IWAE ELBO in Pyro/NumPyro?

Misc.
#1

Hi, Pyro devs,

Is the IWAE EBLO in Pyro or NumPyro? I couldn’t find anything from a quick search, but I figured I should ask before I started coding.

I need it to reproduce figure 2 from Rainforth et al.. If it doesn’t already exist (and if it’s of interest), I’ll gladly submit a PR.

#2

for pyro RenyiELBO with alpha=0 is equivalent to IWAE (although i guess the docs could be more helpful here…)

similarly for numpyro: RenyiELBO

1 Like
#3

Awesome, thanks!