Pyro Versions Save

Deep universal probabilistic programming with Python and PyTorch

1.9.0

2 months ago

Breaking Changes

Drop support for PyTorch 1
Drop support for Python 3.7

New features

Type hints are now available in some parts of Pyro, thanks to @ordabayevy. Please let us know about any issues. We welcome help adding type hints to remaining parts of Pyro. #2550
New tutorials using Zuko normalizing flows by @francois-rozet
A new simple RandomWalkKernel by @martinjankowiak
A new SimplexToOrderedTransform by @peblair
A new simple PyTorch training example by @eb8680

Detailed Changes

Fix GammaPoisson distribution from ignoring validate_args param by @austinv11 in https://github.com/pyro-ppl/pyro/pull/3253
Updated docs and fixed spelling by @martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3254
fix custom_guide in intro_long.ipynb by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3258
use generator arg in dataloader in cevae by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3264
SBVM sampler fix by @deoxyribose in https://github.com/pyro-ppl/pyro/pull/3261
Render deterministic functions by @r3v1 in https://github.com/pyro-ppl/pyro/pull/3266
Replace lap.lapjv() with scipy.optimize.linear_sum_assignment() by @fritzo in https://github.com/pyro-ppl/pyro/pull/3267
Fix: Wrong codomain in LeakyReLUTransform by @MeenuyD in https://github.com/pyro-ppl/pyro/pull/3270
Drop the support for PyTorch<2.0 by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3272
Add param_store.py type hints by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3271
Address the issues in #3274 by @cyianor in https://github.com/pyro-ppl/pyro/pull/3277
Drop Python 3.7 support by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3278
Update link to Nolan reference of Stable distribution by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3281
Fix pyro.poutine.handlers by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3283
Add handlers explicitly by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3285
Use functools.wraps to preserve handler signature by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3287
Type annotate pyro.poutine.runtime by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3288
Type annotate pyro.poutine.messenger by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3290
Type annotate pyro.primitives & poutine.block_messenger by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3292
Add os to readthedocs.yml file by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3293
Remove python.version entry in rtd.yml file by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3294
Type annotate broadcast, condition, do, enum messengers by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3295
Typo in the documentation example by @pavleb in https://github.com/pyro-ppl/pyro/pull/3298
Type annotate Trace, TraceMessenger, & pyro.poutine.guide by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3299
Small typo in tutorial by @osorensen in https://github.com/pyro-ppl/pyro/pull/3300
Update effect_handlers.ipynb by @djinnome in https://github.com/pyro-ppl/pyro/pull/3296
Fix gate & gate_logits in ZeroInflatedDistribution by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3303
Type annotate poutines by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3306
Numpy Import Convention by @RatishT in https://github.com/pyro-ppl/pyro/pull/3307
Type annotate messengers by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3308
Add simple RandomWalkKernel by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3311
Type annotate messengers by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3309
Add tutorials using normalizing flows by @francois-rozet in https://github.com/pyro-ppl/pyro/pull/3302
Mypy warn_unreachable=True by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3312
Fix mypy and line-too-long errors by @fritzo in https://github.com/pyro-ppl/pyro/pull/3313
Get CI working with new black, torch, pytest by @fritzo in https://github.com/pyro-ppl/pyro/pull/3318
Annotate handlers & add py.typed by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3321
Port implementation of SimplexToOrderedTransform from numpyro by @peblair in https://github.com/pyro-ppl/pyro/pull/3320
Prevent observation masks improperly expanding samples in plates by @austinv11 in https://github.com/pyro-ppl/pyro/pull/3317
Document InferDict and Message typed dicts by @fritzo in https://github.com/pyro-ppl/pyro/pull/3323
Fix bug in CVAE example by @FDUguchunhui in https://github.com/pyro-ppl/pyro/pull/3325
Add a simple PyTorch training example by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3327
Add .github/workflows/publish.yml to publish to pypi.org by @fritzo in https://github.com/pyro-ppl/pyro/pull/3326
Fix interaction between PyroParam and torch.func.grad by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3328
Fix action link for publishing to PyPI by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3329
Bump version to 1.9.0 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3330

New Contributors

@austinv11 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3253
@deoxyribose made their first contribution in https://github.com/pyro-ppl/pyro/pull/3261
@r3v1 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3266
@MeenuyD made their first contribution in https://github.com/pyro-ppl/pyro/pull/3270
@cyianor made their first contribution in https://github.com/pyro-ppl/pyro/pull/3277
@pavleb made their first contribution in https://github.com/pyro-ppl/pyro/pull/3298
@osorensen made their first contribution in https://github.com/pyro-ppl/pyro/pull/3300
@djinnome made their first contribution in https://github.com/pyro-ppl/pyro/pull/3296
@RatishT made their first contribution in https://github.com/pyro-ppl/pyro/pull/3307
@peblair made their first contribution in https://github.com/pyro-ppl/pyro/pull/3320
@FDUguchunhui made their first contribution in https://github.com/pyro-ppl/pyro/pull/3325

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.6...1.9.0

1.8.6

9 months ago

Summary

Reenable support for PyTorch 1.11 (after Pyro's 1.8.5 release had narrowly required torch>=2.0)
Improve docstrings of Pyro's distribution wrappers around torch distributions #3246

What's Changed

Refactor ProvenanceTensor to use pytree by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3223
Create FUNDING.yml by @fritzo in https://github.com/pyro-ppl/pyro/pull/3224
Remove DataParallel container in SS-VAE model by @martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3227
Fix jit ELBO sign error by @fritzo in https://github.com/pyro-ppl/pyro/pull/3229
Replace flake8+isort with ruff by @fritzo in https://github.com/pyro-ppl/pyro/pull/3231
fix _loc_scale method in AutoMultivariateNormal by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3233
Revert to support torch>=1.11.0 by @francois-rozet in https://github.com/pyro-ppl/pyro/pull/3242
Concatenate torch docstrings at end of distribution wrappers by @fritzo in https://github.com/pyro-ppl/pyro/pull/3246
Disable pdf builds on readthedocs by @fritzo in https://github.com/pyro-ppl/pyro/pull/3250
Disable pdf and epub build on readthedocs by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3251
Fix #3245 bug in poutine.trace(graph_type="dense") by @fritzo in https://github.com/pyro-ppl/pyro/pull/3247
Bump version to to 1.8.6 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3252

New Contributors

@francois-rozet made their first contribution in https://github.com/pyro-ppl/pyro/pull/3242
@rtviii collaborated with @fritzo in https://github.com/pyro-ppl/pyro/pull/3246

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.5...1.8.6

1.8.5

11 months ago

This release includes a number of fixes to support PyTorch 2.

What's Changed

Update base learning rate scheduler by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3167
Update GP tutorials to unblock #3174 by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3175
add substitute handler by @thisiscam in https://github.com/pyro-ppl/pyro/pull/3125
Update torch_patch.py by @S163669 in https://github.com/pyro-ppl/pyro/pull/3174
fix: typo in log-absolute-derivative of exponential transform (normalizing flow tutorial) closes #3176 by @felixschltr in https://github.com/pyro-ppl/pyro/pull/3177
rerun newest black on entire repo by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3178
Preserve path to the file when rendering model by @LysSanzMoreta in https://github.com/pyro-ppl/pyro/pull/3186
Add conditional inverse and compose TransformModules by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3185
PyTorch Lightning example by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3189
Fix & update GMM tutorial by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3193
Fixing typos in infer.inspect by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3198
Bug fix about device of subsample in subsample_messenger.py by @hjnnjh in https://github.com/pyro-ppl/pyro/pull/3195
Dependency tracking tutorial by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3197
Make patch_dependency safer under dependency drift by @fritzo in https://github.com/pyro-ppl/pyro/pull/3204
Deprecate CorrLCholeskyTransform in favor of upstream CorrCholeskyTransform by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3199
VAE: Improved ELBO plots by @martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3205
Remove vestigial lines from pyro/init.py all by @fritzo in https://github.com/pyro-ppl/pyro/pull/3210
fix learning rate schedulers in PyTorch 2.0 (closes #3202) by @ilia-kats in https://github.com/pyro-ppl/pyro/pull/3207
Clear .unconstrained weakrefs before pickling; rebuild them more often by @fritzo in https://github.com/pyro-ppl/pyro/pull/3212
Add pl.Trainer args to argparse by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3217
Run CI with PyTorch 2.0 by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3192
make ProvenanceTensor behave more like a Tensor (closes #3218) by @ilia-kats in https://github.com/pyro-ppl/pyro/pull/3220
Bump version to 1.8.5 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3222

New Contributors

@thisiscam made their first contribution in https://github.com/pyro-ppl/pyro/pull/3125
@S163669 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3174
@felixschltr made their first contribution in https://github.com/pyro-ppl/pyro/pull/3177
@LysSanzMoreta made their first contribution in https://github.com/pyro-ppl/pyro/pull/3186
@hjnnjh made their first contribution in https://github.com/pyro-ppl/pyro/pull/3195
@martinrohbeck made their first contribution in https://github.com/pyro-ppl/pyro/pull/3205
@ilia-kats made their first contribution in https://github.com/pyro-ppl/pyro/pull/3207

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.4...1.8.5

1.8.4

1 year ago

Fixed

Allow torch>=2 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3164
fixed NaN with in log_prob corr < -1e-8 for SineBivariateVonMises by @OlaRonning in https://github.com/pyro-ppl/pyro/pull/3165
Allow registering of custom exception handlers for potential_fn computations by @Balandat in https://github.com/pyro-ppl/pyro/pull/3168

Added

Allow rendering of semisupervised models by @fritzo in https://github.com/pyro-ppl/pyro/pull/3159
Add GroupedNormalNormal distribution by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3163
Add make tutorial to docs CI workflow by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3012

New Contributors

@Balandat made their first contribution in https://github.com/pyro-ppl/pyro/pull/3168

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.3...1.8.4

1.8.3

1 year ago

What's Changed

rename custom_objectives_training.ipynb -> custom_objectives.ipynb by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3141
Expose Gaussian algorithms by @fritzo in https://github.com/pyro-ppl/pyro/pull/3145
fix_reverse_out_bound_quadratic_spline by @LiaoShiqi97 in https://github.com/pyro-ppl/pyro/pull/3140
Improve sequential_gaussian_filter_sample() by @fritzo in https://github.com/pyro-ppl/pyro/pull/3146
Add jitter to Cholesky factorization in Gaussian ops by @fritzo in https://github.com/pyro-ppl/pyro/pull/3151
Clean up handling of global settings by @fritzo in https://github.com/pyro-ppl/pyro/pull/3152
Add an option to stop PyroModules from sharing parameters by @eb8680 in https://github.com/pyro-ppl/pyro/pull/3149
Ensure compatibility with torch>=1.13 torchvision>=0.14 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3155
Adds min_stepsize and max_stepsize to HMC, avoiding infinite loop by @fritzo in https://github.com/pyro-ppl/pyro/pull/3157

New Contributors

@LiaoShiqi97 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3140

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.2...1.8.3

1.8.2

1 year ago

What's Changed

Fix nbshpinx rendering of tutorials by @fritzo in https://github.com/pyro-ppl/pyro/pull/3055
Modified docker file to use wget instead of curl by @Jayanth-kumar5566 in https://github.com/pyro-ppl/pyro/pull/3058
Updating Docker file to use Ubuntu 18.04 by @Jayanth-kumar5566 in https://github.com/pyro-ppl/pyro/pull/3059
Updated CUDA and base OS version by @Jayanth-kumar5566 in https://github.com/pyro-ppl/pyro/pull/3060
Fix contrib.funsor.Trace_EnumELBO model enumeration by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3063
Fix docstrings of distributions rendered on sphinx by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3064
Add test applying AutoNormal to two different models by @fritzo in https://github.com/pyro-ppl/pyro/pull/3065
Fix link in AIR tutorial by @dilaragokay in https://github.com/pyro-ppl/pyro/pull/3066
Numerically stabilize ProjectedNormal.log_prob() via erfc by @fritzo in https://github.com/pyro-ppl/pyro/pull/3071
fix documentation class names to VariationalSparseGP by @ivetasarfyova in https://github.com/pyro-ppl/pyro/pull/3076
fix Nystrom approximation equation indices by @ivetasarfyova in https://github.com/pyro-ppl/pyro/pull/3077
remove extraneous svi step call in documentation by @ivetasarfyova in https://github.com/pyro-ppl/pyro/pull/3078
Add type assertion for model_args and model_kwargs of render_model by @dilaragokay in https://github.com/pyro-ppl/pyro/pull/3083
Remove batch_expand helper function in air example by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3086
Fix a typo in air tutorial by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3087
Fix Nyström Typo by @adiehl96 in https://github.com/pyro-ppl/pyro/pull/3084
Use provenance tracking to compute downstream costs in TraceGraph_ELBO by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3081
Use : for param domain in render_model by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3097
store batch_shape as torch.Size object in MultivariateStudentT distribution by @flo-schu in https://github.com/pyro-ppl/pyro/pull/3099
Fix bound partial for python 3.10 by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3101
Fix _logmatmulexp comment by @fritzo in https://github.com/pyro-ppl/pyro/pull/3105
Fixing typos in enumeration tutorial by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3109
Expose docs for pyro.contrib.funsor.infer.infer_discrete by @fritzo in https://github.com/pyro-ppl/pyro/pull/3111
Update signature of sample in tutorial intro_long by @fraterenz in https://github.com/pyro-ppl/pyro/pull/3112
Allow autocorrelation() to run without MKL by @fritzo in https://github.com/pyro-ppl/pyro/pull/3113
Fix multinomial_goodness_of_fit printing by @fritzo in https://github.com/pyro-ppl/pyro/pull/3115
Numerically stabilize autocorrelation() by @fritzo in https://github.com/pyro-ppl/pyro/pull/3114
Implement NanMaskedNormal, NanMaskedMultivariateNormal by @fritzo in https://github.com/pyro-ppl/pyro/pull/3116
Fix links in workflow tutorial by @fritzo in https://github.com/pyro-ppl/pyro/pull/3119
Implement Resamper for interactive prior tuning by @fritzo in https://github.com/pyro-ppl/pyro/pull/3118
fix entropy term in distributions.py (wrong isinstance check) by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3120
Custom loss documentation by @e-pet in https://github.com/pyro-ppl/pyro/pull/3122
Fix model_7 in examples/contrib/funsor/hmm.py by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3126
Fix memory leak in TraceEnumELBO by @fehiepsi in https://github.com/pyro-ppl/pyro/pull/3131
Bump version to 1.8.2 by @fritzo in https://github.com/pyro-ppl/pyro/pull/3135

New Contributors

@Jayanth-kumar5566 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3058
@dilaragokay made their first contribution in https://github.com/pyro-ppl/pyro/pull/3066
@ivetasarfyova made their first contribution in https://github.com/pyro-ppl/pyro/pull/3076
@adiehl96 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3084
@flo-schu made their first contribution in https://github.com/pyro-ppl/pyro/pull/3099
@fraterenz made their first contribution in https://github.com/pyro-ppl/pyro/pull/3112
@e-pet made their first contribution in https://github.com/pyro-ppl/pyro/pull/3122

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.1...1.8.2

1.8.1

2 years ago

Breaking changes

Update to PyTorch 1.11.0 in https://github.com/pyro-ppl/pyro/pull/3045
Drop support for Python 3.6 in https://github.com/pyro-ppl/pyro/pull/3047

New features

New tutorial on Bayesian workflow, with a SARS-CoV-2 running example in https://github.com/pyro-ppl/pyro/pull/2977
Render parameters in render_model() @karm-patel in https://github.com/pyro-ppl/pyro/pull/3039
Distributions:
- Add LogNormalNegativeBinomial distribution by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3010
- Implement DiscreteHMM.sample() by @fritzo in https://github.com/pyro-ppl/pyro/pull/3050
- Parallelized DiscreteHMM.sample() by @ordabayevy in https://github.com/pyro-ppl/pyro/pull/3053
- Add missing docs for ProjectedNormal parameter in https://github.com/pyro-ppl/pyro/pull/3009
- Support 4D ProjectedNormal distribution in https://github.com/pyro-ppl/pyro/pull/3011

Misc changes

fix docstring in repeated_matmul by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/2999
use more conservative learning rate in bart.py by @martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3002
Clarified comments in minipyro.py to fix #3003 by @luiarthur in https://github.com/pyro-ppl/pyro/pull/3004
Update black formatting by @fritzo in https://github.com/pyro-ppl/pyro/pull/3020
Closes #3016 by @nipunbatra in https://github.com/pyro-ppl/pyro/pull/3017
Fix timeseries tutorial link by @fritzo in https://github.com/pyro-ppl/pyro/pull/3021
Some documentation improvements to MLE_MAP and SVI_P by @nipunbatra in https://github.com/pyro-ppl/pyro/pull/3022
Improvements to GP tutorial by @nipunbatra in https://github.com/pyro-ppl/pyro/pull/3027
change sample to param statements in guides by @dhudsmith in https://github.com/pyro-ppl/pyro/pull/3042
Added type assertion for better code clarity by @GautamV234 in https://github.com/pyro-ppl/pyro/pull/3036
add GitHub URL for PyPi by @andriyor in https://github.com/pyro-ppl/pyro/pull/3038

New Contributors

@luiarthur made their first contribution in https://github.com/pyro-ppl/pyro/pull/3004
@nipunbatra made their first contribution in https://github.com/pyro-ppl/pyro/pull/3017
@dhudsmith made their first contribution in https://github.com/pyro-ppl/pyro/pull/3042
@GautamV234 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3036
@karm-patel made their first contribution in https://github.com/pyro-ppl/pyro/pull/3039
@andriyor made their first contribution in https://github.com/pyro-ppl/pyro/pull/3038

Full Changelog: https://github.com/pyro-ppl/pyro/compare/1.8.0...1.8.1

1.8.0

2 years ago

New features and improvements

New Tutorials
- Introduction to Pyro, a completely new intro tutorial #2991
- Logistic growth models of SARS-CoV-2, #2982
- SCANVI for single cell transcriptomics, #2975
- Model rendering #2962
Added pyro.render_model() to visualize model structure #2962 (based on @ordabayevy's ProvenanceTensor and numpyr.render_model())
Autoguides
- Improve parametrization of AutoMultivariateNormal #2972, #2963
- Added a new class of effect-based guides including AutoNormalMessenger, AutohierarchicalNormalMessenger, and AutoRegressiveMessenger #2953, #2955 (thanks to @vitkl)
- Added an AutoGaussian, similar to AutoMultivariateNormal, but with sparse precision matrix factorization based on dependency structure in the model.
Added sampling functions to the MuE missing data discrete HMM #2898
Added a PositivePowerTransform for positive-valued variables #2904

1.7.0

2 years ago

New features

Update to PyTorch 1.9 #2887
A StreamingMCMC class for high-dimensional Bayesian inference using NUTS or HMC, thanks to @mtsokol #2857 . StreamingMCMC is a drop-in replacement for MCMC that avoids storing samples during inference by streamingly computing statistics such as mean, variance, and r_hat. You can define your own statistics using the pyro.ops.streaming module by either composing existing statistics or defining your own subclass of StreamingStats #2856 .
Make poutine.reparam compatible with initialization logic in autoguides and MCMC #2876 . Previously you needed to manually transform the value in init_to_value() when using a reparametrizer. In Pyro 1.7 you can specify a single init_to_value() output that should work regardless of whether your model is transformed by a reparametrizer. Note this involves a major refactoring of the Reparam interface, namely replacing .call() with .apply(). If you have defined custom reparametrizers using .__call__() you should refactor them before the next Pyro release.
Add an AutoStructured guide with flexible distributions, sparse flexible dependencies among latent variables, and support for reparametrization #2812 . This autoguide is somewhere between AutoNormal and AutoIAFNormal+NeuTraReparam. Like AutoNormal this guide is interpretable and structured. Like NeuTraReparam this guide is flexible and can be used to improve geometry for subsequent inference via HMC or NUTS.
New directional distributions thanks to @OlaRonning
- SinSkewedToroidal #2826
- SinBivariateVonMises #2821
New distributions over genetic and amino acid sequences, thanks to @EWeinstein #2728 (see https://www.biorxiv.org/content/10.1101/2020.07.31.231381v2)
New distributions with exponential tails
- Logistic #2895
- SkewLogistic #2874
- AsymmetricLaplace #2850
- SoftLaplace #2791
- SoftAsymmetricLaplace #2872
Add AutoGuideList.quantiles() thanks to @vitkl #2896
Allow saving a subset of variables in MCMC via the save_params option, which can save memory #2793
Add a sample option to pyro.contrib.funsor.infer_discrete #2789

New tutorials

A predictive and deterministic tutorial thanks to @mtsokol #2852
ProfileHMM with MuE by @EWeinstein #2728
Factor MuE and Probabilistic PCA by @EWeinstein #2728
Add @ordabayevy's trick to the enumeration tutorial #2892
Enhance the LDA tutorial #2790

Bug fixes

Fix poutine.do to avoid duplicate entries in cond_indep_stack #2846
Fix infer.csis to ignore unused gradients, thanks to @fshipy #2828
Catch NAN values in TraceENUM_ELBO grads #2782

Breaking changes

Simplify param names in callable optim configs #2814
Switch to softplus transform when using autoguide scales, thanks to experiments performed by @vitkl #2823

Ceanup

Start using mypy for type checking, thanks to @kamathhrishi #2853 #2858
Start using black code formatter #2891

1.6.0

3 years ago

Breaking changes

Update to PyTorch 1.8 release (required).
Enable validation by default #2701. To disable globally call pyro.enable_validation(False); or disable locally to one distribution via e.g. Normal(loc, scale, validate_args=False).
Switch from LKJCorrCholesky distribution to upstream LKJCholesky distribution #2771.

New Tutorials

Product LDA for probabilistic topic modeling #2729.

New features

Support masked conditioning via pyro.sample(..., obs_mask=...) #2772.
Distributions:
- Added a Distribution.infer_shapes() method for static shape analysis #2739.
- Added ProjectedNormal for circular and spherical data (with more functionality than VonMises) #2736.
- Added AffineBeta distribution over arbitrary intervals #2735 by @ordabayevy.
- Added SpanningTree properties .mode, .edge_mean #2727
- Added OneOneMatching and OneTwoMatching distributions to approximately marginalize over bipartite matchings #2707, #2697.
Reparametrizers:
- Added ProjectedNormalReparam for inference with ProjectedNormal distributions #2736.
- Support more batch distributions in HaarReparam #2731.
Constraints:
- Added a Constraint.event_dim property #2753.
- Added positive_ordered_vector, corr_matrix #2762
- Added sphere #2736.
- Added softplus_positive and softplus_lower_cholesky constraints with numerically stable SoftplusTransform and SoftplusLowerCholeskyTransform #2767.
Added a TraceMarkovEnum_ELBO and VectorizedMarkovMessenger for parallel scan enumeration #2703, #2703 by @ordabayevy.
Added an experimental autoname handler #2745 by @ordabayevy.
Added goodness of fit tests for testing new distribution implementations #2738.
Support MaskedDistribution in contrib.forecast #2709.

Bugfixes

Many fixes to distribution shapes #2759, #2746, #2739.
Detach AutoGuide.median() and .quantiles() methods #2743.