1.1.0

New Features

• pyro.infer.ReweightedWakeSleep implements the Reweighted Wake Sleep algorithm (Le et al. 2019). Contributed by Siddharth Narayanaswamy and Tuan Anh Le.

• pyro.infer.TraceTMC_ELBO implements the Tensor Monte Carlo marginal likelihood estimator (Aitchinson 2019), a generalization of the importance-weighted autoencoder objective.

• pyro.infer.EnergyDistance implements a likelihood-free inference algorithm based on Szekely's energy statistics, a multidimensional generalization of CRPS (Gneiting & Raftery 2007).

• pyro.contrib.cevae implements the Causal Inference VAE of (Louizos et al. 2017). See examples/contrib/cevae/synthetic.py for an end-to-end usage example.

• pyro.deterministic primitive to record deterministic values in the trace.

• pyro.nn.to_pyro_module_() recursively converts an regular nn.Module to a PyroModule in-place.

• A default implementation for Distribution.expand() that is available to all Pyro distributions that subclass from TorchDistribution, making it easier to create custom distributions.

New distributions and transforms

• MultivariateStudentT is a heavy-tailed multivariate distribution.
• Stable implements a Lévy α-stable distribution with reparametrized .rsample() method but no .log_prob(). This can be fit using EnergyDistance inference.
• ZeroInflatedNegativeBinomial is a distribution for count data.
• LowerCholeskyAffine is a multivariate affine transform.

Other Changes / Bug Fixes

• pyro.util.save_visualization has been deprecated, and dependency on graphviz is removed.
• #2197 fixed a naming bug in PyroModule that affected mutliple sub-PyroModules with conflicting names.
• #2192 Bug fix in Planar normalizing flow implementation
• #2188 Make error messages for incorrect arguments to effect handlers more informative