Use dependencies in the AutoReparam strategy #2966
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fritzo
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Nov 10, 2021
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| # TODO reparametrize only if parameters are variable. We might guess | ||
| # based on whether parameters are differentiable, .requires_grad. See | ||
| # https://github.com/pyro-ppl/pyro/pull/2824 | ||
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This PR resolves this TODO
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This attempts to apply
LocScaleReparaminAutoReparamonly for latent variables whose prior distributions depends on upstream variables. In case the prior has fixed parameters, there is no need to reparametrize, and reparametrizing introduces unnecessary complexity and obfuscation.This first attempt is blocked by nuances in the interaction of
get_dependencies()withAutoReparam(), since the model's latent variables are determined only dynamically, but they want to use dependencies to determine strategy. The fix may involve subtler use ofProvenanceTensor🤔