def _compute_dice_elbo(model_trace, guide_trace):
# Accumulate marginal model costs.
marginal_costs, log_factors, ordering, sum_dims, scale = _compute_model_factors(
model_trace, guide_trace)
if log_factors:
# Note that while most applications of tensor message passing use the
# contract_to_tensor() interface and can be easily refactored to use ubersum(),
# the application here relies on contract_tensor_tree() to extract the dependency
# structure of different log_prob terms, which is used by Dice to eliminate
# zero-expectation terms. One possible refactoring would be to replace
# contract_to_tensor() with a RaggedTensor -> Tensor contraction operation, but
# replace contract_tensor_tree() with a RaggedTensor -> RaggedTensor contraction
# that preserves some dependency structure.
with shared_intermediates() as cache:
log_factors = contract_tensor_tree(log_factors,
sum_dims,
cache=cache)
for t, log_factors_t in log_factors.items():
marginal_costs_t = marginal_costs.setdefault(t, [])
for term in log_factors_t:
term = packed.scale_and_mask(term, scale=scale)
marginal_costs_t.append(term)
costs = marginal_costs
# Accumulate negative guide costs.
for name, site in guide_trace.nodes.items():
if site["type"] == "sample":
cost = packed.neg(site["packed"]["log_prob"])
costs.setdefault(ordering[name], []).append(cost)
return Dice(guide_trace, ordering).compute_expectation(costs)
def _compute_tmc_factors(model_trace, guide_trace):
"""
compute per-site log-factors for all observed and unobserved variables
log-factors are log(p / q) for unobserved sites and log(p) for observed sites
"""
log_factors = []
for name, site in guide_trace.nodes.items():
if site["type"] != "sample" or site["is_observed"]:
continue
log_proposal = site["packed"]["log_prob"]
log_factors.append(packed.neg(log_proposal))
for name, site in model_trace.nodes.items():
if site["type"] != "sample":
continue
if (site["name"] not in guide_trace and not site["is_observed"]
and site["infer"].get("enumerate", None) == "parallel"
and site["infer"].get("num_samples", -1) > 0):
# site was sampled from the prior
log_proposal = packed.neg(site["packed"]["log_prob"])
log_factors.append(log_proposal)
log_factors.append(site["packed"]["log_prob"])
return log_factors