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Example: Mini Pyro¶
import argparse
import torch
from pyroapi import distributions as dist
from pyroapi import infer, optim, pyro, pyro_backend
from torch.distributions import constraints
import funsor
from funsor.montecarlo import MonteCarlo
def main(args):
funsor.set_backend("torch")
# Define a basic model with a single Normal latent random variable `loc`
# and a batch of Normally distributed observations.
def model(data):
loc = pyro.sample("loc", dist.Normal(0.0, 1.0))
with pyro.plate("data", len(data), dim=-1):
pyro.sample("obs", dist.Normal(loc, 1.0), obs=data)
# Define a guide (i.e. variational distribution) with a Normal
# distribution over the latent random variable `loc`.
def guide(data):
guide_loc = pyro.param("guide_loc", torch.tensor(0.0))
guide_scale = pyro.param(
"guide_scale", torch.tensor(1.0), constraint=constraints.positive
)
pyro.sample("loc", dist.Normal(guide_loc, guide_scale))
# Generate some data.
torch.manual_seed(0)
data = torch.randn(100) + 3.0
# Because the API in minipyro matches that of Pyro proper,
# training code works with generic Pyro implementations.
with pyro_backend(args.backend), MonteCarlo():
# Construct an SVI object so we can do variational inference on our
# model/guide pair.
Elbo = infer.JitTrace_ELBO if args.jit else infer.Trace_ELBO
elbo = Elbo()
adam = optim.Adam({"lr": args.learning_rate})
svi = infer.SVI(model, guide, adam, elbo)
# Basic training loop
pyro.get_param_store().clear()
for step in range(args.num_steps):
loss = svi.step(data)
if args.verbose and step % 100 == 0:
print(f"step {step} loss = {loss}")
# Report the final values of the variational parameters
# in the guide after training.
if args.verbose:
for name in pyro.get_param_store():
value = pyro.param(name).data
print(f"{name} = {value.detach().cpu().numpy()}")
# For this simple (conjugate) model we know the exact posterior. In
# particular we know that the variational distribution should be
# centered near 3.0. So let's check this explicitly.
assert (pyro.param("guide_loc") - 3.0).abs() < 0.1
if __name__ == "__main__":
parser = argparse.ArgumentParser(description="Minipyro demo")
parser.add_argument("-b", "--backend", default="funsor")
parser.add_argument("-n", "--num-steps", default=1001, type=int)
parser.add_argument("-lr", "--learning-rate", default=0.02, type=float)
parser.add_argument("--jit", action="store_true")
parser.add_argument("-v", "--verbose", action="store_true")
args = parser.parse_args()
main(args)