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Update opvi.py (#6093)
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pymc/variational/opvi.py

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@@ -565,17 +565,6 @@ class Group(WithMemoization):
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Group instance/class has some important constants:
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- **supports_batched**
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Determines whether such variational family can be used for AEVB or rowwise approx.
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AEVB approx is such approx that somehow depends on input data. It can be treated
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as conditional distribution. You can see more about in the corresponding paper
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mentioned in references.
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Rowwise mode is a special case approximation that treats every 'row', of a tensor as
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independent from each other. Some distributions can't do that by
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definition e.g. :class:`Empirical` that consists of particles only.
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- **has_logq**
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Tells that distribution is defined explicitly
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@@ -616,34 +605,6 @@ class Group(WithMemoization):
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- `{'histogram'}`: :class:`EmpiricalGroup`
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- `{0, 1, 2, 3, ..., k-1}`: :class:`NormalizingFlowGroup` of depth `k`
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NormalizingFlows have other parameters than ordinary groups and should be
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passed as nested dicts with the following keys:
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- `{'u', 'w', 'b'}`: :class:`PlanarFlow`
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- `{'a', 'b', 'z_ref'}`: :class:`RadialFlow`
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- `{'loc'}`: :class:`LocFlow`
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- `{'rho'}`: :class:`ScaleFlow`
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- `{'v'}`: :class:`HouseholderFlow`
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Note that all integer keys should be present in the dictionary. An example
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of NormalizingFlow initialization can be found below.
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**Using AEVB**
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Autoencoding variational Bayes is a powerful tool to get conditional :math:`q(\lambda|X)` distribution
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on latent variables. It is well supported by PyMC and all you need is to provide a dictionary
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with well shaped variational parameters, the correct approximation will be autoselected as mentioned
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in section above. However we have some implementation restrictions in AEVB. They require autoencoded
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variable to have first dimension as *batch* dimension and other dimensions should stay fixed.
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With this assumptions it is possible to generalize all variational approximation families as
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batched approximations that have flexible parameters and leading axis.
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**Delayed Initialization**
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When you have a lot of latent variables it is impractical to do it all manually.

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