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Update to use funsor's SRIF Gaussian #2943

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merged 7 commits into from
Oct 20, 2021
Merged

Update to use funsor's SRIF Gaussian #2943

merged 7 commits into from
Oct 20, 2021

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@fritzo fritzo commented Oct 12, 2021 •
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Addresses #2813
Blocking #2946
Follows pyro-ppl/funsor#568

Thus updates AutoGaussian to use the new square root version of Gaussian, which more efficiently represents low-rank information and is needed in the pyro-cov model.

Tested

  • refactoring is covered by existing tests
  • sped up some tests-of-value by using Jit*_ELBOs
  • removed an unused pyro-cov model that was numerically unstable

@fritzo fritzo mentioned this pull request Oct 14, 2021
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@fritzo fritzo mentioned this pull request Oct 14, 2021
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@fritzo fritzo added the Blocked label Oct 14, 2021
@fritzo fritzo removed the Blocked label Oct 20, 2021
@fritzo fritzo marked this pull request as ready for review October 20, 2021 02:47
@fritzo fritzo requested a review from eb8680 October 20, 2021 02:47
@eb8680 eb8680 merged commit 6e364b0 into dev Oct 20, 2021
@fritzo fritzo mentioned this pull request Oct 22, 2021
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@fritzo fritzo deleted the funsor-srif branch February 24, 2022 14:19
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