Support model without global variables in AutoSemiDAIS (#1610)

* support model without global variables in AutoSemiDAIS

* add test for autosemidais local only

* black

* fix typo in docs

numpyro/infer/autoguide.py

@@ -1119,8 +1119,8 @@ def local_model(theta):
                 numpyro.sample("obs", dist.Normal(0.0, tau), obs=jnp.ones(2))
 
         model = lambda: local_model(global_model())
-        base_guide = AutoNormal(global_model)
-        guide = AutoSemiDAIS(model, local_model, base_guide, K=4)
+        global_guide = AutoNormal(global_model)
+        guide = AutoSemiDAIS(model, local_model, global_guide, K=4)
         svi = SVI(model, guide, ...)
 
         # sample posterior for particular data subset {3, 7}
@@ -1131,8 +1131,9 @@ def local_model(theta):
     :param callable local_model: The portion of `model` that includes the local latent variables only.
         The signature of `local_model` should be the return type of the global model with global latent
         variables only.
-    :param callable base_guide: A guide for the global latent variables, e.g. an autoguide.
+    :param callable global_guide: A guide for the global latent variables, e.g. an autoguide.
         The return type should be a dictionary of latent sample sites names and corresponding samples.
+        If there is no global variable in the model, we can set this to None.
     :param str prefix: A prefix that will be prefixed to all internal sites.
     :param int K: A positive integer that controls the number of HMC steps used.
         Defaults to 4.
@@ -1150,7 +1151,7 @@ def __init__(
         self,
         model,
         local_model,
-        base_guide,
+        global_guide,
         *,
         prefix="auto",
         K=4,
@@ -1175,7 +1176,7 @@ def __init__(
             raise ValueError("init_scale must be positive.")
 
         self.local_model = local_model
-        self.base_guide = base_guide
+        self.global_guide = global_guide
         self.eta_init = eta_init
         self.eta_max = eta_max
         self.gamma_init = gamma_init
@@ -1237,25 +1238,30 @@ def _setup_prototype(self, *args, **kwargs):
         self._local_latent_dim = jnp.size(local_init_latent) // plate_subsample_size
         self._local_plate = (plate_name, plate_full_size, plate_subsample_size)
 
-        rng_key = numpyro.prng_key()
-        with handlers.block(), handlers.seed(rng_seed=rng_key):
-            global_output = self.base_guide.model(*args, **kwargs)
+        if self.global_guide is not None:
+            with handlers.block(), handlers.seed(rng_seed=0):
+                local_args = (self.global_guide.model(*args, **kwargs),)
+                local_kwargs = {}
+        else:
+            local_args = args
+            local_kwargs = kwargs.copy()
+
+        with handlers.block():
+            local_kwargs["_subsample_idx"] = {
+                plate_name: subsample_plates[plate_name]["value"]
+            }
             (
                 _,
                 self._local_potential_fn_gen,
                 self._local_postprecess_fn,
                 _,
             ) = initialize_model(
-                numpyro.prng_key(),
+                random.PRNGKey(0),
                 partial(_subsample_model, self.local_model),
                 init_strategy=self.init_loc_fn,
                 dynamic_args=True,
-                model_args=(global_output,),
-                model_kwargs={
-                    "_subsample_idx": {
-                        plate_name: subsample_plates[plate_name]["value"]
-                    }
-                },
+                model_args=local_args,
+                model_kwargs=local_kwargs,
             )
 
     def __call__(self, *args, **kwargs):
@@ -1309,12 +1315,19 @@ def fn(x):
 
             return fn
 
-        global_latents = self.base_guide(*args, **kwargs)
-        rng_key = numpyro.prng_key()
-        with handlers.block(), handlers.seed(rng_seed=rng_key), handlers.substitute(
-            data=global_latents
-        ):
-            global_output = self.base_guide.model(*args, **kwargs)
+        if self.global_guide is not None:
+            global_latents = self.global_guide(*args, **kwargs)
+            rng_key = numpyro.prng_key()
+            with handlers.block(), handlers.seed(rng_seed=rng_key), handlers.substitute(
+                data=global_latents
+            ):
+                global_outputs = self.global_guide.model(*args, **kwargs)
+            local_args = (global_ouputs,)
+            local_kwargs = {}
+        else:
+            global_latents = {}
+            local_args = args
+            local_kwargs = kwargs.copy()
 
         plate_name, N, subsample_size = self._local_plate
         D, K = self._local_latent_dim, self.K
@@ -1383,9 +1396,8 @@ def base_z_dist_log_prob(x):
                 infer={"is_auxiliary": True},
             )
 
-            local_log_density = make_local_log_density(
-                global_output, _subsample_idx={plate_name: idx}
-            )
+            local_kwargs["_subsample_idx"] = {plate_name: idx}
+            local_log_density = make_local_log_density(*local_args, **local_kwargs)
 
             def scan_body(carry, eps_beta):
                 eps, beta = eps_beta

test/infer/test_autoguide.py

@@ -829,6 +829,23 @@ def model():
     assert samples["sigma"].shape == (5,) and samples["log_sigma"].shape == (5, 2)
 
 
+def test_autosemidais_local_only():
+    data = jnp.linspace(0, 1, 10)
+
+    def model():
+        with numpyro.plate("N", 10, subsample_size=5, dim=-1):
+            batch = numpyro.subsample(data, event_dim=0)
+            numpyro.sample("x", dist.Normal(batch, 1))
+
+    guide = AutoSemiDAIS(model, model, None)
+    svi = SVI(model, guide, optim.Adam(0.01), Trace_ELBO())
+    svi_result = svi.run(random.PRNGKey(0), 10)
+    samples = guide.sample_posterior(
+        random.PRNGKey(1), svi_result.params, sample_shape=(100,)
+    )
+    assert samples["x"].shape == (100, 5)
+
+
 def test_autosemidais_inadmissible_smoke():
     def global_model():
         return numpyro.sample("theta", dist.Normal(0, 1))