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Allow saving of a subset of variables in MCMC #2793

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merged 5 commits into from
Apr 5, 2021
Merged

Allow saving of a subset of variables in MCMC #2793

merged 5 commits into from
Apr 5, 2021

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fritzo
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@fritzo fritzo commented Apr 5, 2021

Addresses https://forum.pyro.ai/t/save-only-a-subset-of-latent-variables-in-mcmc/2753

This allows saving of only a subset of latent variables during MCMC. This is useful in models with large nuisance variables that take up memory and screen space in .summary().

Tested

  • unit test with variables of different shape

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LGTM. I just have the following comment

pyro/infer/mcmc/api.py Outdated Show resolved Hide resolved
@fehiepsi fehiepsi merged commit 2321f43 into dev Apr 5, 2021
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fritzo commented Apr 5, 2021

Thanks for reviewing @fehiepsi !

@fritzo fritzo deleted the save-params branch September 27, 2021 14:46
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