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Support subsampling in pyro.contrib.autoguide's ADVI #1026

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fritzo opened this issue Apr 14, 2018 · 2 comments
Closed

Support subsampling in pyro.contrib.autoguide's ADVI #1026

fritzo opened this issue Apr 14, 2018 · 2 comments
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enhancement
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0.4 release

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fritzo commented Apr 14, 2018

Blocked by #238

Currently Pyro's ADVI implementations do not support subsampling. @ngoodman points out that this would be easier if pyro.param could work inside pyro.iarange statements.
@eb8680 eb8680 added the Blocked label Apr 16, 2018
@eb8680 eb8680 added this to the 0.3.0 release milestone May 21, 2018
@fritzo fritzo removed this from the 0.3.0 release milestone Nov 26, 2018
@fritzo fritzo removed the Blocked label May 7, 2019
@fritzo fritzo self-assigned this May 7, 2019
@fritzo fritzo added this to the 0.4 release milestone May 7, 2019
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fritzo commented May 7, 2019

The original blocker was removed in #1796 . An additional (I believe more fruitful) solution is to support amortized guides that run a neural net on a batch of local sample sites. I plan to implement this as part of the 0.4 release.

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fritzo commented Aug 8, 2019

Subsampling is now supported in pyro.contrib.easyguide.

@fritzo fritzo closed this as completed Aug 8, 2019
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