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miscellaneous elbo/test cleanup#939

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jpchen merged 4 commits intodevfrom
misc_cleanup
Mar 27, 2018
Merged

miscellaneous elbo/test cleanup#939
jpchen merged 4 commits intodevfrom
misc_cleanup

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@martinjankowiak
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@martinjankowiak martinjankowiak commented Mar 27, 2018

  • fattened docstrings for trace_elbo and tracegraph_elbo
  • removed tests/distributions/test_transformed_distribution.py
    this shouldn't be needed anymore. please confirm @neerajprad @fritzo
  • removed lognormal tests in test_inference.py and test_tracegraph_elbo.py whose main
    purpose in life was to test transformeddistribution
  • reduced number of @pytest.mark.parametrize args in test_elbo_mapdata.py

closes #816

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Thanks for adding docstrings now that these show up on pyro.ai (after we fix sphinx bugs...)

Comment thread pyro/infer/trace_elbo.py Outdated
non-reparameterizable random variables are present. The Rao-Blackwellization is
partial in that it only uses conditional independence information that is marked
by :class:`~pyro.iarange` contexts. For more fine-grained Rao-Blackwellization,
see :class:`TraceGraph_ELBO`.
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Thanks for adding nice links! I think you'll need to be explicit about the module:

:class:`~pyro.infer.tracegraph_elbo.TraceGraph_ELBO`

Comment thread pyro/infer/tracegraph_elbo.py Outdated
used to reduce the variance of the gradient estimator.
and guide as well as baselines for non-reparameterizable random variables.
Where possible, conditional dependency information as recorded in the
:class:`Trace` is used to reduce the variance of the gradient estimator.
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ditto:

:class:`~pyro.poutine.trace.Trace`

Comment thread pyro/infer/tracegraph_elbo.py Outdated
used to reduce variance:
- the sequential order of samples (z is sampled after y => y does not depend on z)
- :class:`~pyro.iarange` contexts
- :class:`~pyro.irange` contexts
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nit: 'generators' (rather than 'contexts')?

:class:`~pyro.poutine.trace.Trace` is used to reduce the variance of the gradient estimator.
In particular three kinds of conditional dependency information are
used to reduce variance:
- the sequential order of samples (z is sampled after y => y does not depend on z)
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backtick variables

@jpchen jpchen merged commit 2c0c155 into dev Mar 27, 2018
@jpchen jpchen deleted the misc_cleanup branch April 12, 2018 05:12
neerajprad pushed a commit to neerajprad/pyro that referenced this pull request May 17, 2018
* first commit

* typo

* typo#2

* address comments
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tracegraph_elbo related cleanup

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