Model-Based Machine Learning with NumPyro

I enjoy the book Model-Based Machine Learning, and inspired by Du Phan's port of Statistical Rethinking I decided to play around to port some examples of the code to NumPyro.

Notes

• MBML source pdf
• MBML early access

Q: Are there any posts on the Pyro forums about Model-Based Machine Learning?

A: Searching the forums for two keyword phrases finds a total of three posts.

1. "mbml"
   • Jan 3, '19 5:32 PM - Importance sampling and Empirical Margin
   • Oct 24, '18 2:28 PM - Model Based Machine Learning Book Chapter 2 Skills example in Pyro- tensor dimension issue
2. "model based machine learning"
   • Feb 17, '19 9:49 AM - Model Based Machine Learning chapter 3, loss oscillating
   • Oct 24, '18 2:28 PM - Model Based Machine Learning Book Chapter 2 Skills example in Pyro- tensor dimension issue

Oct 24, '18 2:28 PM - Model Based Machine Learning Book Chapter 2 Skills example in Pyro- tensor dimension issue

• The post is very long and I think the original code from OG is not code to emulate, But the post did bring out other authors to contribute to cleaning up the code
• Need to be careful since pyro was a lot younger and some of the bugs or code might be work aronds
• fritzo code seems to be something to target
• The post also has some discussion about tensor shape tutorial notebook, to_event(), event_shape see also this post titled Dependency tracking in Pyro
• Even though the code snippets are posted there are no repos shared

Jan 3, '19 5:32 PM - Importance sampling and Empirical Margin](https://forum.pyro.ai/t/importance-sampling-and-empirical-margin/627

• post is more focused, but I think suffers from the earlier days of pyro
• the OG was able to make progress and posted his Github for code
• OG's repo has some great visualization for both chapters 1 and 2
• OG links to slides titled Introduction to Probabilistic Programming: Models and Inference in Pyro which he claims helped to get the program to work
• The slides are from a workshop titled MLTrain @UAI 2018 with videos for the presentations on YouTube.
• These slides and presentation are also linked to from the post title Dependency tracking in Pyro

Feb 17, '19 9:49 AM - Model Based Machine Learning chapter 3, loss oscillating](https://forum.pyro.ai/t/model-based-machine-learning-chapter-3-loss-oscillating/738

• Has code snippets for chapter 3
• community seems to show progress with SVI but recommends MCMC

Community members List

• erlebach
• Rubiel
• jeffmax
• MicPie

Q: Are there any Github repositories outside the Pyro community working on a similar project?

A: Searching via DuckDuckGo and Google I can find one dedicated repository and a mention to a course that teaches out of the MBML book.

1. DuckDuckGo search: github MBML "pyro" model based machine learning
   • mengqvist/data_analysis_mbml
2. Google search github MBML "pyro" model based machine learning:
   • jmontalvo94/mbml-energy-predictor

mengqvist/data_analysis_mbml

• The repo has all the data downloaded but not many examples finished
• There is a single notebook containing Chapter 1 and Chapter 2
• Looks like the author couldn't get past Chapter 2 Moving to real data .. I know how you feel 😭

jmontalvo94/mbml-energy-predictor

• Mentions the course 42186 - Model-based Machine Learning from the Technical University of Denmark (DTU)
• I can find several courses with the MBML title searching Technical University of Denmark (DTU)
• Course page for 42186 - Model-based Machine Learning from the Technical University of Denmark (DTU)