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@neerajprad neerajprad released this 23 Apr 18:07
· 934 commits to dev since this release
0.3.2
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Learn about vigilant mode.

New features

  • A capture-recapture example using stochastic variational inference.
  • ELBO with trace adaptive f-divergence - TraceTailAdaptive_ELBO.
  • New distribution classes - LKJCorrCholesky, SpanningTree.
  • Distribution transforms - RadialFlow, DeepSigmoidalFlow, BatchNormTransform.
  • Pareto-smoothed Importance Sampling (PSIS) diagnostic for Variational Inference.
  • Vectorized indexing with Vindex. Refer to the enumeration tutorial for more details on usage.
  • pyro.contrib.minipyro now supports constrained parameters.
  • pyro.generic module to support an API for backend-agnostic Pyro models. This makes it easier to switch between full Pyro and Minipyro. New backends like funsor and numpyro are under active development.
  • pyro.contrib.conjugate that provides utilities for exact inference on a small subset of conjugate models.

Code changes and bug fixes

  • Optimized Categorical.log_prob so that evaluation on the distribution's support is much faster leading to almost 2X faster inference on models with enumerated discrete random variables.
  • pyro.module ignores params with requires_grad=False.
  • Correct shape inference in MaskedDistribution when run under torch.jit.trace.
  • Fixed infer_discrete to support plates of size 1 and variable dependencies across plate contexts.
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