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Static Analysis for Differentiability

Overview

The static analyser implemented in diffai/ performs the following tasks:

  • Verify the differentiability, and the local Lipschitz continuity, of a given Pyro/Python program.
  • Based on the verification result, transform the analysed program automatically to an optimised one that better leverages Pyro's inference engine.

To evaluate the static analyser, we applied it to the eight Pyro examples in srepar/srepar/examples/. You can reproduce this experiment by running cd diffai; make run-diff-examples.