As a novice in pyro(and probabilistic programming in general), I’m running into issues converting the HMM example to train on continuous data and export the discrete latent path(viterbi). I’ve looked into infer_discrete and similar examples with little success.
That being said, are there any good resources for this? I know #1802 talks about this issue but it doesnt appear to have been resolved.
In this afternoon’s Pyro team meeting we discussed adding more prediction code to our examples, so that each example demonstrated both inference and prediction. Maybe instead of a dedicated infer_discrete tutorial, we could address #1802 by simply adding to the HMM tutorial?