Add pupport forward-mode differentiation with autoguide#2163
Merged
fehiepsi merged 1 commit intopyro-ppl:masterfrom Mar 30, 2026
Merged
Add pupport forward-mode differentiation with autoguide#2163fehiepsi merged 1 commit intopyro-ppl:masterfrom
fehiepsi merged 1 commit intopyro-ppl:masterfrom
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Closes #2068
Summary
Adds
forward_mode_differentiationparameter to all autoguide classes, fixing #2068.AutoGuide._setup_prototypecallsinitialize_modelto inspect the model and find valid initial parameters. Previously, it always used reverse-mode differentiation (the default), which fails for models containing JAX primitives that don't support reverse-mode AD (e.g.,jax.lax.while_loop,jax.numpy.linalg.eigh). Users could passforward_mode_differentiation=TruetoSVI.run/SVI.updateto control differentiation of the ELBO loss, but the autoguide's internalinitialize_modelcall was unaffected.This PR adds a
forward_mode_differentiationkeyword argument (defaultFalse) toAutoGuide.__init__and threads it through to all subclasses:AutoGuide(base class) — stores the flag and passes it toinitialize_modelin_setup_prototypeAutoGuideListAutoNormalAutoDeltaAutoDAISAutoSurrogateLikelihoodDAIS— also passes the flag to the secondinitialize_modelcall for the surrogate modelAutoSemiDAISAutoBatchedMixinuses*args, **kwargsand forwards automatically.Usage