Pyro: Deep Universal Probabilistic Programming

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large data sets 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. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2019. ( edit, beta )

Authors

• Eli Bingham
• Jonathan P. Chen
• Martin Jankowiak
• Fritz Obermeyer
• Neeraj Pradhan
• Theofanis Karaletsos
• Rohit Singh
• Paul Szerlip
• Paul Horsfall
• Noah D. Goodman

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