AutoDiagonalNormal vs AutoNormal

numpyro
1

I notice the docstring for AutoNormal says

This should be equivalent to AutoDiagonalNormal, but with more convenient site names and with better support for mean field ELBO.

Which suggests maybe AutoNormal is the preferred choice? Are there reasons why you would use AutoDiagonalNormal over AutoNormal?

2

AutoNormal is the newer and now preferred choice: it provides simpler site names, it supports subsampling, and is now more widely used.

1 Like
3

Good to know, thanks!