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Switch to softplus transforms for autoguide scales #2823

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merged 2 commits into from
Apr 27, 2021
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@fritzo fritzo commented Apr 25, 2021

@vitkl's experiments in pyro-ppl/sandbox#14 suggest that softplus transforms are more numerically stable for scale parameters in guides, in agreement with anecdotal experience of @martinjankowiak.

This PR changes to use softplus transforms by default in autoguides.

@fritzo fritzo added Blocked and removed Blocked labels Apr 25, 2021
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fritzo commented Apr 25, 2021

@fehiepsi this PR conflicts with #2812. After you merge one of those, please let me update the other to resolve merge conflict (which git will not automatically detect).

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@fritzo I just merged the other one.

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fritzo commented Apr 25, 2021

OK, looks like all the guides use softplus transforms now. Thanks for reviewing!

@fehiepsi fehiepsi merged commit 84711a2 into dev Apr 27, 2021
@fritzo fritzo deleted the autoguide-softplus branch September 27, 2021 14:46
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