0.2.4
New Features
- NumPyro can be used on Cloud TPUs.
- Deterministic primitive to record deterministic values in a model.
- Mask handler to mask out the log probability of a sample site using a mask array.
- Sample Adaptive MCMC, a non-gradient based sampler that has a high effective sample size per second.
- New normalizing flow: Block neural autoregressive transform.
- Additional auto guides: AutoLowRankMultivariateNormal and AutoBNAFNormal.
New Examples
- Predator-prey model example: uses MCMC to solve the inverse problem of an ODE system.
- Neural transport example: uses a normalizing flow to transform the posterior to a Gaussian-like one, thereby improving mixing rate for HMC/NUTS.
Deprecation / Breaking Changes
- Predictive's get_samples method is deprecated in favor of
__call__
method. - MCMC
constrain_fn
is renamed topostprocess_fn
.
Enhancements and Bug Fixes
- Change the init scale of Auto*Normal guides from 1. to 0.1 - this is helpful for stability during the early training phase.
- Resolve overflow issue with the Poisson sampler.