Pyro
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About
Pyro is a universal probabilistic programming language (PPL) written in Python and supported by PyTorch on the backend. It enables flexible and expressive deep probabilistic modeling, unifying deep learning and Bayesian modeling. Key principles: Universal, Scalable, Minimal, Flexible. NumPyro, a NumPy-backed Pyro using JAX, offers significant speedup for HMC and NUTS.
Platform
Features
• universal probabilistic programming language
• composable abstractions
• scalable to large data sets
• numpy-backed
• jit compilation
• automatic differentiation
• deep probabilistic modeling
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