How do we feel about Pyro?

Ah got it, thanks! Since posting this, I’ve come across some commentary that Pyro is really big into variational inference and its various forms, such as SVI, as you noted.

Sounds like Pyro would be a decent choice if you want to explore the middle ground between Bayesian ML and deep learning. I know PyMC3 supports BNNs, but perhaps there’s more flexibility to experiment, provided you know what you’re doing, with Pyro.

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