pyro-ppl / pyro-ppl/numpyro

Automatic structured variational inference

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enhancement help wanted
Dominant language
Python
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Description

Hey all,

would be nice if there was an implementation of Automatic structured variational inference in NumPyro (unless it is already there and I am not seeing it).

A TFP implementation already exists here. If you think this makes sense, I could give it a try.

Cheers,
Simon

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First steps

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  3. Fork the repository and make your change on a branch.
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Research direction

Start by reading the linked automatic structured variational inference paper and comparing its requirements with the linked TensorFlow Probability implementation. Define the NumPyro integration surface and verification criteria before implementing; done means the requested inference method is available in NumPyro.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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