Implement AutoHierarchicalNormalMessenger

docs/source/infer.autoguide.rst

@@ -125,6 +125,30 @@ AutoGaussian
     :member-order: bysource
     :show-inheritance:
 
+AutoMessenger
+-------------
+.. autoclass:: pyro.infer.autoguide.AutoMessenger
+    :members:
+    :undoc-members:
+    :member-order: bysource
+    :show-inheritance:
+
+AutoNormalMessenger
+-------------------
+.. autoclass:: pyro.infer.autoguide.AutoNormalMessenger
+    :members:
+    :undoc-members:
+    :member-order: bysource
+    :show-inheritance:
+
+AutoRegressiveMessenger
+-----------------------
+.. autoclass:: pyro.infer.autoguide.AutoRegressiveMessenger
+    :members:
+    :undoc-members:
+    :member-order: bysource
+    :show-inheritance:
+
 .. _autoguide-initialization:
 
 Initialization

docs/source/inference_algos.rst

@@ -57,6 +57,13 @@ ELBO
     :show-inheritance:
     :member-order: bysource
 
+.. automodule:: pyro.infer.effect_elbo
+    :members:
+    :undoc-members:
+    :special-members: __call__
+    :show-inheritance:
+    :member-order: bysource
+
 Importance
 ----------
 

pyro/infer/__init__.py

@@ -4,6 +4,7 @@
 from pyro.infer.abstract_infer import EmpiricalMarginal, TracePosterior, TracePredictive
 from pyro.infer.csis import CSIS
 from pyro.infer.discrete import infer_discrete
+from pyro.infer.effect_elbo import Effect_ELBO, GuideMessenger, JitEffect_ELBO
 from pyro.infer.elbo import ELBO
 from pyro.infer.energy_distance import EnergyDistance
 from pyro.infer.enum import config_enumerate
@@ -27,17 +28,16 @@
 from pyro.infer.util import enable_validation, is_validation_enabled
 
 __all__ = [
-    "config_enumerate",
     "CSIS",
-    "enable_validation",
-    "is_validation_enabled",
     "ELBO",
+    "Effect_ELBO",
     "EmpiricalMarginal",
     "EnergyDistance",
+    "GuideMessenger",
     "HMC",
-    "Importance",
     "IMQSteinKernel",
-    "infer_discrete",
+    "Importance",
+    "JitEffect_ELBO",
     "JitTraceEnum_ELBO",
     "JitTraceGraph_ELBO",
     "JitTraceMeanField_ELBO",
@@ -51,13 +51,17 @@
     "SMCFilter",
     "SVGD",
     "SVI",
-    "TraceTMC_ELBO",
     "TraceEnum_ELBO",
     "TraceGraph_ELBO",
     "TraceMeanField_ELBO",
     "TracePosterior",
     "TracePredictive",
+    "TraceTMC_ELBO",
     "TraceTailAdaptive_ELBO",
     "Trace_ELBO",
     "Trace_MMD",
+    "config_enumerate",
+    "enable_validation",
+    "infer_discrete",
+    "is_validation_enabled",
 ]

pyro/infer/autoguide/__init__.py

@@ -1,6 +1,11 @@
 # Copyright (c) 2017-2019 Uber Technologies, Inc.
 # SPDX-License-Identifier: Apache-2.0
 
+from pyro.infer.autoguide.effect import (
+    AutoMessenger,
+    AutoNormalMessenger,
+    AutoRegressiveMessenger,
+)
 from pyro.infer.autoguide.gaussian import AutoGaussian
 from pyro.infer.autoguide.guides import (
     AutoCallable,
@@ -41,9 +46,12 @@
     "AutoIAFNormal",
     "AutoLaplaceApproximation",
     "AutoLowRankMultivariateNormal",
+    "AutoMessenger",
     "AutoMultivariateNormal",
     "AutoNormal",
+    "AutoNormalMessenger",
     "AutoNormalizingFlow",
+    "AutoRegressiveMessenger",
     "AutoStructured",
     "init_to_feasible",
     "init_to_generated",