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We want to have the ability to sample from the pdf. A nice way to do this is via native probprog frameworks like Edward that hook in somewhat natively into tensor backends (not sure if there are similar projects for PyTorch, MXnet @cranmer ?). Not clear to me yet how to do this cleanly across numpy/TF/PyTorch/MXnet
For reference I added this super-simplified notebook to show how to sample sth like
lukasheinrich
changed the title
Define API for probabilistic frameworks like edward
Define API pdf sampling via e.g. probabilistic frameworks like edward
Apr 11, 2018
ok so I think pyro is the right analogue to edward for pytorch. MXnet has some distributions etc, but haven't found a 'framework' yes (but maybe that's not strictly needed
Description
We want to have the ability to sample from the pdf. A nice way to do this is via native probprog frameworks like Edward that hook in somewhat natively into tensor backends (not sure if there are similar projects for PyTorch, MXnet @cranmer ?). Not clear to me yet how to do this cleanly across numpy/TF/PyTorch/MXnet
For reference I added this super-simplified notebook to show how to sample sth like
which is the core structure of HF right now
https://github.com/diana-hep/pyhf/blob/master/examples/experiments/edwardpyhf.ipynb
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