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pyro
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Is your feature request related to a problem? Please describe.
While sales forecasting, it is necessary that the model is given the input about the promotions, special events that are taken care of in the prophet model as the holiday effect. Does orbit support this feature?
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See wikipedia table for example patterns: https://en.wikipedia.org/wiki/List_of_integrals_of_Gaussian_functions
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Currently, all the VED/VAE models work only with a single channel data (e.g. grayscale images but not color images). The extension to multiple channels should be pretty straightforward if there is a use case.
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After #1016 and #989, it would be nice to port ProdLDA example in Pyro to illustrate some usage of JAX nn frameworks
flax/haikuin NumPyro. We might consider replacingSoftmaxNormalthere withDirichletdistribution. This is a good first issue for those who are interested in both NLP and Ba