Pyro-ppl

New Features
* `Stable.log_prob()` is now implemented and differentiable by BenZickel in 3369, 3370
* Introducing pyro.infer.predictive.WeighedPredictive which reports weights along with predicted samples by BenZickel in https://github.com/pyro-ppl/pyro/pull/3345
* Resampler for weighed samples by BenZickel in https://github.com/pyro-ppl/pyro/pull/3352
* Add function for calculating quantiles of weighed samples. by BenZickel in https://github.com/pyro-ppl/pyro/pull/3340
* Add effective sample size analytics to WeighedPredictive results by BenZickel in https://github.com/pyro-ppl/pyro/pull/3351
* Introducing PyroModuleList, because torch.nn.ModueList reinitializies modules when slice-indexing by MartinBubel in https://github.com/pyro-ppl/pyro/pull/3339

Type hints
* Type annotate `pyro.nn.module` in https://github.com/pyro-ppl/pyro/pull/3337
* Fixes to type hints 3333, 3334

Additional changes
* small update doc HMC by dario-coscia in https://github.com/pyro-ppl/pyro/pull/3335
* Type annotate `pyro.nn.dense_nn` and `pyro.nn.auto_reg_nn` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3342
* Enable type checking of the tests folder by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3336
* Auto regressive nn on gpu - revisited by cafletezbrant in https://github.com/pyro-ppl/pyro/pull/3346
* GCC-8 CI error test by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3349
* Fix ruff version to 0.3.4 in order to overcome issue with version 0.3.5. by BenZickel in https://github.com/pyro-ppl/pyro/pull/3354
* Fix ruff settings & remove flake8 and isort settings by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3356
* Unpin ruff version by BenZickel in https://github.com/pyro-ppl/pyro/pull/3357
* Switch dependency from jupyter to notebook by fritzo in https://github.com/pyro-ppl/pyro/pull/3360
* Add the energy score scoring rule for comparing multivariate distributions by BenZickel in https://github.com/pyro-ppl/pyro/pull/3362
* Add jupyter lab option to docker Makefile by eteq in https://github.com/pyro-ppl/pyro/pull/3363
* Replace torch._utils._accumulate with numpy.cumsum. by BenZickel in https://github.com/pyro-ppl/pyro/pull/3364
* Fix PyroModule rendering error in local-parameter mode by eb8680 in https://github.com/pyro-ppl/pyro/pull/3366

New Contributors
* dario-coscia made their first contribution in https://github.com/pyro-ppl/pyro/pull/3335
* MartinBubel made their first contribution in https://github.com/pyro-ppl/pyro/pull/3339
* BenZickel made their first contribution in https://github.com/pyro-ppl/pyro/pull/3340
* cafletezbrant made their first contribution in https://github.com/pyro-ppl/pyro/pull/3346
* eteq made their first contribution in https://github.com/pyro-ppl/pyro/pull/3363

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.9.0...1.9.1

Breaking Changes

- Drop support for PyTorch 1
- Drop support for Python 3.7

New features
- Type hints are now available in some parts of Pyro, thanks to ordabayevy. Please let us know about any issues. We welcome help adding type hints to remaining parts of Pyro. 2550
- New tutorials using [Zuko](https://github.com/probabilists/zuko) normalizing flows by francois-rozet
- A new simple [RandomWalkKernel](https://docs.pyro.ai/en/1.9.0/mcmc.html#randomwalkkernel) by martinjankowiak
- A new [SimplexToOrderedTransform](https://docs.pyro.ai/en/1.9.0/distributions.html#simplextoorderedtransform) by peblair
- A new simple [PyTorch training example](https://pyro.ai/examples/svi_torch.html) by eb8680

Detailed Changes
* Fix GammaPoisson distribution from ignoring validate_args param by austinv11 in https://github.com/pyro-ppl/pyro/pull/3253
* Updated docs and fixed spelling by martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3254
* fix custom_guide in intro_long.ipynb by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3258
* use generator arg in dataloader in cevae by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3264
* SBVM sampler fix by deoxyribose in https://github.com/pyro-ppl/pyro/pull/3261
* Render deterministic functions by r3v1 in https://github.com/pyro-ppl/pyro/pull/3266
* Replace lap.lapjv() with scipy.optimize.linear_sum_assignment() by fritzo in https://github.com/pyro-ppl/pyro/pull/3267
* Fix: Wrong codomain in LeakyReLUTransform by MeenuyD in https://github.com/pyro-ppl/pyro/pull/3270
* Drop the support for PyTorch<2.0 by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3272
* Add `param_store.py` type hints by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3271
* Address the issues in 3274 by cyianor in https://github.com/pyro-ppl/pyro/pull/3277
* Drop Python 3.7 support by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3278
* Update link to Nolan reference of Stable distribution by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3281
* Fix `pyro.poutine.handlers` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3283
* Add handlers explicitly by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3285
* Use `functools.wraps` to preserve `handler` signature by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3287
* Type annotate `pyro.poutine.runtime` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3288
* Type annotate `pyro.poutine.messenger` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3290
* Type annotate `pyro.primitives` & `poutine.block_messenger` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3292
* Add os to readthedocs.yml file by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3293
* Remove python.version entry in rtd.yml file by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3294
* Type annotate broadcast, condition, do, enum messengers by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3295
* Typo in the documentation example by pavleb in https://github.com/pyro-ppl/pyro/pull/3298
* Type annotate `Trace`, `TraceMessenger`, & `pyro.poutine.guide` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3299
* Small typo in tutorial by osorensen in https://github.com/pyro-ppl/pyro/pull/3300
* Update effect_handlers.ipynb by djinnome in https://github.com/pyro-ppl/pyro/pull/3296
* Fix `gate` & `gate_logits` in `ZeroInflatedDistribution` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3303
* Type annotate poutines by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3306
* Numpy Import Convention by RatishT in https://github.com/pyro-ppl/pyro/pull/3307
* Type annotate messengers by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3308
* Add simple RandomWalkKernel by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3311
* Type annotate messengers by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3309
* Add tutorials using normalizing flows by francois-rozet in https://github.com/pyro-ppl/pyro/pull/3302
* Mypy `warn_unreachable=True` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3312
* Fix mypy and line-too-long errors by fritzo in https://github.com/pyro-ppl/pyro/pull/3313
* Get CI working with new black, torch, pytest by fritzo in https://github.com/pyro-ppl/pyro/pull/3318
* Annotate handlers & add py.typed by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3321
* Port implementation of SimplexToOrderedTransform from numpyro by peblair in https://github.com/pyro-ppl/pyro/pull/3320
* Prevent observation masks improperly expanding samples in plates by austinv11 in https://github.com/pyro-ppl/pyro/pull/3317
* Document InferDict and Message typed dicts by fritzo in https://github.com/pyro-ppl/pyro/pull/3323
* Fix bug in CVAE example by FDUguchunhui in https://github.com/pyro-ppl/pyro/pull/3325
* Add a simple PyTorch training example by eb8680 in https://github.com/pyro-ppl/pyro/pull/3327
* Add .github/workflows/publish.yml to publish to pypi.org by fritzo in https://github.com/pyro-ppl/pyro/pull/3326
* Fix interaction between PyroParam and torch.func.grad by eb8680 in https://github.com/pyro-ppl/pyro/pull/3328
* Fix action link for publishing to PyPI by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3329
* Bump version to 1.9.0 by fritzo in https://github.com/pyro-ppl/pyro/pull/3330

New Contributors
* austinv11 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3253
* deoxyribose made their first contribution in https://github.com/pyro-ppl/pyro/pull/3261
* r3v1 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3266
* MeenuyD made their first contribution in https://github.com/pyro-ppl/pyro/pull/3270
* cyianor made their first contribution in https://github.com/pyro-ppl/pyro/pull/3277
* pavleb made their first contribution in https://github.com/pyro-ppl/pyro/pull/3298
* osorensen made their first contribution in https://github.com/pyro-ppl/pyro/pull/3300
* djinnome made their first contribution in https://github.com/pyro-ppl/pyro/pull/3296
* RatishT made their first contribution in https://github.com/pyro-ppl/pyro/pull/3307
* peblair made their first contribution in https://github.com/pyro-ppl/pyro/pull/3320
* FDUguchunhui made their first contribution in https://github.com/pyro-ppl/pyro/pull/3325

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.8.6...1.9.0

Summary
* Reenable support for PyTorch 1.11 (after Pyro's 1.8.5 release had narrowly required torch>=2.0)
* Improve docstrings of Pyro's distribution wrappers around torch distributions 3246

What's Changed
* Refactor `ProvenanceTensor` to use `pytree` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3223
* Create FUNDING.yml by fritzo in https://github.com/pyro-ppl/pyro/pull/3224
* Remove DataParallel container in SS-VAE model by martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3227
* Fix jit ELBO sign error by fritzo in https://github.com/pyro-ppl/pyro/pull/3229
* Replace flake8+isort with ruff by fritzo in https://github.com/pyro-ppl/pyro/pull/3231
* fix _loc_scale method in AutoMultivariateNormal by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3233
* Revert to support `torch>=1.11.0` by francois-rozet in https://github.com/pyro-ppl/pyro/pull/3242
* Concatenate torch docstrings at end of distribution wrappers by fritzo in https://github.com/pyro-ppl/pyro/pull/3246
* Disable pdf builds on readthedocs by fritzo in https://github.com/pyro-ppl/pyro/pull/3250
* Disable pdf and epub build on readthedocs by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3251
* Fix 3245 bug in poutine.trace(graph_type="dense") by fritzo in https://github.com/pyro-ppl/pyro/pull/3247
* Bump version to to 1.8.6 by fritzo in https://github.com/pyro-ppl/pyro/pull/3252

New Contributors
* francois-rozet made their first contribution in https://github.com/pyro-ppl/pyro/pull/3242
* rtviii collaborated with fritzo in https://github.com/pyro-ppl/pyro/pull/3246

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.8.5...1.8.6

This release includes a number of fixes to support PyTorch 2.

What's Changed
* Update base learning rate scheduler by eb8680 in https://github.com/pyro-ppl/pyro/pull/3167
* Update GP tutorials to unblock 3174 by fehiepsi in https://github.com/pyro-ppl/pyro/pull/3175
* add substitute handler by thisiscam in https://github.com/pyro-ppl/pyro/pull/3125
* Update torch_patch.py by S163669 in https://github.com/pyro-ppl/pyro/pull/3174
* fix: typo in log-absolute-derivative of exponential transform (normalizing flow tutorial) closes 3176 by felixschltr in https://github.com/pyro-ppl/pyro/pull/3177
* rerun newest black on entire repo by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3178
* Preserve path to the file when rendering model by LysSanzMoreta in https://github.com/pyro-ppl/pyro/pull/3186
* Add conditional inverse and compose TransformModules by eb8680 in https://github.com/pyro-ppl/pyro/pull/3185
* PyTorch Lightning example by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3189
* Fix & update GMM tutorial by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3193
* Fixing typos in `infer.inspect` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3198
* Bug fix about device of subsample in subsample_messenger.py by hjnnjh in https://github.com/pyro-ppl/pyro/pull/3195
* Dependency tracking tutorial by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3197
* Make patch_dependency safer under dependency drift by fritzo in https://github.com/pyro-ppl/pyro/pull/3204
* Deprecate `CorrLCholeskyTransform` in favor of upstream `CorrCholeskyTransform` by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3199
* VAE: Improved ELBO plots by martinrohbeck in https://github.com/pyro-ppl/pyro/pull/3205
* Remove vestigial lines from pyro/__init__.py __all__ by fritzo in https://github.com/pyro-ppl/pyro/pull/3210
* fix learning rate schedulers in PyTorch 2.0 (closes 3202) by ilia-kats in https://github.com/pyro-ppl/pyro/pull/3207
* Clear .unconstrained weakrefs before pickling; rebuild them more often by fritzo in https://github.com/pyro-ppl/pyro/pull/3212
* Add `pl.Trainer` args to argparse by ordabayevy in https://github.com/pyro-ppl/pyro/pull/3217
* Run CI with PyTorch 2.0 by eb8680 in https://github.com/pyro-ppl/pyro/pull/3192
* make ProvenanceTensor behave more like a Tensor (closes 3218) by ilia-kats in https://github.com/pyro-ppl/pyro/pull/3220
* Bump version to 1.8.5 by fritzo in https://github.com/pyro-ppl/pyro/pull/3222

New Contributors
* thisiscam made their first contribution in https://github.com/pyro-ppl/pyro/pull/3125
* S163669 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3174
* felixschltr made their first contribution in https://github.com/pyro-ppl/pyro/pull/3177
* LysSanzMoreta made their first contribution in https://github.com/pyro-ppl/pyro/pull/3186
* hjnnjh made their first contribution in https://github.com/pyro-ppl/pyro/pull/3195
* martinrohbeck made their first contribution in https://github.com/pyro-ppl/pyro/pull/3205
* ilia-kats made their first contribution in https://github.com/pyro-ppl/pyro/pull/3207

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.8.4...1.8.5

Fixed
* Allow torch>=2 by fritzo in https://github.com/pyro-ppl/pyro/pull/3164
* fixed NaN with in `log_prob` corr < -1e-8 for `SineBivariateVonMises` by OlaRonning in https://github.com/pyro-ppl/pyro/pull/3165
* Allow registering of custom exception handlers for potential_fn computations by Balandat in https://github.com/pyro-ppl/pyro/pull/3168

Added
* Allow rendering of semisupervised models by fritzo in https://github.com/pyro-ppl/pyro/pull/3159
* Add `GroupedNormalNormal` distribution by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3163
* Add make tutorial to docs CI workflow by eb8680 in https://github.com/pyro-ppl/pyro/pull/3012

New Contributors
* Balandat made their first contribution in https://github.com/pyro-ppl/pyro/pull/3168

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.8.3...1.8.4

What's Changed
* rename custom_objectives_training.ipynb -> custom_objectives.ipynb by martinjankowiak in https://github.com/pyro-ppl/pyro/pull/3141
* Expose Gaussian algorithms by fritzo in https://github.com/pyro-ppl/pyro/pull/3145
* fix_reverse_out_bound_quadratic_spline by LiaoShiqi97 in https://github.com/pyro-ppl/pyro/pull/3140
* Improve sequential_gaussian_filter_sample() by fritzo in https://github.com/pyro-ppl/pyro/pull/3146
* Add jitter to Cholesky factorization in Gaussian ops by fritzo in https://github.com/pyro-ppl/pyro/pull/3151
* Clean up handling of global settings by fritzo in https://github.com/pyro-ppl/pyro/pull/3152
* Add an option to stop PyroModules from sharing parameters by eb8680 in https://github.com/pyro-ppl/pyro/pull/3149
* Ensure compatibility with torch>=1.13 torchvision>=0.14 by fritzo in https://github.com/pyro-ppl/pyro/pull/3155
* Adds min_stepsize and max_stepsize to HMC, avoiding infinite loop by fritzo in https://github.com/pyro-ppl/pyro/pull/3157

New Contributors
* LiaoShiqi97 made their first contribution in https://github.com/pyro-ppl/pyro/pull/3140

**Full Changelog**: https://github.com/pyro-ppl/pyro/compare/1.8.2...1.8.3