Add vectorized_particles to ELBO #1624
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numpyro/infer/elbo.py
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| @@ -33,6 +34,8 @@ class ELBO: | |||
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| :param num_particles: The number of particles/samples used to form the ELBO | |||
| (gradient) estimators. | |||
| :param vectorize_particles: Whether to use `jax.vmap` to obtain elbos over the | |||
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is this only for eval or also for training?
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this is for both, but typically used for eval, when we require a large number of particles.
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nit:
:param vectorize_particles: Whether to use
jax.vmapto compute ELBOs over thenum_particles-many particles in parallel. If False usejax.lax.map. Defaults to True.
martinjankowiak
approved these changes
Aug 15, 2023
numpyro/infer/elbo.py
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| @@ -33,6 +34,8 @@ class ELBO: | |||
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| :param num_particles: The number of particles/samples used to form the ELBO | |||
| (gradient) estimators. | |||
| :param vectorize_particles: Whether to use `jax.vmap` to obtain elbos over the | |||
There was a problem hiding this comment.
nit:
:param vectorize_particles: Whether to use
jax.vmapto compute ELBOs over thenum_particles-many particles in parallel. If False usejax.lax.map. Defaults to True.
numpyro/infer/elbo.py
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| @@ -108,11 +112,10 @@ class Trace_ELBO(ELBO): | |||
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| :param num_particles: The number of particles/samples used to form the ELBO | |||
| (gradient) estimators. | |||
| :param vectorize_particles: Whether to use `jax.vmap` to obtain elbos over the | |||
numpyro/infer/elbo.py
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| @@ -311,6 +320,8 @@ class RenyiELBO(ELBO): | |||
| Here :math:`\alpha \neq 1`. Default is 0. | |||
| :param num_particles: The number of particles/samples | |||
| used to form the objective (gradient) estimator. Default is 2. | |||
| :param vectorize_particles: Whether to use `jax.vmap` to obtain elbos over the | |||
| particles. If False, we will use `jax.lax.map`. Defaults to True. | |||
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Allow to use lax.map instead of vmap in ELBO to reduce memory requirement