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0.3.4

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@neerajprad neerajprad released this 16 Jul 20:52
· 854 commits to dev since this release

New features

  • A more flexible easyguide module. Refer to the tutorial for usage instructions.
  • Different initialization methods for autoguides.
  • More normalizing flows - Block Neural Autoregressive Flow, Sum of Squares, Sylvester Flow, DeepELUFlow, Householder Flow, RealNVP.
  • Support ReduceLROnPlateau scheduler.
  • New interface for MCMC inference:
    • Ability to specify a potential function directly instead of Pyro model in HMC/NUTS kernels.
    • MCMC.summary() method that provides site level summary and diagnostic information.
    • Utility function for predictive that replaces the TracePredictive class.
    • Add divergence information to MCMC.diagnostics().
  • A DiscreteHMM distribution for fast parallel training of discrete-state Hidden Markov Models with arbitrary observation distributions. See examples/hmm.py for example usage in a neural HMM.

Code changes and bug fixes

  • Addresses pickling issue with Pyro handlers that makes it possible to pickle a much larger class of models.
  • Multiple fixes for multiprocessing bugs with MCMC. With the new interface, the memory consumption is low thereby allowing for collecting many more samples.
  • Performance enhancements for models with many sample sites.