pyro
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Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch.
Notably, it was designed with these principles in mind:
- **Universal**: pyro is a universal PPL -- it can represent any computable probability distribution.
- **Scalable**: pyro scales to large data sets with little overhead compared to hand-written code.
- **Minimal**: pyro is agile and maintainable.
It is implemented with a small core of powerful, composable abstractions.
- **Flexible**: pyro aims for automation when you want it, control when you need it.
This is accomplished through high-level abstractions to express generative and inference models, while allowing experts easy-access to customize inference.