numpyro icon indicating copy to clipboard operation
numpyro copied to clipboard

Published 20 hours ago • verified publisher icon pyro-ppl

Support enumeration in SVI

Open fehiepsi opened this issue 4 years ago • 3 comments

Currently, enumeration is supported in MCMC but is not yet tested in SVI. It would be nice to support this feature for SVI too.

fehiepsi avatar Sep 14 '20 04:09 fehiepsi

This is good motivation to move enumeration tests into pyro-api https://github.com/pyro-ppl/pyro/issues/2606 I believe @eb8680 has already done much of the work as part of https://github.com/pyro-ppl/pyro/issues/2580

fritzo avatar Sep 14 '20 11:09 fritzo

I can take this issue, since I'll need to update numpyro.contrib.funsor in the process.

eb8680 avatar Sep 14 '20 13:09 eb8680

I wonder if there is any update to this feature? I tried SVI with discrete latent variables and seem to be running into issue similar to #1174

thisiscam avatar Jul 22 '22 10:07 thisiscam

@eb8680 @ordabayevy Do you have a prototype or a guideline for how to support this feature? There are many requests for this so I would like to understand better how to implement. Thanks!

fehiepsi avatar Nov 29 '22 14:11 fehiepsi

Hi @fehiepsi . I believe it should be possible to port the implementation of TraceEnum_EBLO from pyro.contrib.funsor to NumPyro. I would be happy to discuss the details over Zoom.

ordabayevy avatar Dec 06 '22 04:12 ordabayevy