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  • Pyro Discussion Forum
    Forum For Pyro Developers
  • Mini batching with Bayesian GPLVM - Pyro Discussion Forum
    Trying to define mini-batch logic for Bayesian GPLVM training but unsuccessful so far following the suggestions in this older thread: Pyro Bayesian GPLVM SVI with minibatching So the suggestion in this thread is to use: X_minibatch = pyro sample(…, dist Normal(x_loc[minibatch_indices], x_scale[minibatch_indices])) y_minibatch = y[minibatch_indices] self base_model set_data(X_minibatch, y
  • Initialize each chain of MCMC separately - forum. pyro. ai
    Hi! I am running NUTS in a setting where data increases over time What I would like to do is to is to initialize the new chains with the last sample from each of the previous chains This works fine when I only have one chain as I can extract the last sample and use init_strategy = numpyro infer util init_to_value(values=lastsample) in my NUTS kernel This approach does not work for multiple
  • Batch processing numpyro models using Ray - forum. pyro. ai
    Hello again, Related post: Batch processing Pyro models so cc: @fonnesbeck as I think he’ll be interested in batch processing Bayesian models anyway I want to run lots of numpyro models in parallel I created a new post because: this post uses numpyro instead of pyro I’m doing sampling instead of SVI I’m using Ray instead of Dask that post was 2021 I’m running a simple Neal’s funnel
  • Variational Inference for Dirichlet process clustering - Pyro . . .
    Hi there! This is my first time using Pyro so I am very excited to see what I can built with it 🙂 Specifically, I am trying to do finite Dirichlet Process clustering with Variational Inference I want to generalize this into a Chinese Restaurant Process involving an “infinite” number of states But for now, I am just generating 1-D data from 3 Gaussians with proportions given by a
  • Sparse variational GP: do we need to provide entire dataset at . . .
    Hi, I’m new to this forum While trying to use Sparse variational GP (and later on Deep GP) with Pyro, I had some questions Would appreciate if somebody can help! I’m working with large datasets that cannot be loaded into memory, so I am using the mini-batch training by following examples from here Inferences for Deep Gaussian Process models in Pyro | fehiepsi's blog However, the GP API
  • Will Automatic Relevance Detection Improve Model - forum. pyro. ai
    Hey guys, This is more of a general Bayesian Statistics question Here is a reference to the 8-schools example in Numpyro: Numpyro Eight Schools In the bayesian statistics literature it seems to have become popular to use priors that look like this: The idea is that having a different lam_i for each predictor will allow the model to automatically remove the predictors that don’t have
  • ClippedAdam Gradient Explosion - Misc. - Pyro Discussion Forum
    I am using pyro optim ClippedAdam and have tried clip_norm = 0 00001, 1 0, 10 and a bunch of values in between, but the gradients are always regardless and don’t appear to change when I change the clip_norm
  • Incorporating uncertainties on observations (x_is) - forum. pyro. ai
    I am pretty new to Pyro and working on getting my first variational Bayesian logistic regression model to give reasonable results This post is looking ahead a bit to something I would like to do in Pyro I have a gig economy use case in which different feature observations have wildly different statistical uncertainties





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