Hi, is normalizing flow (NF) unavailable in pymc anymore?
I saw the following NF (Normalizing Flows (Inverse AutoRegressive Flows) for stochastic volatility model via advi_minibatch don't work in new PyMC3 version) question and found out all the NF related API disappeared.
Yes it wasn’t ported to the newer version of pymc after the large refactor. We can consider reintroducing if there’s a demand.
Given NF is probably the best at computing multimodal posterior, I personally think it would be reasonable to have it back if it’s doable. I am not sure how I can pull out NF in tensorflow probability or pyro to pymc model at the moment.