Pyro: Deep Universal Probabilistic Programming
Eli Bingham, Jonathan P. Chen, Martin Jankowiak, Fritz H. Obermeyer, Neeraj Pradhan, Theofanis Karaletsos, Rohit Kumar Singh, Paul Szerlip, Paul Horsfall, Noah D. Goodman · arXiv (Cornell University) · 2018
Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accelerated deep learning framework. To accommodate complex or model-specific algorithmic behavior, Pyro leverages Poutine, a library of composable building blocks for modifying the behavior of probabilistic programs.