pyro-ppl/pyro

Port NumPyro introductory examples to Pyro

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#2,995 opened on Dec 14, 2021

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Examplesgood first issuehelp wanted

Description

NumPyro now has several excellent introductory examples with no direct counterparts in Pyro. Porting one of these to Pyro would be a great way for someone to simultaneously learn more about Bayesian data analysis and make a valuable open source contribution.

If you are reading this and want to give one of them a try, please leave a comment here so that other people are aware of your work and so we can help you get started!

Bonus points if you can modify an example to use variational inference with Pyro's autoguides rather than MCMC while obtaining similar results.

List of examples:

Contributor guide

Tech stack
pythonpytorch
Domain
documentationmachine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
PythonPyTorchBayesian inference
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
60
Research direction
This issue lists several NumPyro tutorials that need porting to Pyro. Some examples have already been claimed by users (e.g., Bayesian Regression by @arijc76 in PR #3006). To contribute, first choose an unassigned example from the list (e.g., Bayesian Hierarchical Regression or Bayesian Imputation). Study the NumPyro tutorial and Pyro's documentation, then create a new example in the Pyro repository. Optionally, modify the example to use variational inference with Pyro's autoguides instead of MCMC. Check existing comments and PRs to avoid duplication.