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Implement AutoGaussian guide #2929

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Oct 4, 2021
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233481a
Implement front-end of AutoGaussian guide
fritzo Sep 13, 2021
75bf88a
Implement funsor backend
fritzo Sep 14, 2021
c73979e
Break plates causing collision
fritzo Sep 14, 2021
068b3be
Fix some tests
fritzo Sep 14, 2021
154a765
Support monte carlo particles
fritzo Sep 14, 2021
586a417
Tweak variable order of cholesky parametrization
fritzo Sep 15, 2021
58702bd
Register docstring
fritzo Sep 15, 2021
ece7473
Split up methods, split up tests, add new tests, mark stage=funsor
fritzo Sep 15, 2021
f3f170c
Fix get_dependencies() to handle pyro.factor
fritzo Sep 15, 2021
f5bc92f
Add failing test for plated sampling
fritzo Sep 16, 2021
945c66e
Add regression tests for get_dependencies()
fritzo Sep 21, 2021
3d84a46
Merge branch 'dev' into auto-gaussian
fritzo Sep 21, 2021
ff0eaf5
lint
fritzo Sep 21, 2021
44cc870
Use funsor.recipes.forward_filter_backward_rsample
fritzo Sep 21, 2021
0a09c2b
Merge branch 'dev' into auto-gaussian
fritzo Sep 21, 2021
f300199
Fix & strengthen tests
fritzo Sep 22, 2021
c00439a
Reflect
fritzo Sep 22, 2021
ee555ce
Merge branch 'dev' into auto-gaussian
fritzo Sep 22, 2021
bfab034
Add another exact test
fritzo Sep 23, 2021
20ca07e
Simplify log_density computation
fritzo Sep 23, 2021
b28a5ff
Switch from precision to precision_chol parameters
fritzo Sep 23, 2021
061875d
Add test of Gaussian .rsample() and .log_prob()
fritzo Sep 23, 2021
e512ece
Sketch dense backend
fritzo Sep 23, 2021
98ead93
Update docs
fritzo Sep 23, 2021
76a8f51
Perfect precision parametrization (breaking both backends)
fritzo Sep 28, 2021
2b8eb08
Minor updates
fritzo Sep 29, 2021
4db3484
Merge branch 'dev' into auto-gaussian
fritzo Sep 29, 2021
49dfd8c
Change precision representation, start fixing dense backend
fritzo Oct 1, 2021
56a7e1f
Add more tests
fritzo Oct 2, 2021
7cbaa3d
Refactor to use a class hierarchy
fritzo Oct 2, 2021
9fbb797
Flesh out dense backend (some tests fail)
fritzo Oct 2, 2021
8c3a6ab
Fix tests, simplify init logic
fritzo Oct 2, 2021
58c344c
Add a pyro-cov poisson example model
fritzo Oct 2, 2021
670fdda
Flesh out funsor backend
fritzo Oct 3, 2021
5db1109
Add tests, update docs
fritzo Oct 3, 2021
fe194ee
Be safer about importing funsor
fritzo Oct 3, 2021
6cc53f8
Fix more tests
fritzo Oct 3, 2021
28ea4af
Add a test
fritzo Oct 3, 2021
b774166
Simplify; fix bugs
fritzo Oct 4, 2021
88912b2
Tweak test parameters
fritzo Oct 4, 2021
2c2536a
Revert unnecessary change
fritzo Oct 4, 2021
fcf5b1e
Mark test funsor stage
fritzo Oct 4, 2021
ade50a9
Wrap intractable error in NotImplemented
fritzo Oct 4, 2021
57c63d0
Fix serialization tests
fritzo Oct 4, 2021
f51a64e
fix typo
fritzo Oct 4, 2021
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38 changes: 23 additions & 15 deletions docs/source/infer.autoguide.rst
Original file line number Diff line number Diff line change
Expand Up @@ -8,71 +8,71 @@ AutoGuide
.. autoclass:: pyro.infer.autoguide.AutoGuide
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoGuideList
-------------
.. autoclass:: pyro.infer.autoguide.AutoGuideList
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoCallable
------------
.. autoclass:: pyro.infer.autoguide.AutoCallable
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoNormal
----------
.. autoclass:: pyro.infer.autoguide.AutoNormal
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoDelta
---------
.. autoclass:: pyro.infer.autoguide.AutoDelta
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoContinuous
--------------
.. autoclass:: pyro.infer.autoguide.AutoContinuous
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoMultivariateNormal
----------------------
.. autoclass:: pyro.infer.autoguide.AutoMultivariateNormal
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoDiagonalNormal
------------------
.. autoclass:: pyro.infer.autoguide.AutoDiagonalNormal
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoLowRankMultivariateNormal
-----------------------------
.. autoclass:: pyro.infer.autoguide.AutoLowRankMultivariateNormal
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:


Expand All @@ -81,7 +81,7 @@ AutoNormalizingFlow
.. autoclass:: pyro.infer.autoguide.AutoNormalizingFlow
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:


Expand All @@ -90,31 +90,39 @@ AutoIAFNormal
.. autoclass:: pyro.infer.autoguide.AutoIAFNormal
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoLaplaceApproximation
-----------------------------
.. autoclass:: pyro.infer.autoguide.AutoLaplaceApproximation
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoDiscreteParallel
--------------------
.. autoclass:: pyro.infer.autoguide.AutoDiscreteParallel
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

AutoStructured
--------------------
.. autoclass:: pyro.infer.autoguide.AutoStructured
:members:
:undoc-members:
:special-members: __call__
:member-order: bysource
:show-inheritance:

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

.. _autoguide-initialization:
Expand All @@ -125,5 +133,5 @@ Initialization
:members:
:undoc-members:
:special-members: __call__
:show-inheritance:
:member-order: bysource
:show-inheritance:
2 changes: 2 additions & 0 deletions pyro/infer/autoguide/__init__.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
# Copyright (c) 2017-2019 Uber Technologies, Inc.
# SPDX-License-Identifier: Apache-2.0

from pyro.infer.autoguide.gaussian import AutoGaussian
from pyro.infer.autoguide.guides import (
AutoCallable,
AutoContinuous,
Expand Down Expand Up @@ -34,6 +35,7 @@
"AutoDelta",
"AutoDiagonalNormal",
"AutoDiscreteParallel",
"AutoGaussian",
"AutoGuide",
"AutoGuideList",
"AutoIAFNormal",
Expand Down
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