Add median to batched auto-guides.

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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Closed tillahoffmann closed 4 months ago

tillahoffmann commented 4 months ago

This RP adds the median method to batched auto-guides AutoBatchedMultivariateNormal and AutoBatchedLowRankMultivariateNormal.

Thank you for taking the time to review my recent PRs!