{"action":"created","comment":{"url":"https://api.github.com/repos/uber/pyro/pulls/comments/200816942","pull_request_review_id":135209029,"id":200816942,"node_id":"MDI0OlB1bGxSZXF1ZXN0UmV2aWV3Q29tbWVudDIwMDgxNjk0Mg==","diff_hunk":"@@ -243,7 +256,12 @@ def guide(alpha0, beta0, alpha_n, beta_n):\n         pyro.sample(\"lambda_latent\", gamma_dist(alpha_q, beta_q))\n \n     adam = optim.Adam({\"lr\": .0003, \"betas\": (0.97, 0.999)})\n-    elbo = elbo_impl(strict_enumeration_warning=False)\n+    if elbo_impl is RenyiELBO:\n+        elbo = elbo_impl(alpha=0.2, num_particles=3, strict_enumeration_warning=False)\n+        if gamma_dist is ShapeAugmentedGamma:\n+            pytest.skip(\"Assertation errors at beta_q!\")","path":"tests/infer/test_inference.py","position":87,"original_position":87,"commit_id":"90af499c7ded12f6b8285c48a8966dd62f26e380","original_commit_id":"90af499c7ded12f6b8285c48a8966dd62f26e380","user":{"login":"fehiepsi","id":4736342,"node_id":"MDQ6VXNlcjQ3MzYzNDI=","avatar_url":"https://avatars1.githubusercontent.com/u/4736342?v=4","gravatar_id":"","url":"https://api.github.com/users/fehiepsi","html_url":"https://github.com/fehiepsi","followers_url":"https://api.github.com/users/fehiepsi/followers","following_url":"https://api.github.com/users/fehiepsi/following{/other_user}","gists_url":"https://api.github.com/users/fehiepsi/gists{/gist_id}","starred_url":"https://api.github.com/users/fehiepsi/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/fehiepsi/subscriptions","organizations_url":"https://api.github.com/users/fehiepsi/orgs","repos_url":"https://api.github.com/users/fehiepsi/repos","events_url":"https://api.github.com/users/fehiepsi/events{/privacy}","received_events_url":"https://api.github.com/users/fehiepsi/received_events","type":"User","site_admin":false},"body":"@neerajprad  @jpchen  only this test is failed now. I guess it is fine?","created_at":"2018-07-07T16:39:49Z","updated_at":"2018-07-07T16:39:49Z","html_url":"https://github.com/uber/pyro/pull/1214#discussion_r200816942","pull_request_url":"https://api.github.com/repos/uber/pyro/pulls/1214","author_association":"COLLABORATOR","_links":{"self":{"href":"https://api.github.com/repos/uber/pyro/pulls/comments/200816942"},"html":{"href":"https://github.com/uber/pyro/pull/1214#discussion_r200816942"},"pull_request":{"href":"https://api.github.com/repos/uber/pyro/pulls/1214"}}},"pull_request":{"url":"https://api.github.com/repos/uber/pyro/pulls/1214","id":199117422,"node_id":"MDExOlB1bGxSZXF1ZXN0MTk5MTE3NDIy","html_url":"https://github.com/uber/pyro/pull/1214","diff_url":"https://github.com/uber/pyro/pull/1214.diff","patch_url":"https://github.com/uber/pyro/pull/1214.patch","issue_url":"https://api.github.com/repos/uber/pyro/issues/1214","number":1214,"state":"open","locked":false,"title":"Implement renyi elbo","user":{"login":"fehiepsi","id":4736342,"node_id":"MDQ6VXNlcjQ3MzYzNDI=","avatar_url":"https://avatars1.githubusercontent.com/u/4736342?v=4","gravatar_id":"","url":"https://api.github.com/users/fehiepsi","html_url":"https://github.com/fehiepsi","followers_url":"https://api.github.com/users/fehiepsi/followers","following_url":"https://api.github.com/users/fehiepsi/following{/other_user}","gists_url":"https://api.github.com/users/fehiepsi/gists{/gist_id}","starred_url":"https://api.github.com/users/fehiepsi/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/fehiepsi/subscriptions","organizations_url":"https://api.github.com/users/fehiepsi/orgs","repos_url":"https://api.github.com/users/fehiepsi/repos","events_url":"https://api.github.com/users/fehiepsi/events{/privacy}","received_events_url":"https://api.github.com/users/fehiepsi/received_events","type":"User","site_admin":false},"body":"This pull request adds Renyi Elbo. In the case `alpha = 0`, we have IWELBO.\r\n\r\nI wrote the derivation [here](https://gist.github.com/fehiepsi/7916400d8380cb05d21e859681b7a694) for reference. Note that this works with non-parameterizable variables too.\r\n\r\nTodo list:\r\n- [x] Implement\r\n- [x] Add docs, comments\r\n- [x] Add 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