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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.

Pyro was originally developed at Uber AI and is now actively maintained by community contributors, including a dedicated team at the Broad Institute.In 2019, Pyro became a project of the Linux Foundation, a neutral space for collaboration on open source software, open standards, open data, and open hardware.

For more information about the high level motivation for Pyro, check out our launch blog post.For additional blog posts, check out work on experimental design andtime-to-event modeling in Pyro.

Installing

Installing a stable Pyro release

Install using pip:

Pyro supports Python 3.6+.

pip install pyro-ppl

Install from source:

git clone [email protected]:pyro-ppl/pyro.gitcd pyrogit checkout master  # master is pinned to the latest releasepip install .

Install with extra packages:

To install the dependencies required to run the probabilistic models included in the examples/tutorials directories, please use the following command:

pip install pyro-ppl[extras] 

Make sure that the models come from the same release version of the Pyro source code as you have installed.

Installing Pyro dev branch

For recent features you can install Pyro from source.

Install Pyro using pip:

pip install git+https://github.com/pyro-ppl/pyro.git

or, with the extras dependency to run the probabilistic models included in the examples/tutorials directories:

pip install git+https://github.com/pyro-ppl/pyro.git#egg=project[extras]

Install Pyro from source:

git clone https://github.com/pyro-ppl/pyrocd pyropip install .  # pip install .[extras] for running models in examples/tutorials

Running Pyro from a Docker Container

Refer to the instructions here.

Citation

If you use Pyro, please consider citing:

@article{bingham2019pyro,  author    = {Eli Bingham and               Jonathan P. Chen and               Martin Jankowiak and               Fritz Obermeyer and               Neeraj Pradhan and               Theofanis Karaletsos and               Rohit Singh and               Paul A. Szerlip and               Paul Horsfall and               Noah D. Goodman},  title     = {Pyro: Deep Universal Probabilistic Programming},  journal   = {J. Mach. Learn. Res.},  volume    = {20},  pages     = {28:1--28:6},  year      = {2019},  url       = {http://jmlr.org/papers/v20/18-403.html}}