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Add effective sample size analytics to WeighedPredictive results #3351

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merged 2 commits into from
Mar 28, 2024
Merged

Add effective sample size analytics to WeighedPredictive results #3351

merged 2 commits into from
Mar 28, 2024

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BenZickel
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  1. Allows calculation of the effective sample size of weighed sample results (returned by pyro.infer.predictive.WeighedPredictive) by calling the .get_ESS method.
  2. Code is shared with pyro.infer.importance.Importance.

fritzo
fritzo reviewed Mar 28, 2024
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Looks great, just a couple nits.

pyro/infer/importance.py Outdated Show resolved Hide resolved
pyro/infer/predictive.py Outdated Show resolved Hide resolved
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fritzo commented Mar 28, 2024

And thanks for sharing code across modules, it helps us with maintenance!

fritzo
fritzo approved these changes Mar 28, 2024
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Thanks for addressing my nits!

@fritzo fritzo merged commit 58080f8 into pyro-ppl:dev Mar 28, 2024
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@fritzo fritzo fritzo approved these changes

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