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Plug for the Funsor library, written by Eli Bingham and me for use in the Pyro and NumPyro probabilistic programming languages. We tried to take the "functions
by fritzo 3y ago
Plug for the Funsor library, written by Eli Bingham and me for use in the Pyro and NumPyro probabilistic programming languages. We tried to take the "functions are tensors" perspective and make a numpy-like library for functions, aimed mostly at the log-density functions of probability distributions.
Paper: "Functional Tensors for Probabilistic Programming" (2019) https://arxiv.org/abs/1910.10775 https://arxiv.org/abs/1910.10775
Code: https://github.com/pyro-ppl/funsor https://github.com/pyro-ppl/funsor