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Respect log_density in kl of delta #1625

Merged
merged 2 commits into from
Aug 15, 2023
Merged

Respect log_density in kl of delta #1625

merged 2 commits into from
Aug 15, 2023

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fehiepsi
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@OlaRonning
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The PR looks good to me. Where do we use unnormalize delta (delta_y(x \in R)={c for x==y and 0 otherwise}, c!=1)? It seems like a strange construct when we know the normalization factor.

@fehiepsi
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Thanks Ola, we typically use Delta in auto guides. I noticed this bug while inspecting Trace mean field elbo.

@fehiepsi fehiepsi merged commit 62cce3d into pyro-ppl:master Aug 15, 2023
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@OlaRonning OlaRonning OlaRonning approved these changes

@martinjankowiak martinjankowiak Awaiting requested review from martinjankowiak

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@fehiepsi @OlaRonning