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Add AutoGuide.predict*() methods #2851

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Add AutoGuide.predict*() methods #2851

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@fritzo fritzo commented May 18, 2021

Addresses #2848

This adds four new methods that intend to replace Predictive(...) for autoguides:

  • .predict() draws a single sample
  • .predict_sample() draws a batch of samples
  • .predict_median() traces the model with median latents
  • .predict_quantile() traces the model with quantile latents

These methods differ from .__call__(), .median() and .quantiles() in that they additionally replay and trace the model against latent values, thereby giving access to deterministic nodes (which e.g. is important for reparametrization).

Tested

  • TODO

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