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1.3.1

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@fehiepsi fehiepsi released this 07 Apr 02:08
· 553 commits to dev since this release
05d27a1

New features

  • A new Spline transform which implements element-wise rational spline bijections of linear order.
  • A new ConditionalAffineCoupling transform which implements the affine coupling layer of RealNVP that conditions on an additional context variable.

Enhancements to the pyro.contrib.forecast module

  • Support drawing samples in batches.
  • Add walltime to backtest to measure performance of model training and forecasting.
  • Support more likelihood distributions: Geometric, NegativeBinomial, ZeroInflatedNegativeBinomial.

Bug fixes

  • #2399 raises an error when HMC/NUTS is used for a model with subsampling.
  • #2390 makes PyroModule compatible with torch.nn.RNN.
  • #2388 allows unused params in CSIS inference.
  • #2384 fixes some caching issues in calculation of log_abs_det_jacobian of TransformModules
  • #2365 fixes a naming bug in LocScaleReparam whereby all loc-scale reparameterized sites shared a single centeredness parameter.
  • #2355 makes jit_compile=True flag in HMC/NUTS work for models with pyro.param statements.