In particular, note how sample_pixel_locations needs knowledge of num_particles, width and height and is accessing these variables from the global scope, which is not ideal. For these distributions, the shapes of .sample() and .log_prob(x) differ: In Pyro you can treat a univariate distribution as multivariate by calling the .to_event(n) property where n is the number of batch dimensions (from the right) to declare as dependent. Complete with stainless tray. This is done by wrapping the contents of model/guide inside an outermost pyro.plate context. Calls the stochastic function fn with additional side-effects depending useful warnings and errors, e.g. the output. Use .expand() to draw a batch of samples, or rely on plate to expand automatically. single random batch of indices of size subsample_size and scales all Multivariate distributions have nonempty .event_shape. This helps keep tensors small and computation cheap.
However this broadcasting is equivalent to hand-annotated .expand() statements. This is analogous to d-separation in graphical models: it is always safe to add edges and assume variables may be dependent (i.e. Pyro QC Pak Microplates (also called “microtitre,” “microtiter ®,” or “micro titration” plates) provide a rapid way to analyze large numbers of tests. a callable which returns a sampled module.
© Copyright 2017-2018, Uber Technologies, Inc. # We'll ue this helper to check our models are correct. Enable or disable validation checks in Pyro.
We will demonstrate this using model4 from the previous section. independent within the context. This time we’ll map out three types of dimensions: enumeration dimensions on the left (Pyro takes control of these), batch dimensions in the middle, and event dimensions on the right. Pyro-Plate - 120 volts, 60 cycles, 65 watts.
Pyro Tools, Seasonal Fireworks, Rocket Tools, Comet Pumps, Star Pumps, Ball Milling, Press Tools, Star Plates. Context manager that is useful when temporarily enabling/disabling An example of an independent dimension is the index over data in a minibatch: each datum should be independent of all others. To avoid conflicting with other dimensions that we want to use for plates, we need to declare a budget of the maximum number of tensor dimensions we’ll use. Inference algorithms can then take advantage of this independence to e.g. pyro.plate also helps in code modularization because model components can be written agnostic of the plate contexts in which they may subsequently get embedded in. torch.arange(0, size). To subsample data, you need to inform Pyro of both the original data size and the subsample size; Pyro will then choose a random subset of data and yield the set of indices. Starting with Pyro 0.2 you can additionally nest plates, e.g. This is especially useful if you’re working in a REPL.
# The second trick is to index using ellipsis slicing. extended discussion.
Returns a distribution (callable) over nn.Module`s, which Two tricks help: broadcasting and ellipsis slicing. Pyro 0.2 introduces the ability to enumerate discrete latent variables in parallel.
A reusabe context manager yielding a single 1-dimensional to widen the model class), but it is unsafe to assume
Let’s look at a contrived model to see how these work in practice. TraceEnum_ELBO).
The second argument to pyro.plate, i.e.
This lets Pyro auto-parallelize.
# to the left of the "num_particles" plate dim. within an plate context is conditionally independent: Additionally, plate can take advantage of the conditional # This version declares vectorized independence: # This version subsamples data in vectorized way: # This wraps a user-defined subsampling method for use in pyro: # This reuses two different independence contexts. (3 month warranty) You don't use a star plate every single day, so why spend hundreds of dollars on a large-pin plate when you only need to press a few stars? torch.Tensor of indices. rather than a function, and users must guarantee that all computation a sequence of values.
Usually Pyro can determine this budget on its own (it runs the (model,guide) pair once and record what happens), but in case of dynamic model structure you may need to declare max_plate_nesting manually.
While you work with Pyro programs, keep in mind that samples have shape batch_shape + event_shape, whereas .log_prob(x) values have shape batch_shape. allows the user to save and load modules. The simplest distribution shape is a single univariate distribution.
this off for mature models.
Finally if you want to mix and match plates for e.g. For example univariate distributions have empty event shape (because each number is an independent event). Use my_dist.to_event(1) to declare a dimension as dependent. Distributions can be batched by passing in batched parameters. # The first trick is to broadcast. Samples are typically on the order of a few hundred µL, and a large number of plates can be measured in a short period of time. upon calling returns a sampled `nn.Module. plate can be used either sequentially as a generator or in parallel as on name and the enclosing context (e.g. We can draw a similar map of the tensor dimensions: To automatically examine this model with enumeration semantics, we can create an enumerated trace and then use Trace.format_shapes(): It can be tricky to write Pyro models that correctly handle parallelized sample sites.
Because the dependent random variables define probability together, the .log_prob() method only produces a single number for each event of shape .event_shape. inference algorithms that the variables being indexed are conditionally Modularizing the model code into components is a common practice, and helps with maintainability of large models. This tutorial introduces Pyro’s organization of tensor dimensions. (Note that the log_prob shape will be broadcast up to contain both validation checks. construct lower variance gradient estimators or to enumerate in linear space rather than exponential space. In our particular example, Bernoulli(p_x) has an empty batch shape which is universally broadcastable. Distribution .log_prob(x).shape == batch_shape (but not event_shape!). a context manager (formerly irange and iarange, respectively). This works with or without enumeration.
see Parameters. It is helpful to visualize the .shapes of each sample site by aligning them at the boundary between batch_shape and event_shape: dimensions to the right will be summed out in .log_prob() and dimensions to the left will remain.
arguments and support values, etc. Lazy replacement for torch.jit.trace() that works with
See Intro I and
The existing batch_shape of the sample site must be broadcastable with the size of the pyro.plate contexts. Sequential plate is similar to range() in that it generates
The actual compilation artifact is stored in the compiled attribute of
algorithms to scale various computed values.
plate differs from torch.arange() in that it also informs the optional size argument needs to be provided for implicit broadasting, so that it can infer the batch shape requirement for each of the sample sites. Distributions over vectors like MultivariateNormal have len(event_shape) == 1.
Indices over .batch_shape denote conditionally independent random variables, whereas indices over .event_shape denote dependent random variables (ie one draw from a distribution). Our convenient 20, 25, or 30 pin plates are compact for easy storage, and reasonably priced so they won't break the bank. See the Bayesian Regression tutorial yields an array of indices by which other tensors can be indexed. To use parallel enumeration, Pyro needs to allocate tensor dimension that it can use for enumeration. This is only correct if all computation is conditionally Distributions over matrices like InverseWishart have len(event_shape) == 2. # ind is a LongTensor that indexes the subsample.
------+--------------+-------------+------------, # within this context, batch dimension -1 is independent, # within this context, batch dimensions -2 and -1 are independent, # within this context, batch dimension -2 is independent, # within this context, batch dimension -3 is independent, # within this context, batch dimensions -3 and -2 are independent, # batch_shape == () event_shape == (), # batch_shape == () event_shape == (2,), # batch_shape == (2,) event_shape == (), # batch_shape == (3,) event_shape == (4,5), # batch_shape == (3,1) event_shape == (), # batch_shape == (2,1,1) event_shape == (), # batch_shape == (2,3,1) event_shape == (), # batch_shape == (2,3,1) event_shape == (5,), # optional, but allows printing of log_prob shapes. Note the following changes to the code from earlier: For the purpose of this example, we will only consider “parallel” enumeration, but broadcasting should work as expected without enumeration or with “sequential” enumeration. Pyro models can use the context manager pyro.plate to declare that certain batch dimensions are independent.
Pyro functions that call pyro.param().
Second it simplifies the code a bit since we don’t need a plate (see below) as in. Clears the ParamStore. You’ll need to ensure that batch_shape is carefully controlled by either trimming it down with .to_event(n) or by declaring dimensions as independent via pyro.plate.
Let’s see how this works in practice. In practice Pyro’s SVI inference algorithm uses reparameterized gradient estimators for Normal distributions so both gradient estimators have the same performance.
Let’s take a closer look at those dimensions. independence assumptions by subsampling the indices and informing inference Note how simple it is to achieve parallelization via tensorized operations using pyro.plate! If 0 < subsample_size <= size this yields a
When debugging, examine all shapes in a trace using Trace.format_shapes(). Vectorized plate is similar to torch.arange() in that it yields … Revision ef8d1d90.
Takes a torch.nn.Module and registers its parameters with the ParamStore. # Note that the shapes of these sites depend on whether Pyro is enumerating. Vectorized plate is similar to torch.arange() in that it
Saves the variable as a parameter in the param store. Broadcasting to allow Parallel Enumeration, PyTorch Tensors have a single .shape attribute, but Distributions have two shape attributions with special meaning: .batch_shape and .event_shape. Call diagnostic methods on this attribute. To do this, plate is a provided as context manager Intro II for a discussion. Another way to batch distributions is via the .expand() method. # ...do conditionally independent stuff with ind... # This version declares sequential independence and subsamples data: # Control flow in this example prevents vectorization. for an example. trace.nodes['d']['log_prob'].shape == (2, 1, 1, 1, 5, 4).). narrowing the model class so the true model lies outside of the class, as in mean field). Since some of these checks may be expensive, we recommend turning JAX is a US-based industrial lubricant manufacturer with expertise formulating high-performance synthetic lubricants, fleet and heavy-duty lubricants, industrial lubricants and biodegradable and food-grade lubricants. To examine the shapes of sample sites in a program automatically, you can trace the program and use the Trace.format_shapes() method, which prints three shapes for each sample site: the distribution shape (both site["fn"].batch_shape and site["fn"].event_shape), the value shape (site["value"].shape), and if log probability has been computed also the log_prob shape (site["log_prob"].shape): One of the main uses of plate is to subsample data.