This repository contains the accompanying materials for my note "Probabilistic Programming with Variational Inference: Under the Hood". To get started:
git clone https://github.com/willcrichton/pyro-under-the-hood
cd pyro-under-the-hood
pip install pyro-ppl==0.3.3 jupyter matplotlib pandas numpy
jupyter notebook
Then open the pyro-under-the-hood.ipynb notebook and follow along with the note.