the author of this article would do well to admit that he "doesn't know" bayesian inference very well. unfortunately, the usage of pyro is incorrect here. in particular data subsampling is handled incorrectly (there may be more issues). the weights of the network represent a global random variable. consequently, when doing data-subsampling care must be taken that the ELBO that is constructed is scaled correctly. that is not done here. probabilistic programming languages like pyro are a great tool for making bayesian inference easier and more accessible, but they can be produce arbitrarily bad results if the user uses them incorrectly.