Abstract: Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch. It can represent any computable probability distribution and scales to large data sets with little overhead compared to hand-written code. The library is implemented with a small core of powerful, composable abstractions. Its high-level abstractions express generative and inference models, but also allows experts to customize inference.
Credit: Bingham, Eli; Chen, Jonathan P.; Jankowiak, Martin; Obermeyer, Fritz; Pradhan, Neeraj; Karaletsos, Theofanis; Singh, Rohit; Szerlip, Paul; Horsfall, Paul; Goodman, Noah D.
Preferred citation method: https://jmlr.org/papers/v20/18-403.html