SVAE - Matthew Johnson, et al. NIPS 2016

Hi,

I was wondering whether it’s possible to implement the model described in:

  • Johnson, Matthew, et al. “Composing graphical models with neural networks for structured representations and fast inference.” Advances in neural information processing systems. 2016. [Paper]

Same question was posted on Edward forum and the reply was:

dustinvtran commented on 15 Feb
@mattjj, @matthewdhoffman

SVAEs require a symbolic algebra system that properly accounts for integral identities (conjugacy relationships). We’re working on a separate package doing this with Autograd/NumPy; but note it likely won’t be ready for at least a few months.

If SVAE is possible to build in the current pyro release, it would be great to have a simple pinwheel example (Fig. 1 in the paper).

Any comments regarding the implementation of such a model and some starting pointers would be very helpful?

basically the same reply holds here too. a more or less general implementation of something like an SVAE requires conjugacy to be taken into account. we don’t currently have support for that. it would be great to have more support for things in that direction but it’s not currently on our roadmap.