From de59d7ac61b2a317e4f97f14e61085d16df0ff57 Mon Sep 17 00:00:00 2001 From: Du Phan Date: Sun, 12 May 2024 08:35:05 -0400 Subject: [PATCH] Add a note that Trace_EnumELBO does not work with AutoContinuous --- numpyro/infer/elbo.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/numpyro/infer/elbo.py b/numpyro/infer/elbo.py index 5a7e240f7..fd387fb8d 100644 --- a/numpyro/infer/elbo.py +++ b/numpyro/infer/elbo.py @@ -1016,6 +1016,7 @@ class TraceEnum_ELBO(ELBO): is constructed along the lines of reference [1] specialized to the case of the ELBO. It supports arbitrary dependency structure for the model and guide. + Fine-grained conditional dependency information as recorded in the trace is used to reduce the variance of the gradient estimator. In particular provenance tracking [2] is used to find the ``cost`` terms @@ -1023,6 +1024,9 @@ class TraceEnum_ELBO(ELBO): Enumerated variables are eliminated using the TVE algorithm for plated factor graphs [3]. + .. note:: Currently, the objective does not support AutoContinous guides. + We recommend users to use AutoNormal guide as an alternative auto solution. + References [1] `Storchastic: A Framework for General Stochastic Automatic Differentiation`,