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Composable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro

Du Phan, Martin Jankowiak, Neeraj Pradhan

NumPyro composes Pyro effect handlers with JAX to deliver a fully JIT-compiled iterative NUTS sampler.

arxiv:1912.11554 v1 · 2019-12-24 · stat.ML · cs.AI · cs.LG · cs.PL

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Claims

C1strongest claim

NumPyro provides an iterative formulation of the No-U-Turn Sampler (NUTS) that can be end-to-end JIT compiled, yielding an implementation that is much faster than existing alternatives in both the small and large dataset regimes.

C2weakest assumption

That Pyro's effect handlers compose cleanly with JAX's functional transformations without introducing correctness issues or losing expressiveness in the modeling API.

C3one line summary

NumPyro delivers a JIT-compilable iterative NUTS sampler by composing Pyro effect handlers with JAX transformations, achieving faster performance than prior implementations.

References

25 extracted · 25 resolved · 3 Pith anchors

[1] Composable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro 1912 · arXiv:1912.11554
[2] 2018 , copyright = 2018
[3] Chen, Martin Jankowiak, Fritz Obermeyer, Neeraj Pradhan, Theofanis Karaletsos, Rohit Singh, Paul Szerlip, Paul Horsfall, and Noah D 2019
[4] Learning disentangled representations with semi-supervised deep generative models 2017
[5] Automatic differentiation in pytorch 2017

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Cited by

50 papers in Pith

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ee8af90afde5d5203bf7b550492a5e4c46bd268faf40cd2a835c37b32cb09d3c

Aliases

arxiv: 1912.11554 · arxiv_version: 1912.11554v1 · doi: 10.48550/arxiv.1912.11554 · pith_short_12: 52FPSCX54XKS · pith_short_16: 52FPSCX54XKSAO7X · pith_short_8: 52FPSCX5
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Canonical record JSON
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