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FR: IWAE_DReG importance weighted VAE with doubly reparametrized gradients #2598

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fritzo opened this issue Aug 13, 2020 · 0 comments · May be fixed by #2605
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FR: IWAE_DReG importance weighted VAE with doubly reparametrized gradients #2598

fritzo opened this issue Aug 13, 2020 · 0 comments · May be fixed by #2605
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2.0 release

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fritzo commented Aug 13, 2020

This proposes adding an IWAE_DReG loss similar to the ELBO class but implementing the doubly reparametrized gradient estimator. @iffsid points out pytorch/pytorch#25783 that this would be much easier if Distribution objects had a .detach() method.
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@fritzo fritzo added the help wanted Issues suitable for, and inviting external contributions label Aug 14, 2020
@fritzo fritzo added this to the 1.5 release milestone Aug 14, 2020
@fritzo fritzo linked a pull request Aug 15, 2020 that will close this issue
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@fritzo fritzo self-assigned this Aug 16, 2020
@fritzo fritzo removed the help wanted Issues suitable for, and inviting external contributions label Aug 16, 2020
@fritzo fritzo modified the milestones: 1.5 release, 1.6 release Oct 12, 2020
@fritzo fritzo modified the milestones: 1.6 release, 1.7 release Feb 24, 2021
@fritzo fritzo modified the milestones: 1.7 release, 2.0 release Jun 29, 2021
@OlaRonning OlaRonning mentioned this issue Jun 7, 2022
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Implement first version of IWAE with DReG pyro-ppl/pyro
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