Release 1.4.0 · pyro-ppl/pyro

New features

A new pyro.contrib.epidemiology module for discrete-state discrete-time stochastic compartmental models. #2426
New tutorials on:
New transforms and normalizing flows:
- Monotonic rational quadratic Spline flow.
- A SplineCoupling flow.
- A SplineAutogregressive flow.
- A MatrixExponential flow.
- Conditional versions of AffineAutoregressive, Householder, NeuralAutogregressive, Spline, and GeneralizedChannelPermute flows.
- A Haar wavelet transform and reparameterizer.
- Permute and AffineCoupling can operate on a specific dimension with dim keyword argument #2472
New distributions:
- CoalescentTimes, CoalescentTimesWithRate, and CoalescentRateLikelihood for coalescent processes in phylogenetics.
- TruncatedPolyGamma.
- ExtendedBinomial and ExtendedBetaBinomial with relaxed support.
- ImproperUniform for expressing factor graphs.
Improvements to MCMC:
- structured mass matrix adaptation #2425 #2473
- arrowhead precision matrix adaptation #2465
- support for randomized init strategies like init_to_generated #2417
Improvements to SMC:
- systematic resampling #2488
- resampling based on effective sample size (ESS) #2486
A new SplitReparam allows different inference strategies to apply to different parts of a tensor random variable.
A new initialization strategy init_to_generated.
A RandomVariable container class to support method chaining syntax for transforming distributions #2448