Allow to use NeuTra on models with plates (#1826)

* allow to use NeuTra with plate

* Fix typo in reparam.py

Author: fehiepsi

numpyro/infer/reparam.py

@@ -226,7 +226,7 @@ class NeuTraReparam(Reparam):
 
         # Step 2. Use trained guide in NeuTra MCMC
         neutra = NeuTraReparam(guide)
-        model = netra.reparam(model)
+        model = neutra.reparam(model)
         nuts = NUTS(model)
         # ...now use the model in HMC or NUTS...
 
@@ -281,9 +281,15 @@ def __call__(self, name, fn, obs):
         compute_density = numpyro.get_mask() is not False
         if not self._x_unconstrained:  # On first sample site.
             # Sample a shared latent.
+            model_plates = {
+                msg["name"]
+                for msg in self.guide.prototype_trace.values()
+                if msg["type"] == "plate"
+            }
             z_unconstrained = numpyro.sample(
                 "{}_shared_latent".format(self.guide.prefix),
                 self.guide.get_base_dist().mask(False),
+                infer={"block_plates": model_plates},
             )
 
             # Differentiably transform.

numpyro/primitives.py

@@ -530,6 +530,12 @@ def process_message(self, msg):
                 )
             return
 
+        if (
+            "block_plates" in msg.get("infer", {})
+            and self.name in msg["infer"]["block_plates"]
+        ):
+            return
+
         cond_indep_stack = msg["cond_indep_stack"]
         frame = CondIndepStackFrame(self.name, self.dim, self.subsample_size)
         cond_indep_stack.append(frame)

test/infer/test_reparam.py

@@ -15,7 +15,7 @@
 from numpyro.distributions.transforms import AffineTransform, ExpTransform
 import numpyro.handlers as handlers
 from numpyro.infer import MCMC, NUTS, SVI, Trace_ELBO
-from numpyro.infer.autoguide import AutoIAFNormal
+from numpyro.infer.autoguide import AutoDiagonalNormal, AutoIAFNormal
 from numpyro.infer.reparam import (
     CircularReparam,
     ExplicitReparam,
@@ -228,6 +228,22 @@ def test_neutra_reparam_unobserved_model():
         reparam_model(data=None)
 
 
+def test_neutra_reparam_with_plate():
+    def model():
+        with numpyro.plate("N", 3, dim=-1):
+            x = numpyro.sample("x", dist.Normal(0, 1))
+        assert x.shape == (3,)
+
+    guide = AutoDiagonalNormal(model)
+    svi = SVI(model, guide, Adam(1e-3), Trace_ELBO())
+    svi_state = svi.init(random.PRNGKey(0))
+    params = svi.get_params(svi_state)
+    neutra = NeuTraReparam(guide, params)
+    reparam_model = neutra.reparam(model)
+    with handlers.seed(rng_seed=0):
+        reparam_model()
+
+
 @pytest.mark.parametrize("shape", [(), (4,), (3, 2)], ids=str)
 @pytest.mark.parametrize("centered", [0.0, 0.6, 1.0, None])
 @pytest.mark.parametrize("dist_type", ["Normal", "StudentT"])