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Pyro: Deep Universal Probabilistic Programming

18 October 2018
Eli Bingham
Jonathan P. Chen
M. Jankowiak
F. Obermeyer
Neeraj Pradhan
Theofanis Karaletsos
Rohit Singh
Paul A. Szerlip
Paul Horsfall
Noah D. Goodman
    BDL
    GP
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Abstract

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accelerated deep learning framework. To accommodate complex or model-specific algorithmic behavior, Pyro leverages Poutine, a library of composable building blocks for modifying the behavior of probabilistic programs.

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