GuidesΒΆ

A number of inference strategies make use of an auxiliary distribution which we call a guide distribution. They are specified like so:

sample(dist, {guide: guideFn});

Where guideFn is a function that takes zero arguments, and returns a distribution object.

For example:

sample(Cauchy(params), {
  guide: function() {
    return Gaussian(guideParams);
  }
});

Note that such functions will only be called when using an inference strategy that makes use of the guide.

In some situations, it is convenient to be able to specify part of a guide computation outside of the functions passed to sample. This can be accomplished with the guide function, which takes a function of zero arguments representing the computation:

guide(function() {
  // Some guide computation.
});

As with the functions passed to sample, the function passed to guide will only be called when required for inference.

It’s important to note that guide does not return the value of the computation. Instead, the global store should be used to pass results to subsequent guide computations. This arrangement encourages a programming style in which there is separation between the model and the guide.