First Normalizing flows Tutorial

pyro/distributions/conditional.py

@@ -54,6 +54,9 @@ def __init__(self, transform):
     def condition(self, context):
         return self.transform
 
+    def clear_cache(self):
+        self.transform.clear_cache()
+
 
 class ConditionalTransformedDistribution(ConditionalDistribution):
     def __init__(self, base_dist, transforms):
@@ -66,3 +69,6 @@ def condition(self, context):
         base_dist = self.base_dist.condition(context)
         transforms = [t.condition(context) for t in self.transforms]
         return TransformedDistribution(base_dist, transforms)
+
+    def clear_cache(self):
+        pass

pyro/distributions/torch_patch.py

@@ -45,6 +45,20 @@ def _Transform__getstate__(self):
     return attrs
 
 
+# TODO move upstream
+@patch_dependency('torch.distributions.transforms.Transform.clear_cache')
+def _Transform_clear_cache(self):
+    if self._cache_size == 1:
+        self._cached_x_y = None, None
+
+
+# TODO move upstream
+@patch_dependency('torch.distributions.TransformedDistribution.clear_cache')
+def _TransformedDistribution_clear_cache(self):
+    for t in self.transforms:
+        t.clear_cache()
+
+
 # Fixes a shape error in Multinomial.support with inhomogeneous .total_count
 @patch_dependency('torch.distributions.Multinomial.support')
 @torch.distributions.constraints.dependent_property

pyro/distributions/transforms/spline.py

@@ -143,7 +143,7 @@ def _monotonic_rational_spline(inputs,
 
     # Get the index of the bin that each input is in
     # bin_idx ~ (batch_dim, input_dim, 1)
-    bin_idx = _searchsorted(cumheights + eps if inverse else cumwidths + eps, inputs)[..., None]
+    bin_idx = _searchsorted(cumheights + eps if inverse else cumwidths + eps, inputs).unsqueeze(-1)
 
     # Select the value for the relevant bin for the variables used in the main calculation
     input_widths = _select_bins(widths, bin_idx)

setup.py

@@ -64,6 +64,7 @@
     'visdom>=0.1.4',
     # 'biopython>=1.54',  # requires Python 3.6
     'pandas',
+    'scikit-learn',
     'seaborn',
     'wget',
 ]

tutorial/source/index.rst

@@ -28,6 +28,7 @@ Welcome to Pyro Examples and Tutorials!
    minipyro
    effect_handlers
    modules
+   normalizing_flows_i
 
 .. toctree::
    :maxdepth: 2