Blog post explaining mechanics of variational inference

Hi everyone, I’ve written up a lengthy blog post that explores how variational inference works in Pyro from the ground up. It has more a focus on code samples and experiments than on probability theory, so hopefully it’s a useful complement to the more theory-focused Pyro documentation.

http://willcrichton.net/notes/probabilistic-programming-under-the-hood/

Please let me know if you found this useful or if you have any feedback!

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