Support multi sample guides in Trace_ELBO #1666
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| :param vectorize_particles: Whether to use `jax.vmap` to compute ELBOs over the | ||
| num_particles-many particles in parallel. If False use `jax.lax.map`. | ||
| Defaults to True. | ||
| :param multi_sample_guide: Whether to make an assumption that the guide proposes |
There was a problem hiding this comment.
why not infer this from isinstance(guide, ...)? do we expect guides with this attribute apart from a small number of AutoGuides we construct?
There was a problem hiding this comment.
please feel free to remove this when such auto guides are available.
| model_log_density, model_trace = log_density( | ||
| replay_model, args, kwargs, params | ||
| ) | ||
| check_model_guide_match(model_trace, guide_trace) |
There was a problem hiding this comment.
so we lose these two checks if multi_sample_guide==True?
There was a problem hiding this comment.
we can check the later one. The first one is tricky.
martinjankowiak
approved these changes
Nov 5, 2023
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR enables running SVI with guides which propose multiple samples.