Pyro

Pyro is a flexible, universal probabilistic programming language (PPL) built on PyTorch. It allows for expressive deep probabilistic modeling, combining the best of modern deep learning and Bayesian modeling.

Pyro is centered on four main principles: Universal, Scalable, Minimal and Flexible. Pyro is universal in that it can represent any computable probability distribution. It scales easily to large datasets with minimal overhead, and has a small yet powerful core of composable abstractions that make it both agile and maintainable. Lastly, Pyro gives you the flexibility of automation when you want it, and control when you need it.