What is a guide?

I’m new to probabilistic programming with Pyro, and I’m confused as to what exactly a guide is as used in the SVI and ELBO classes.

So, here are my questions:

  1. What is a guide?
  2. What do we use guides for?

I appreciate the help very much - thank you!

guides are probabilistic programs that encode variational distributions for use in variational inference. see the intro tutorial for more details.

1 Like

Thank you - that is a very clear explanation!