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October 26, 2018 07:05
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z = 1
indeed (after transform). You can remove the transform code and set z = 1
, but precision is not the point I want to make here.
On probability scale, e^-1
is definitely different to e^-1000
. If the number of data is 5000, then grad will be 5000x off!
z = 1 indeed (after transform)
Sorry, missed the transform code, and this indeed is surprising. Does the jit throw any warnings at all?
There is no warning at all.
Great to know, @fehiepsi! 👍 on the cool detective work. Moving the discussion back to the issue for better visibility.
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With z being 0, is it possible that the probability of
pyro.sample("obs", dist.Normal(3, z), obs=data)
being close to 0 accounts for instability between the jit and nojit versions? The difference is large but both are essentially 0 on the probability scale. Can we see this difference for other inputs with a higher value forlog_prob
?