  In this paper we introduce ZhuSuan, a python probabilistic programming
library for Bayesian deep learning, which conjoins the complimentary advantages
of Bayesian methods and deep learning. ZhuSuan is built upon Tensorflow. Unlike
existing deep learning libraries, which are mainly designed for deterministic
neural networks and supervised tasks, ZhuSuan is featured for its deep root
into Bayesian inference, thus supporting various kinds of probabilistic models,
including both the traditional hierarchical Bayesian models and recent deep
generative models. We use running examples to illustrate the probabilistic
programming on ZhuSuan, including Bayesian logistic regression, variational
auto-encoders, deep sigmoid belief networks and Bayesian recurrent neural
networks.
