pyro-ppl/pyro

[FR] Predictive with deterministic site in the guide

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#3,358 opened on Apr 19, 2024

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enhancementhelp wanted

Description

Hi,

I'm working on a project where we would like to access the output of an NN in the guide when using Predictive. We've implemented it using a deterministic site in the guide. The program boils down to the following.

import pyro
from pyro.infer import Predictive
from pyro.distributions import Normal
import torch

def model():
    pyro.deterministic('m_deter', torch.tensor(1.))
    pyro.sample('x', Normal(torch.zeros(()), torch.ones(())))

def guide():
    pyro.deterministic('g_deter', torch.tensor(1.))
    pyro.sample('x', Normal(torch.zeros(()), torch.ones(())))


Predictive(
  model=model, 
  guide=guide, 
  return_sites=('model_site', 'guide_site', 'x'), 
  num_samples=1)() # Includes m_deter but not g_deter

We would like for both m_deter and g_deter to be included. It looks like Predictive currently only considers model sites for return sites. Would it be possible to expand it so we can include deterministic sites from the guide?

Contributor guide

Tech stack
pythonpytorch
Domain
machine 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.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
fresh
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
Basic Pyro usage
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
70
Research direction
The issue is in pyro/infer/predictive.py line 108 where only model sites are considered for return sites. To include deterministic sites from the guide, extend the logic to capture sites from the guide's trace. Refer to how model's deterministic sites are collected via trace and replicate for guide. Test with the provided minimal example to ensure both m deter and g deter appear in output.