bayesian

Pyro's HMC and NUTS implementations are feature-complete and well-tested, but they are quite slow in models like the one in our Bayesian regression tutorial that operate on small tensors for reasons that are largely beyond our control (mostly having to do with the design and implementation of torch.autograd), which is unfortunate because these

Summary:

It'd be nice to have a builder pattern for var contexts to make them easy to construct for testing. Something that could be used like this:

MatrixXd m(3, 2); 
...
var_context vc
  = var_context::builder()
    .matrix("a", m)
    .real("f", 2.3)
    .build();

Current Version:

v2.23.0

Ankit Shah and I are trying to use Gen to support a project and would love the addition of a dirichlet distribution

Is your feature request related to a problem? Please describe.
While sales forecasting, it is necessary that the model is given the input about the promotions, special events that are taken care of in the prophet model as the holiday effect. Does orbit support this feature?