Primitives

sample(name, fn, *args, **kwargs)

Calls the stochastic function fn with additional side-effects depending on name and the enclosing context (e.g. an inference algorithm). See Intro I and Intro II for a discussion.

Parameters:

• name – name of sample
• fn – distribution class or function
• obs – observed datum (optional; should only be used in context of inference) optionally specified in kwargs
• infer (dict) – Optional dictionary of inference parameters specified in kwargs. See inference documentation for details.

Returns:

sample

param(name, *args, **kwargs)

Saves the variable as a parameter in the param store. To interact with the param store or write to disk, see Parameters.

Parameters:

• name (str) – name of parameter
• init_tensor (torch.Tensor or callable) – initial tensor or lazy callable that returns a tensor. For large tensors, it may be cheaper to write e.g. lambda: torch.randn(100000), which will only be evaluated on the initial statement.
• constraint (torch.distributions.constraints.Constraint) – torch constraint, defaults to constraints.real.
• event_dim (int) – (optional) number of rightmost dimensions unrelated to baching. Dimension to the left of this will be considered batch dimensions; if the param statement is inside a subsampled plate, then corresponding batch dimensions of the parameter will be correspondingly subsampled. If unspecified, all dimensions will be considered event dims and no subsampling will be performed.

Returns:

parameter

Return type:

torch.Tensor

module(name, nn_module, update_module_params=False)

Takes a torch.nn.Module and registers its parameters with the ParamStore. In conjunction with the ParamStore save() and load() functionality, this allows the user to save and load modules.

Parameters:

• name (str) – name of module
• nn_module (torch.nn.Module) – the module to be registered with Pyro
• update_module_params – determines whether Parameters in the PyTorch module get overridden with the values found in the ParamStore (if any). Defaults to False

Returns:

torch.nn.Module

random_module(name, nn_module, prior, *args, **kwargs)

Warning

The random_module primitive is deprecated, and will be removed in a future release. Use PyroModule instead to to create Bayesian modules from torch.nn.Module instances. See the Bayesian Regression tutorial for an example.

Places a prior over the parameters of the module nn_module. Returns a distribution (callable) over nn.Modules, which upon calling returns a sampled nn.Module.

Parameters:

• name (str) – name of pyro module
• nn_module (torch.nn.Module) – the module to be registered with pyro
• prior – pyro distribution, stochastic function, or python dict with parameter names as keys and respective distributions/stochastic functions as values.

Returns:

a callable which returns a sampled module

factor(name, log_factor)

Factor statement to add arbitrary log probability factor to a probabilisitic model.

Parameters:

• name (str) – Name of the trivial sample
• log_factor (torch.Tensor) – A possibly batched log probability factor.

class plate(name, size=None, subsample_size=None, subsample=None, dim=None, use_cuda=None, device=None)

Construct for conditionally independent sequences of variables.

plate can be used either sequentially as a generator or in parallel as a context manager (formerly irange and iarange, respectively).

Sequential plate is similar to range() in that it generates a sequence of values.

Vectorized plate is similar to torch.arange() in that it yields an array of indices by which other tensors can be indexed. plate differs from torch.arange() in that it also informs inference algorithms that the variables being indexed are conditionally independent. To do this, plate is a provided as context manager rather than a function, and users must guarantee that all computation within an plate context is conditionally independent:

with plate("name", size) as ind:
    # ...do conditionally independent stuff with ind...

Additionally, plate can take advantage of the conditional independence assumptions by subsampling the indices and informing inference algorithms to scale various computed values. This is typically used to subsample minibatches of data:

with plate("data", len(data), subsample_size=100) as ind:
    batch = data[ind]
    assert len(batch) == 100

By default subsample_size=False and this simply yields a torch.arange(0, size). If 0 < subsample_size <= size this yields a single random batch of indices of size subsample_size and scales all log likelihood terms by size/batch_size, within this context.

Warning

This is only correct if all computation is conditionally independent within the context.

Parameters:

• name (str) – A unique name to help inference algorithms match plate sites between models and guides.
• size (int) – Optional size of the collection being subsampled (like stop in builtin range).
• subsample_size (int) – Size of minibatches used in subsampling. Defaults to size.
• subsample (Anything supporting len().) – Optional custom subsample for user-defined subsampling schemes. If specified, then subsample_size will be set to len(subsample).
• dim (int) – An optional dimension to use for this independence index. If specified, dim should be negative, i.e. should index from the right. If not specified, dim is set to the rightmost dim that is left of all enclosing plate contexts.
• use_cuda (bool) – DEPRECATED, use the device arg instead. Optional bool specifying whether to use cuda tensors for subsample and log_prob. Defaults to torch.Tensor.is_cuda.
• device (str) – Optional keyword specifying which device to place the results of subsample and log_prob on. By default, results are placed on the same device as the default tensor.

Returns:

A reusabe context manager yielding a single 1-dimensional torch.Tensor of indices.

Examples:

>>> # This version declares sequential independence and subsamples data:
>>> for i in plate('data', 100, subsample_size=10):
...     if z[i]:  # Control flow in this example prevents vectorization.
...         obs = sample('obs_{}'.format(i), dist.Normal(loc, scale), obs=data[i])

>>> # This version declares vectorized independence:
>>> with plate('data'):
...     obs = sample('obs', dist.Normal(loc, scale), obs=data)

>>> # This version subsamples data in vectorized way:
>>> with plate('data', 100, subsample_size=10) as ind:
...     obs = sample('obs', dist.Normal(loc, scale), obs=data[ind])

>>> # This wraps a user-defined subsampling method for use in pyro:
>>> ind = torch.randint(0, 100, (10,)).long() # custom subsample
>>> with plate('data', 100, subsample=ind):
...     obs = sample('obs', dist.Normal(loc, scale), obs=data[ind])

>>> # This reuses two different independence contexts.
>>> x_axis = plate('outer', 320, dim=-1)
>>> y_axis = plate('inner', 200, dim=-2)
>>> with x_axis:
...     x_noise = sample("x_noise", dist.Normal(loc, scale))
...     assert x_noise.shape == (320,)
>>> with y_axis:
...     y_noise = sample("y_noise", dist.Normal(loc, scale))
...     assert y_noise.shape == (200, 1)
>>> with x_axis, y_axis:
...     xy_noise = sample("xy_noise", dist.Normal(loc, scale))
...     assert xy_noise.shape == (200, 320)

See SVI Part II for an extended discussion.

get_param_store()

Returns the ParamStore

clear_param_store()

Clears the ParamStore. This is especially useful if you’re working in a REPL.

validation_enabled(is_validate=True)

Context manager that is useful when temporarily enabling/disabling validation checks.

Parameters:is_validate (bool) – (optional; defaults to True) temporary validation check override.

enable_validation(is_validate=True)

Enable or disable validation checks in Pyro. Validation checks provide useful warnings and errors, e.g. NaN checks, validating distribution arguments and support values, etc. which is useful for debugging. Since some of these checks may be expensive, we recommend turning this off for mature models.

Parameters:is_validate (bool) – (optional; defaults to True) whether to enable validation checks.

trace(fn=None, ignore_warnings=False, jit_options=None)

Lazy replacement for torch.jit.trace() that works with Pyro functions that call pyro.param().

The actual compilation artifact is stored in the compiled attribute of the output. Call diagnostic methods on this attribute.

Example:

def model(x):
    scale = pyro.param("scale", torch.tensor(0.5), constraint=constraints.positive)
    return pyro.sample("y", dist.Normal(x, scale))

@pyro.ops.jit.trace
def model_log_prob_fn(x, y):
    cond_model = pyro.condition(model, data={"y": y})
    tr = pyro.poutine.trace(cond_model).get_trace(x)
    return tr.log_prob_sum()

Parameters:

• fn (callable) – The function to be traced.
• ignore_warnins (bool) – Whether to ignore jit warnings.
• jit_options (dict) – Optional dict of options to pass to torch.jit.trace() , e.g. {"optimize": False}.

set_rng_seed(rng_seed)

Sets seeds of torch and torch.cuda (if available).

Parameters:rng_seed (int) – The seed value.