Release 0.9.0 · pyro-ppl/numpyro

New Features

New VI inference: SteinVI. Checkout a couple examples in PRs #1297 #1298 for the usage.
New distributions: MultivariateStudentT, DiscreteUniform, Kumaraswamy, RelaxedBernoulli .
New tutorials and examples:
- Tutorial for Truncated distributions: a complete guide for how to construct a NumPyro distribution.
- Bayesian Hierarchical Stacking case study to average models based on weights from a hierarchical structure.
- Sine-skewed sine (bivariate von Mises) mixture to model the dihedral angles that occur in the backbone of a protein.
- AR2 processes to show how to avoid the (slow) Python for-loop.
- Holt-winter Exponential Smoothing example for time series forecasting.
- Hilbert space approximation for Gaussian processes example is significantly revised.

#1305 Fixes HMCECS bug for likelihoods with multiple plates
#1304 Improves warning mechanism when plates are missing.
#1301 Fixes sparse Poisson density sometimes returns int output.
#1289 Make HMC Gibbs algorithms work with improper distributions
#1284 Adds various KL divergences for Gamma/Beta families
#1281 Raises error if there are duplicated deterministic sites
#1271 Better warning mechanism with stacklevel
#1270 Incorporate kl divergences of Tensorflow Probability distributions
#1259 #1266 Allow TruncatedNormal/Cauchy to take both low and high
#1254 numpyro.contrib.indexing is moved to numpyro.ops.indexing
#1252 Use multipledispatch for kl_registry
#1250 Added cdf methods for gamma, inverse gamma, log normal densities
#1248 Add ProvenanceArray to infer relational structure in a model
#1244 Raise warning for the automatic enumeration behavior
#1237 Enhance warnings for invalid parameters of BetaProportion distribution
#1227 Allow prior to be callable in random_flax_module and random_haiku_module
#1226 Allow init_to_sample work with scalar values
#1225 Add color for divergences in Neal's example
#1196 Allow custom precision function in laplace approximation autoguide
#1194 Option to specify init state for SVI run
#1185 #1189 Avoid -inf/nan samples in truncated distributions
#1182 Extend scope handler for plate stack frames
#1179 Support enumerate support for zero inflated distributions
#1169 Allow pickle autoguides