Add modified Bayesian regression tutorial with more direct PyTorch usage #2996
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This PR is an attempt at making a couple small changes to the Pyro and
PyroModule
API to makePyroModule
more compatible with vanilla PyTorch programming idioms. The API changes are simple, although the implementations insidePyroModule
are a bit hacky and may not yet be correct.Changes:
pyro.enable_module_local_param()
forPyroModule
parameters to be stored locally, rather than the global parameter store. Currently implemented by associating a newParamStoreDict
object with eachPyroModule
instance, which may not be ideal.__call__
method topyro.infer.ELBO
that returns atorch.nn.Module
bound to a specific model and guide, allowing direct use of the PyTorch JIT API (e.g.torch.jit.trace
)PyroModule