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add UnitLowerCholeskyTransform; change default parameterization for AutoMultivariateNormal #2972

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merged 7 commits into from
Nov 28, 2021

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martinjankowiak
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addresses #2963

questions for reviewers:

  • did i put things in the right files?
  • do i need additional tests?
  • do i need to change any additional autoguide defaults?
  • do i need to do anything on the doc side of things for unit_lower_cholesky?

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@fritzo fritzo left a comment

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LGTM except for minor comments.

did i put things in the right files?

👍 yes

do i need additional tests?

Tests already look sufficient.

do i need to change any additional autoguide defaults?

Nope, it looks like AutoMultivariateNormal is the only use of lower_cholesky.

do i need to do anything on the doc side of things for unit_lower_cholesky?

I don't think so, but can you make docs and check that unit_lower_cholesky shows up?

pyro/distributions/transforms/unit_cholesky.py Outdated Show resolved Hide resolved
docs/source/distributions.rst Outdated Show resolved Hide resolved
@martinjankowiak
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unfortunately i'm unable to build the docs:

Warning, treated as error:
autodoc: failed to import module 'multi_mnist' from module 'pyro.contrib.examples'; the following exception was raised:
Traceback (most recent call last):
.........
  File "/Users/mjankowi/pyro/pyro/contrib/examples/util.py", line 15, in MNIST
    ] + datasets.MNIST.mirrors
AttributeError: type object 'MNIST' has no attribute 'mirrors'

tried to upgrade sphinx etc but that didn't help...

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fritzo commented Nov 28, 2021

i'm unable to build the docs:

Try upgrading torchvision?

pip install -U torch torchvision

IMHO ensuring docs are buildable is higher priority than enhancements

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ah yeah torchvision was it. and with the addition to __all__ i can confirm the docs build and the appropriate entry shows up

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👍 Thanks for checking docs!

@fritzo fritzo merged commit f9b7d3d into dev Nov 28, 2021
@martinjankowiak martinjankowiak deleted the unitchol branch December 12, 2021 02:49
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2 participants