No posterior samples when using categorical distribution [bug] - #3463
Open
aBiR1D wants to merge 1 commit into
Open
No posterior samples when using categorical distribution [bug]#3463aBiR1D wants to merge 1 commit into
aBiR1D wants to merge 1 commit into
Conversation
Modified MCMC.get_samples() to automatically include posterior samples of discrete latent variables that were enumerated during inference, using forward-filtering backward-sampling via infer_discrete. Previously, categorical and other discrete distributions were marginalized out during MCMC but not included in the returned samples, causing confusion for users. Changes pyro/infer/mcmc/api.py: Added include_discrete parameter to get_samples() method; capture prototype trace during sampling; use infer_discrete to sample discrete latent variables from their posterior when include_discrete=True (default) tests/infer/mcmc/test_discrete_samples.py: Added comprehensive tests for discrete variable sampling in MCMC with various configurations
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Fixes #3368
Add automatic discrete variable sampling to MCMC.get_samples()
Modified MCMC.get_samples() to automatically include posterior samples of discrete latent variables that were enumerated during inference, using forward-filtering backward-sampling via infer_discrete. Previously, categorical and other discrete distributions were marginalized out during MCMC but not included in the returned samples, causing confusion for users.