pyro-ppl/pyro
A deep universal probabilistic programming library built on PyTorch for scalable Bayesian inference and variational inference.

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Pyro is a flexible, scalable deep probabilistic programming library built on top of PyTorch. It provides high-level abstractions for expressing generative and inference models while allowing customization of inference algorithms. Originally developed at Uber AI and now maintained by the community including the Broad Institute, it supports universal probability distributions, variational inference, and Bayesian deep learning.