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  • Shape mismatch - Misc. - Pyro Discussion Forum
    Hi, I am very new to SVI and Pyro in general I am trying to implement a simple model which could be seen as an extension of the gaussian mixture example The setup of the problem is as follows: We have N individuals who each belong to a single class z_i \\in [L] for i = 1,2,\\dots,N There are J questions which have parameter matrix \\beta \\in \\mathbb{R}^{J \\times M} and each class has a
  • Pyro Discussion Forum
    The Future of Pyro It’s been almost three years since we released the alpha version of Pyro in November 2017 And what a ride it’s been! We’ve been thrilled to see our user and contributor base continue to grow, with di… 1: 6900: October 15, 2020
  • numpyro - Pyro Discussion Forum
    Pyro Discussion Forum numpyro Topic Replies Views Activity; About the numpyro category 0: 840: June 3
  • Subsampling vs batching - Pyro Discussion Forum
    Hi pyro experts, I come from the general ML DL world, but am a noob in Bayesian methodologies I read this Tutorial on scaling SVI to large datasets, and had a few questions on subsampling What is subsampling used for? Can sub sampling be thought of as batching (as understood in frequentist ML) in the context of a large dataset?
  • Is `callback` supported for numpyro NUTS sampler? - numpyro - Pyro . . .
    Hi all, I’m using Numpyro as a NUTS sampler in a PyMC model and would like to add a callback to monitor the number of divergences and stop the sampling when it’s greater than X amount of divergences I found this response in the PyMC and want to know if that has changed or if there is a way to do it now This could be only in PyMC but already asked there #7419 🙂 sample_numpyro_nuts does
  • Save model and load for evaluation - Pyro Discussion Forum
    Hi! I was wondering whether there was a short reference on how to do model saving and loading I saw two threads but it was not clear how to actually do the process of saving and loading the model The model in question is a VAE adapted from here to work with pytorch ligthning The colab notebook of is here I’m interested in just restoring the model so it can be evaluated on new data Maybe
  • Cannot find valid initial parameters when using . . . - Pyro Discussion Forum
    Hi everyone, I get an RuntimeError: Cannot find valid initial parameters Please check your model again and don’t quite know how to solve it The model in question is quite simple: def model(X, y=None): init_weight = numpyro sample('initial_weight', dist Normal(jnp zeros(3), 10) to_event(1)) flatten() drift = numpyro sample('drift', dist Normal(jnp zeros(3), 0 01) to_event(1)) def
  • Dataloaders with numpyro SVI? - Pyro Discussion Forum
    Are there any examples using standard pytorch dataloaders to train a numpyro svi model in batches? In the example below, there are roughly 2 5 svi updates per second which is much slower than I’d hope
  • SVI: nans from guide when Trace_ELBO drops - Pyro Discussion Forum
    During training, I’m getting nans when the loss drops lr=1e-6 svi = pyro infer SVI(model=model, guide=guide, optim=pyro optim Adam({"lr": lr}), loss=pyro infer Trace_ELBO()) This happens consistently, even when the step size is low enough that training is quite stable Attached is a plot The prediction is quite good after the loss drops, so “things are working” What causes the nans
  • Setting constraints and guides on constrained distributions - Pyro . . .
    I’m having trouble figuring out either how to set appropriate constraints, or how to set proper guides for constrained parameters Consider a simple regression where the location and scale parameters are have Normal and HalfNormal (or HalfCauchy) priors I expect that the posterior of the scale parameter will follow a (truncated at 0) normal distribution What I find is that the guide





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