pyro-ppl/pyro

Tutorial on implementing custom MCMC samplers

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#2,069 opened on Oct 18, 2019

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Examplesdocumentationhelp wanted

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Description

Similar to the tutorial on custom losses in SVI, we should have a tutorial on implementing custom MCMC kernels using the new MCMC API. Something simple like SGLD seems like a good starting point.

Contributor guide

Research direction
Study the existing custom losses tutorial and the new MCMC API in Pyro. Implement a simple SGLD sampler as an example, then document the process step by step.
Tech stack
pythonpytorch
Domain
machine learningai
Issue type
Documentation
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Fresh
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
PythonPyTorchMCMC basics
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
60