:member-order: bysource
:show-inheritance:

AutoMessenger
-------------
.. autoclass:: pyro.infer.autoguide.AutoMessenger
:members:
:undoc-members:
:member-order: bysource
:show-inheritance:

AutoNormalMessenger
-------------------
.. autoclass:: pyro.infer.autoguide.AutoNormalMessenger
:members:
:undoc-members:
:member-order: bysource
:show-inheritance:

AutoRegressiveMessenger
-----------------------
.. autoclass:: pyro.infer.autoguide.AutoRegressiveMessenger
:members:
:undoc-members:
:member-order: bysource
:show-inheritance:

.. _autoguide-initialization:

Initialization
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7 changes: 7 additions & 0 deletions docs/source/inference_algos.rst
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Expand Up @@ -57,6 +57,13 @@ ELBO
:show-inheritance:
:member-order: bysource

.. automodule:: pyro.infer.effect_elbo
:members:
:undoc-members:
:special-members: __call__
:show-inheritance:
:member-order: bysource

Importance
----------

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16 changes: 10 additions & 6 deletions pyro/infer/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
from pyro.infer.abstract_infer import EmpiricalMarginal, TracePosterior, TracePredictive
from pyro.infer.csis import CSIS
from pyro.infer.discrete import infer_discrete
from pyro.infer.effect_elbo import Effect_ELBO, GuideMessenger, JitEffect_ELBO
from pyro.infer.elbo import ELBO
from pyro.infer.energy_distance import EnergyDistance
from pyro.infer.enum import config_enumerate
Expand All @@ -27,17 +28,16 @@
from pyro.infer.util import enable_validation, is_validation_enabled

__all__ = [
"config_enumerate",
"CSIS",
"enable_validation",
"is_validation_enabled",
"ELBO",
"Effect_ELBO",
"EmpiricalMarginal",
"EnergyDistance",
"GuideMessenger",
"HMC",
"Importance",
"IMQSteinKernel",
"infer_discrete",
"Importance",
"JitEffect_ELBO",
"JitTraceEnum_ELBO",
"JitTraceGraph_ELBO",
"JitTraceMeanField_ELBO",
Expand All @@ -51,13 +51,17 @@
"SMCFilter",
"SVGD",
"SVI",
"TraceTMC_ELBO",
"TraceEnum_ELBO",
"TraceGraph_ELBO",
"TraceMeanField_ELBO",
"TracePosterior",
"TracePredictive",
"TraceTMC_ELBO",
"TraceTailAdaptive_ELBO",
"Trace_ELBO",
"Trace_MMD",
"config_enumerate",
"enable_validation",
"infer_discrete",
"is_validation_enabled",
]
8 changes: 8 additions & 0 deletions pyro/infer/autoguide/__init__.py
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@@ -1,6 +1,11 @@
# Copyright (c) 2017-2019 Uber Technologies, Inc.
# SPDX-License-Identifier: Apache-2.0

from pyro.infer.autoguide.effect import (
AutoMessenger,
AutoNormalMessenger,
AutoRegressiveMessenger,
)
from pyro.infer.autoguide.gaussian import AutoGaussian
from pyro.infer.autoguide.guides import (
AutoCallable,
Expand Down Expand Up @@ -41,9 +46,12 @@
"AutoIAFNormal",
"AutoLaplaceApproximation",
"AutoLowRankMultivariateNormal",
"AutoMessenger",
"AutoMultivariateNormal",
"AutoNormal",
"AutoNormalMessenger",
"AutoNormalizingFlow",
"AutoRegressiveMessenger",
"AutoStructured",
"init_to_feasible",
"init_to_generated",
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