Add batched calculation option to energy_score_empirical in order to reduce memory consumption
#3402
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…reduce memory consumption.
fritzo
previously approved these changes
Sep 25, 2024
fritzo
approved these changes
Sep 26, 2024
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The Problem
When calculating the energy score of large samples with
pyro.ops.stats.energy_score_empiricalthe memory consumption can be very high which is prohibitive for some applications.The Solution
Add an option to do the energy score calculation in batches by providing an additional optional parameter
pred_batch_sizewhich specifies the sample batch to use in the calculation. The calculation time is longer but the result stays the same up to numerical accuracy.