Stochastic Variational Inference (SVI)¶

class
SVI
(model, guide, loss, optim, **kwargs)[source]¶ Bases:
object
Stochastic Variational Inference given an ELBo loss objective.
Parameters:  model – Python callable with Pyro primitives for the model.
 guide – Python callable with Pyro primitives for the guide (recognition network).
 loss – ELBo loss, i.e. negative Evidence Lower Bound, to minimize.
 optim – an instance of
_NumpyroOptim
.  **kwargs – static arguments for the model / guide, i.e. arguments that remain constant during fitting.
Returns: tuple of (init_fn, update_fn, evaluate).

init
(rng, model_args=(), guide_args=())[source]¶ Parameters: Returns: tuple containing initial
SVIState
, and get_params, a callable that transforms unconstrained parameter values from the optimizer to the specified constrained domain

get_params
(svi_state)[source]¶ Gets values at param sites of the model and guide.
Parameters: svi_state – current state of the optimizer.

update
(svi_state, model_args=(), guide_args=())[source]¶ Take a single step of SVI (possibly on a batch / minibatch of data), using the optimizer.
Parameters: Returns: tuple of (svi_state, loss).
ELBo¶

elbo
(param_map, model, guide, model_args, guide_args, kwargs)[source]¶ This is the most basic implementation of the Evidence Lower Bound, which is the fundamental objective in Variational Inference. This implementation has various limitations (for example it only supports random variables with reparameterized samplers) but can be used as a template to build more sophisticated loss objectives.
For more details, refer to http://pyro.ai/examples/svi_part_i.html.
Parameters:  param_map (dict) – dictionary of current parameter values keyed by site name.
 model – Python callable with Pyro primitives for the model.
 guide – Python callable with Pyro primitives for the guide (recognition network).
 model_args (tuple) – arguments to the model (these can possibly vary during the course of fitting).
 guide_args (tuple) – arguments to the guide (these can possibly vary during the course of fitting).
 kwargs (dict) – static keyword arguments to the model / guide.
Returns: negative of the Evidence Lower Bound (ELBo) to be minimized.