Neural Network with Boosting VI

I am trying to implement the boosting of variational inference with a neural network. For regular variational inference, I could implement it with pyro’s hidden layer (pyro.contrib.bnn.HiddenLayer). But in boosting as I will have multiple mean values how should I change the hidden layer class in pyro. Or is there another way?

The logical solution that I think is to customize the Hiddenlayer Class that I imported “import pyro.contrib.bnn as bnn”. Is this correct or are there any other ways to solve this?

Hi @paviabera, if you want to play with bnn, then it is better to use PyroModule. See also the tutorial.