Mixture density network in Pyro
This script implements a simple Mixture Density Network in Pyro, a probabilistic programming language built on top of PyTorch. It uses the same example data as in Bishops's book (Bishop, C. M. (2013). Pattern Recognition and Machine Learning) and is based on the pytorch implementation of David Ha, https://github.com/hardmaru/pytorch_notebooks/blob/master/mixture_density_networks.ipynb
See http://pyro.ai/ for documentation on pyro and the following tutorials for more specific information on discrete enumeration and Gaussian Mixture models in Pyro:
Requirements
- pyro (0.3.0)
- pytorch (1.0.0)
- numpy
- matplotlib