Pyro - Deep universal probabilistic programming with Python and PyTorch

Pyro is a universal probabilistic programming language (PPL) written in Python and supported by PyTorch on the backend. Pyro enables flexible and expressive deep probabilistic modeling, unifying the best of modern deep learning and Bayesian modeling.

Probability is the mathematics of reasoning under uncertainty, much as calculus is the mathematics for reasoning about rates of change. Models built in the language of probability can capture complex reasoning, know what they do not know, and uncover structure in data without supervision. Further, probability provides a way for human experts to provide knowledge to AI systems in the form of a priori beliefs.

Specifying probabilistic models directly can be cumbersome and implementing them can be very error-prone. Probabilistic programming languages (PPLs) solve these problems by marrying probability with the representational power of programming languages. A probabilistic program is a mix of ordinary deterministic computation and randomly sampled values; this stochastic computation represents a generative story about data.