pyro-ppl / pyro-ppl/numpyro

[FR] make DiscreteHMCGibbs plate aware

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enhancement
Dominant language
Python
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Description

afaik DiscreteHMCGibbs does not make use of plate information when computing Gibbs updates for discrete latent variables. it would be nice to support this, as leveraging this information can make Gibbs steps exponentially cheaper

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start in numpyro/infer/hmc_gibbs.py at DiscreteHMCGibbs and trace how Gibbs updates are computed for discrete latent variables. Determine how plate information should affect those updates; done when plated variables can use that information to make Gibbs steps cheaper.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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