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Add TMC estimator of reweighted wake-sleep wake-phi loss #2258

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@eb8680 eb8680 commented Jan 14, 2020

Tasks:

  • Add example
  • Reuse traces across wake-theta and wake-phi loss computations
  • Attempt to remove zero-expectation terms, similar to pyro.infer.Dice.compute_expectation
  • Add stronger tests and tests for new ops.packed utilities
  • Explore example performance for fixed model as function of noise and length scale for various learning settings
  • Compute KL(P|Q) exactly with Gaussian math
  • Evaluate posterior mean RMSE

@eb8680 eb8680 changed the title Add TMC estimator of reweighted wake-sleep phi loss Add TMC estimator of reweighted wake-sleep wake-phi loss Jan 14, 2020
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