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pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
https://num.pyro.ai
Apache License 2.0
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A tutorial for Automatic Partial centering of model using LocScaleReparam #1635

Closed Madhav-Kanda closed 1 year ago

Madhav-Kanda commented 1 year ago

Hi, I wonder if I could contribute an example/tutorial for doing automatic partial centering of the model using LocScaleReparam based on Automatic Reparameterisation of Probabilistic Programs. I could not find any example/tutorial that guides how to use LocScalReparam along with SVI to get centeredness between 0 & 1 and consequently reparameterizing the model accordingly. Let me know what you think.

fehiepsi commented 1 year ago

Yes, please feel free to contribute. Thanks, @Madhav-Kanda!