Poutine (Effect handlers)¶
Beneath the builtin inference algorithms, Pyro has a library of composable effect handlers for creating new inference algorithms and working with probabilistic programs. Pyro’s inference algorithms are all built by applying these handlers to stochastic functions.
Handlers¶
Poutine is a library of composable effect handlers for recording and modifying the behavior of Pyro programs. These lowerlevel ingredients simplify the implementation of new inference algorithms and behavior.
Handlers can be used as higherorder functions, decorators, or context managers to modify the behavior of functions or blocks of code:
For example, consider the following Pyro program:
>>> def model(x):
... s = pyro.param("s", torch.tensor(0.5))
... z = pyro.sample("z", dist.Normal(x, s))
... return z ** 2
We can mark sample sites as observed using condition
,
which returns a callable with the same input and output signatures as model
:
>>> conditioned_model = poutine.condition(model, data={"z": 1.0})
We can also use handlers as decorators:
>>> @pyro.condition(data={"z": 1.0})
... def model(x):
... s = pyro.param("s", torch.tensor(0.5))
... z = pyro.sample("z", dist.Normal(x, s))
... return z ** 2
Or as context managers:
>>> with pyro.condition(data={"z": 1.0}):
... s = pyro.param("s", torch.tensor(0.5))
... z = pyro.sample("z", dist.Normal(0., s))
... y = z ** 2
Handlers compose freely:
>>> conditioned_model = poutine.condition(model, data={"z": 1.0})
>>> traced_model = poutine.trace(conditioned_model)
Many inference algorithms or algorithmic components can be implemented in just a few lines of code:
guide_tr = poutine.trace(guide).get_trace(...)
model_tr = poutine.trace(poutine.replay(conditioned_model, trace=guide_tr)).get_trace(...)
monte_carlo_elbo = model_tr.log_prob_sum()  guide_tr.log_prob_sum()

block
(fn=None, hide_fn=None, expose_fn=None, hide=None, expose=None, hide_types=None, expose_types=None)[source]¶ This handler selectively hides Pyro primitive sites from the outside world. Default behavior: block everything.
A site is hidden if at least one of the following holds:
hide_fn(msg) is True
or(not expose_fn(msg)) is True
msg["name"] in hide
msg["type"] in hide_types
msg["name"] not in expose and msg["type"] not in expose_types
hide
,hide_types
, andexpose_types
are allNone
For example, suppose the stochastic function fn has two sample sites “a” and “b”. Then any effect outside of
BlockMessenger(fn, hide=["a"])
will not be applied to site “a” and will only see site “b”:>>> def fn(): ... a = pyro.sample("a", dist.Normal(0., 1.)) ... return pyro.sample("b", dist.Normal(a, 1.)) >>> fn_inner = trace(fn) >>> fn_outer = trace(block(fn_inner, hide=["a"])) >>> trace_inner = fn_inner.get_trace() >>> trace_outer = fn_outer.get_trace() >>> "a" in trace_inner True >>> "a" in trace_outer False >>> "b" in trace_inner True >>> "b" in trace_outer True
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 hide_fn – function that takes a site and returns True to hide the site or False/None to expose it. If specified, all other parameters are ignored. Only specify one of hide_fn or expose_fn, not both.
 expose_fn – function that takes a site and returns True to expose the site or False/None to hide it. If specified, all other parameters are ignored. Only specify one of hide_fn or expose_fn, not both.
 hide – list of site names to hide
 expose – list of site names to be exposed while all others hidden
 hide_types – list of site types to be hidden
 expose_types – list of site types to be exposed while all others hidden
Returns: stochastic function decorated with a
BlockMessenger

broadcast
(fn=None)[source]¶ Automatically broadcasts the batch shape of the stochastic function at a sample site when inside a single or nested plate context. The existing batch_shape must be broadcastable with the size of the
plate
contexts installed in the cond_indep_stack.Notice how model_automatic_broadcast below automates expanding of distribution batch shapes. This makes it easy to modularize a Pyro model as the subcomponents are agnostic of the wrapping
plate
contexts.>>> def model_broadcast_by_hand(): ... with IndepMessenger("batch", 100, dim=2): ... with IndepMessenger("components", 3, dim=1): ... sample = pyro.sample("sample", dist.Bernoulli(torch.ones(3) * 0.5) ... .expand_by(100)) ... assert sample.shape == torch.Size((100, 3)) ... return sample
>>> @poutine.broadcast ... def model_automatic_broadcast(): ... with IndepMessenger("batch", 100, dim=2): ... with IndepMessenger("components", 3, dim=1): ... sample = pyro.sample("sample", dist.Bernoulli(torch.tensor(0.5))) ... assert sample.shape == torch.Size((100, 3)) ... return sample

condition
(fn=None, data=None)[source]¶ Given a stochastic function with some sample statements and a dictionary of observations at names, change the sample statements at those names into observes with those values.
Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2
To observe a value for site z, we can write
>>> conditioned_model = condition(model, data={"z": torch.tensor(1.)})
This is equivalent to adding obs=value as a keyword argument to pyro.sample(“z”, …) in model.
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 data – a dict or a
Trace
Returns: stochastic function decorated with a
ConditionMessenger

do
(fn=None, data=None)[source]¶ Given a stochastic function with some sample statements and a dictionary of values at names, set the return values of those sites equal to the values as if they were hardcoded to those values and introduce fresh sample sites with the same names whose values do not propagate.
Composes freely with
condition()
to represent counterfactual distributions over potential outcomes. See Single World Intervention Graphs [1] for additional details and theory.Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2
To intervene with a value for site z, we can write
>>> intervened_model = pyro.poutine.do(model, data={"z": torch.tensor(1.)})
This is equivalent to replacing z = pyro.sample(“z”, …) with z = torch.tensor(1.) and introducing a fresh sample site pyro.sample(“z”, …) whose value is not used elsewhere.
References
 [1] Single World Intervention Graphs: A Primer,
 Thomas Richardson, James Robins
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 data – a
dict
mapping sample site names to interventions
Returns: stochastic function decorated with a
DoMessenger

enum
(fn=None, first_available_dim=None)[source]¶ Enumerates in parallel over discrete sample sites marked
infer={"enumerate": "parallel"}
.Parameters: first_available_dim (int) – The first tensor dimension (counting from the right) that is available for parallel enumeration. This dimension and all dimensions left may be used internally by Pyro. This should be a negative integer.

escape
(fn=None, escape_fn=None)[source]¶ Given a callable that contains Pyro primitive calls, evaluate escape_fn on each site, and if the result is True, raise a
NonlocalExit
exception that stops execution and returns the offending site.Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 escape_fn – function that takes a partial trace and a site, and returns a boolean value to decide whether to exit at that site
Returns: stochastic function decorated with
EscapeMessenger

infer_config
(fn=None, config_fn=None)[source]¶ Given a callable that contains Pyro primitive calls and a callable taking a trace site and returning a dictionary, updates the value of the infer kwarg at a sample site to config_fn(site).
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 config_fn – a callable taking a site and returning an infer dict
Returns: stochastic function decorated with
InferConfigMessenger

lift
(fn=None, prior=None)[source]¶ Given a stochastic function with param calls and a prior distribution, create a stochastic function where all param calls are replaced by sampling from prior. Prior should be a callable or a dict of names to callables.
Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2 >>> lifted_model = lift(model, prior={"s": dist.Exponential(0.3)})
lift
makesparam
statements behave likesample
statements using the distributions inprior
. In this example, site s will now behave as if it was replaced withs = pyro.sample("s", dist.Exponential(0.3))
:>>> tr = trace(lifted_model).get_trace(0.0) >>> tr.nodes["s"]["type"] == "sample" True >>> tr2 = trace(lifted_model).get_trace(0.0) >>> bool((tr2.nodes["s"]["value"] == tr.nodes["s"]["value"]).all()) False
Parameters:  fn – function whose parameters will be lifted to random values
 prior – prior function in the form of a Distribution or a dict of stochastic fns
Returns: fn
decorated with aLiftMessenger

markov
(fn=None, history=1, keep=False, dim=None, name=None)[source]¶ Markov dependency declaration.
This can be used in a variety of ways:  as a context manager  as a decorator for recursive functions  as an iterator for markov chains
Parameters:  history (int) – The number of previous contexts visible from the
current context. Defaults to 1. If zero, this is similar to
pyro.plate
.  keep (bool) – If true, frames are replayable. This is important
when branching: if
keep=True
, neighboring branches at the same level can depend on each other; ifkeep=False
, neighboring branches are independent (conditioned on their share”  dim (int) – An optional dimension to use for this independence index. Interface stub, behavior not yet implemented.
 name (str) – An optional unique name to help inference algorithms match
pyro.markov()
sites between models and guides. Interface stub, behavior not yet implemented.
 history (int) – The number of previous contexts visible from the
current context. Defaults to 1. If zero, this is similar to

mask
(fn=None, mask=None)[source]¶ Given a stochastic function with some batched sample statements and masking tensor, mask out some of the sample statements elementwise.
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 mask (torch.BoolTensor) – a
{0,1}
valued masking tensor (1 includes a site, 0 excludes a site)
Returns: stochastic function decorated with a
MaskMessenger

queue
(fn=None, queue=None, max_tries=None, extend_fn=None, escape_fn=None, num_samples=None)[source]¶ Used in sequential enumeration over discrete variables.
Given a stochastic function and a queue, return a return value from a complete trace in the queue.
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 queue – a queue data structure like multiprocessing.Queue to hold partial traces
 max_tries – maximum number of attempts to compute a single complete trace
 extend_fn – function (possibly stochastic) that takes a partial trace and a site, and returns a list of extended traces
 escape_fn – function (possibly stochastic) that takes a partial trace and a site, and returns a boolean value to decide whether to exit
 num_samples – optional number of extended traces for extend_fn to return
Returns: stochastic function decorated with poutine logic

replay
(fn=None, trace=None, params=None)[source]¶ Given a callable that contains Pyro primitive calls, return a callable that runs the original, reusing the values at sites in trace at those sites in the new trace
Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2
replay
makessample
statements behave as if they had sampled the values at the corresponding sites in the trace:>>> old_trace = trace(model).get_trace(1.0) >>> replayed_model = replay(model, trace=old_trace) >>> bool(replayed_model(0.0) == old_trace.nodes["_RETURN"]["value"]) True
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 trace – a
Trace
data structure to replay against  params – dict of names of param sites and constrained values in fn to replay against
Returns: a stochastic function decorated with a
ReplayMessenger

scale
(fn=None, scale=None)[source]¶ Given a stochastic function with some sample statements and a positive scale factor, scale the score of all sample and observe sites in the function.
Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s), obs=1.0) ... return z ** 2
scale
multiplicatively scales the logprobabilities of sample sites:>>> scaled_model = scale(model, scale=0.5) >>> scaled_tr = trace(scaled_model).get_trace(0.0) >>> unscaled_tr = trace(model).get_trace(0.0) >>> bool((scaled_tr.log_prob_sum() == 0.5 * unscaled_tr.log_prob_sum()).all()) True
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 scale – a positive scaling factor
Returns: stochastic function decorated with a
ScaleMessenger

seed
(fn=None, rng_seed=None)[source]¶ Handler to set the random number generator to a predefined state by setting its seed. This is the same as calling
pyro.set_rng_seed()
before the call to fn. This handler has no additional effect on primitive statements on the standard Pyro backend, but it might interceptpyro.sample
calls in other backends. e.g. the NumPy backend.Parameters:  fn – a stochastic function (callable containing Pyro primitive calls).
 rng_seed (int) – rng seed.

trace
(fn=None, graph_type=None, param_only=None)[source]¶ Return a handler that records the inputs and outputs of primitive calls and their dependencies.
Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2
We can record its execution using
trace
and use the resulting data structure to compute the logjoint probability of all of the sample sites in the execution or extract all parameters.>>> trace = trace(model).get_trace(0.0) >>> logp = trace.log_prob_sum() >>> params = [trace.nodes[name]["value"].unconstrained() for name in trace.param_nodes]
Parameters:  fn – a stochastic function (callable containing Pyro primitive calls)
 graph_type – string that specifies the kind of graph to construct
 param_only – if true, only records params and not samples
Returns: stochastic function decorated with a
TraceMessenger

config_enumerate
(guide=None, default='parallel', expand=False, num_samples=None)[source]¶ Configures enumeration for all relevant sites in a guide. This is mainly used in conjunction with
TraceEnum_ELBO
.When configuring for exhaustive enumeration of discrete variables, this configures all sample sites whose distribution satisfies
.has_enumerate_support == True
. When configuring for local parallel Monte Carlo sampling viadefault="parallel", num_samples=n
, this configures all sample sites. This does not overwrite existing annotationsinfer={"enumerate": ...}
.This can be used as either a function:
guide = config_enumerate(guide)
or as a decorator:
@config_enumerate def guide1(*args, **kwargs): ... @config_enumerate(default="sequential", expand=True) def guide2(*args, **kwargs): ...
Parameters:  guide (callable) – a pyro model that will be used as a guide in
SVI
.  default (str) – Which enumerate strategy to use, one of “sequential”, “parallel”, or None. Defaults to “parallel”.
 expand (bool) – Whether to expand enumerated sample values. See
enumerate_support()
for details. This only applies to exhaustive enumeration, wherenum_samples=None
. Ifnum_samples
is notNone
, then this samples will always be expanded.  num_samples (int or None) – if not
None
, use local Monte Carlo sampling rather than exhaustive enumeration. This makes sense for both continuous and discrete distributions.
Returns: an annotated guide
Return type: callable
 guide (callable) – a pyro model that will be used as a guide in
Trace¶

class
Trace
(graph_type='flat')[source]¶ Bases:
object
Graph data structure denoting the relationships amongst different pyro primitives in the execution trace.
An execution trace of a Pyro program is a record of every call to
pyro.sample()
andpyro.param()
in a single execution of that program. Traces are directed graphs whose nodes represent primitive calls or input/output, and whose edges represent conditional dependence relationships between those primitive calls. They are created and populated bypoutine.trace
.Each node (or site) in a trace contains the name, input and output value of the site, as well as additional metadata added by inference algorithms or user annotation. In the case of
pyro.sample
, the trace also includes the stochastic function at the site, and any observed data added by users.Consider the following Pyro program:
>>> def model(x): ... s = pyro.param("s", torch.tensor(0.5)) ... z = pyro.sample("z", dist.Normal(x, s)) ... return z ** 2
We can record its execution using
pyro.poutine.trace
and use the resulting data structure to compute the logjoint probability of all of the sample sites in the execution or extract all parameters.>>> trace = pyro.poutine.trace(model).get_trace(0.0) >>> logp = trace.log_prob_sum() >>> params = [trace.nodes[name]["value"].unconstrained() for name in trace.param_nodes]
We can also inspect or manipulate individual nodes in the trace.
trace.nodes
contains acollections.OrderedDict
of site names and metadata corresponding tox
,s
,z
, and the return value:>>> list(name for name in trace.nodes.keys()) # doctest: +SKIP ["_INPUT", "s", "z", "_RETURN"]
Values of
trace.nodes
are dictionaries of node metadata:>>> trace.nodes["z"] # doctest: +SKIP {'type': 'sample', 'name': 'z', 'is_observed': False, 'fn': Normal(), 'value': tensor(0.6480), 'args': (), 'kwargs': {}, 'infer': {}, 'scale': 1.0, 'cond_indep_stack': (), 'done': True, 'stop': False, 'continuation': None}
'infer'
is a dictionary of user or algorithmspecified metadata.'args'
and'kwargs'
are the arguments passed viapyro.sample
tofn.__call__
orfn.log_prob
.'scale'
is used to scale the logprobability of the site when computing the logjoint.'cond_indep_stack'
contains data structures corresponding topyro.plate
contexts appearing in the execution.'done'
,'stop'
, and'continuation'
are only used by Pyro’s internals.Parameters: graph_type (string) – string specifying the kind of trace graph to construct 
add_node
(site_name, **kwargs)[source]¶ Parameters: site_name (string) – the name of the site to be added Adds a site to the trace.
Raises an error when attempting to add a duplicate node instead of silently overwriting.

compute_log_prob
(site_filter=<function Trace.<lambda>>)[source]¶ Compute the sitewise log probabilities of the trace. Each
log_prob
has shape equal to the correspondingbatch_shape
. Eachlog_prob_sum
is a scalar. Both computations are memoized.

compute_score_parts
()[source]¶ Compute the batched local score parts at each site of the trace. Each
log_prob
has shape equal to the correspondingbatch_shape
. Eachlog_prob_sum
is a scalar. All computations are memoized.

edges
¶

format_shapes
(title='Trace Shapes:', last_site=None)[source]¶ Returns a string showing a table of the shapes of all sites in the trace.

log_prob_sum
(site_filter=<function Trace.<lambda>>)[source]¶ Compute the sitewise log probabilities of the trace. Each
log_prob
has shape equal to the correspondingbatch_shape
. Eachlog_prob_sum
is a scalar. The computation oflog_prob_sum
is memoized.Returns: total log probability. Return type: torch.Tensor

nonreparam_stochastic_nodes
¶ Returns: a list of names of sample sites whose stochastic functions are not reparameterizable primitive distributions

observation_nodes
¶ Returns: a list of names of observe sites

pack_tensors
(plate_to_symbol=None)[source]¶ Computes packed representations of tensors in the trace. This should be called after
compute_log_prob()
orcompute_score_parts()
.

param_nodes
¶ Returns: a list of names of param sites

reparameterized_nodes
¶ Returns: a list of names of sample sites whose stochastic functions are reparameterizable primitive distributions

stochastic_nodes
¶ Returns: a list of names of sample sites

Messengers¶
Messenger objects contain the implementations of the effects exposed by handlers. Advanced users may modify the implementations of messengers behind existing handlers or write new messengers that implement new effects and compose correctly with the rest of the library.
Messenger¶

class
Messenger
[source]¶ Bases:
object
Context manager class that modifies behavior and adds side effects to stochastic functions i.e. callables containing Pyro primitive statements.
This is the base Messenger class. It implements the default behavior for all Pyro primitives, so that the joint distribution induced by a stochastic function fn is identical to the joint distribution induced by
Messenger()(fn)
.Class of transformers for messages passed during inference. Most inference operations are implemented in subclasses of this.

classmethod
register
(fn=None, type=None, post=None)[source]¶ Parameters:  fn – function implementing operation
 type (str) – name of the operation
(also passed to
effectful()
)  post (bool) – if True, use this operation as postprocess
Dynamically add operations to an effect. Useful for generating wrappers for libraries.
Example:
@SomeMessengerClass.register def some_function(msg) ...do_something... return msg

classmethod
unregister
(fn=None, type=None)[source]¶ Parameters:  fn – function implementing operation
 type (str) – name of the operation
(also passed to
effectful()
)
Dynamically remove operations from an effect. Useful for removing wrappers from libraries.
Example:
SomeMessengerClass.unregister(some_function, "name")

classmethod
BlockMessenger¶

class
BlockMessenger
(hide_fn=None, expose_fn=None, hide_all=True, expose_all=False, hide=None, expose=None, hide_types=None, expose_types=None)[source]¶ Bases:
pyro.poutine.messenger.Messenger
This Messenger selectively hides Pyro primitive sites from the outside world. Default behavior: block everything. BlockMessenger has a flexible interface that allows users to specify in several different ways which sites should be hidden or exposed.
A site is hidden if at least one of the following holds:
hide_fn(msg) is True
or(not expose_fn(msg)) is True
msg["name"] in hide
msg["type"] in hide_types
msg["name"] not in expose and msg["type"] not in expose_types
hide
,hide_types
, andexpose_types
are allNone
For example, suppose the stochastic function fn has two sample sites “a” and “b”. Then any poutine outside of BlockMessenger(fn, hide=[“a”]) will not be applied to site “a” and will only see site “b”:
>>> def fn(): ... a = pyro.sample("a", dist.Normal(0., 1.)) ... return pyro.sample("b", dist.Normal(a, 1.))
>>> fn_inner = TraceMessenger()(fn) >>> fn_outer = TraceMessenger()(BlockMessenger(hide=["a"])(TraceMessenger()(fn))) >>> trace_inner = fn_inner.get_trace() >>> trace_outer = fn_outer.get_trace() >>> "a" in trace_inner True >>> "a" in trace_outer False >>> "b" in trace_inner True >>> "b" in trace_outer True
See the constructor for details.
Parameters:  hide_fn – function that takes a site and returns True to hide the site or False/None to expose it. If specified, all other parameters are ignored. Only specify one of hide_fn or expose_fn, not both.
 expose_fn – function that takes a site and returns True to expose the site or False/None to hide it. If specified, all other parameters are ignored. Only specify one of hide_fn or expose_fn, not both.
 hide_all (bool) – hide all sites
 expose_all (bool) – expose all sites normally
 hide (list) – list of site names to hide, rest will be exposed normally
 expose (list) – list of site names to expose, rest will be hidden
 hide_types (list) – list of site types to hide, rest will be exposed normally
 expose_types (list) – list of site types to expose normally, rest will be hidden
BroadcastMessenger¶

class
BroadcastMessenger
[source]¶ Bases:
pyro.poutine.messenger.Messenger
BroadcastMessenger automatically broadcasts the batch shape of the stochastic function at a sample site when inside a single or nested plate context. The existing batch_shape must be broadcastable with the size of the
plate
contexts installed in the cond_indep_stack.
ConditionMessenger¶

class
ConditionMessenger
(data)[source]¶ Bases:
pyro.poutine.messenger.Messenger
Adds values at observe sites to condition on data and override sampling
EscapeMessenger¶

class
EscapeMessenger
(escape_fn)[source]¶ Bases:
pyro.poutine.messenger.Messenger
Messenger that does a nonlocal exit by raising a util.NonlocalExit exception
IndepMessenger¶

class
CondIndepStackFrame
[source]¶ Bases:
pyro.poutine.indep_messenger.CondIndepStackFrame

vectorized
¶


class
IndepMessenger
(name=None, size=None, dim=None, device=None)[source]¶ Bases:
pyro.poutine.messenger.Messenger
This messenger keeps track of stack of independence information declared by nested
plate
contexts. This information is stored in acond_indep_stack
at each sample/observe site for consumption byTraceMessenger
.Example:
x_axis = IndepMessenger('outer', 320, dim=1) y_axis = IndepMessenger('inner', 200, dim=2) with x_axis: x_noise = sample("x_noise", dist.Normal(loc, scale).expand_by([320])) with y_axis: y_noise = sample("y_noise", dist.Normal(loc, scale).expand_by([200, 1])) with x_axis, y_axis: xy_noise = sample("xy_noise", dist.Normal(loc, scale).expand_by([200, 320]))

indices
¶

LiftMessenger¶

class
LiftMessenger
(prior)[source]¶ Bases:
pyro.poutine.messenger.Messenger
Messenger which “lifts” parameters to random samples. Given a stochastic function with param calls and a prior, creates a stochastic function where all param calls are replaced by sampling from prior.
Prior should be a callable or a dict of names to callables.
ReplayMessenger¶

class
ReplayMessenger
(trace=None, params=None)[source]¶ Bases:
pyro.poutine.messenger.Messenger
Messenger for replaying from an existing execution trace.
ScaleMessenger¶

class
ScaleMessenger
(scale)[source]¶ Bases:
pyro.poutine.messenger.Messenger
This messenger rescales the log probability score.
This is typically used for data subsampling or for stratified sampling of data (e.g. in fraud detection where negatives vastly outnumber positives).
Parameters: scale (float or torch.Tensor) – a positive scaling factor
TraceMessenger¶

class
TraceHandler
(msngr, fn)[source]¶ Bases:
object
Execution trace poutine.
A TraceHandler records the input and output to every Pyro primitive and stores them as a site in a Trace(). This should, in theory, be sufficient information for every inference algorithm (along with the implicit computational graph in the Variables?)
We can also use this for visualization.

get_trace
(*args, **kwargs)[source]¶ Returns: data structure Return type: pyro.poutine.Trace Helper method for a very common use case. Calls this poutine and returns its trace instead of the function’s return value.

trace
¶


class
TraceMessenger
(graph_type=None, param_only=None)[source]¶ Bases:
pyro.poutine.messenger.Messenger
Execution trace messenger.
A TraceMessenger records the input and output to every Pyro primitive and stores them as a site in a Trace(). This should, in theory, be sufficient information for every inference algorithm (along with the implicit computational graph in the Variables?)
We can also use this for visualization.

get_trace
()[source]¶ Returns: data structure Return type: pyro.poutine.Trace Helper method for a very common use case. Returns a shallow copy of
self.trace
.

Runtime¶

exception
NonlocalExit
(site, *args, **kwargs)[source]¶ Bases:
Exception
Exception for exiting nonlocally from poutine execution.
Used by poutine.EscapeMessenger to return site information.

am_i_wrapped
()[source]¶ Checks whether the current computation is wrapped in a poutine. :returns: bool

apply_stack
(initial_msg)[source]¶ Execute the effect stack at a single site according to the following scheme:
 For each
Messenger
in the stack from bottom to top, executeMessenger._process_message
with the message; if the message field “stop” is True, stop; otherwise, continue  Apply default behavior (
default_process_message
) to finish remaining site execution  For each
Messenger
in the stack from top to bottom, execute_postprocess_message
to update the message and internal messenger state with the site results  If the message field “continuation” is not
None
, call it with the message
Parameters: initial_msg (dict) – the starting version of the trace site Returns: None
 For each

default_process_message
(msg)[source]¶ Default method for processing messages in inference.
Parameters: msg – a message to be processed Returns: None

effectful
(fn=None, type=None)[source]¶ Parameters:  fn – function or callable that performs an effectful computation
 type (str) – the type label of the operation, e.g. “sample”
Wrapper for calling
apply_stack()
to apply any active effects.
Utilities¶

all_escape
(trace, msg)[source]¶ Parameters:  trace – a partial trace
 msg – the message at a Pyro primitive site
Returns: boolean decision value
Utility function that checks if a site is not already in a trace.
Used by EscapeMessenger to decide whether to do a nonlocal exit at a site. Subroutine for approximately integrating out variables for variance reduction.

discrete_escape
(trace, msg)[source]¶ Parameters:  trace – a partial trace
 msg – the message at a Pyro primitive site
Returns: boolean decision value
Utility function that checks if a sample site is discrete and not already in a trace.
Used by EscapeMessenger to decide whether to do a nonlocal exit at a site. Subroutine for integrating out discrete variables for variance reduction.

enum_extend
(trace, msg, num_samples=None)[source]¶ Parameters:  trace – a partial trace
 msg – the message at a Pyro primitive site
 num_samples – maximum number of extended traces to return.
Returns: a list of traces, copies of input trace with one extra site
Utility function to copy and extend a trace with sites based on the input site whose values are enumerated from the support of the input site’s distribution.
Used for exact inference and integrating out discrete variables.

mc_extend
(trace, msg, num_samples=None)[source]¶ Parameters:  trace – a partial trace
 msg – the message at a Pyro primitive site
 num_samples – maximum number of extended traces to return.
Returns: a list of traces, copies of input trace with one extra site
Utility function to copy and extend a trace with sites based on the input site whose values are sampled from the input site’s function.
Used for Monte Carlo marginalization of individual sample sites.