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BroadcastedDistribution #11

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mohamed82008 opened this issue Nov 1, 2019 · 1 comment
Open

BroadcastedDistribution #11

mohamed82008 opened this issue Nov 1, 2019 · 1 comment

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@mohamed82008
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Sometimes it is useful to have a broadcasted version of a distribution that is treated as a multivariate distribution. This is critical for performance when doing reverse AD using Tracker since we want to avoid scalar arithmetic. Defining an efficient adjoint for the BroadcastedDistribution will therefore lead to a significant improvement in speed.
@xukai92 xukai92 mentioned this issue Jan 10, 2020
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@xukai92
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xukai92 commented Jan 12, 2020

I think it's relatively straightforward to make BroadcastedDistribution GPU compatible as well.

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@xukai92 @mohamed82008