Improvements on H_zero_mask Option in obs2prior

[TianyuDu]

H_zero_mask Option in obs2prior

Link to notebook (use branch "mask-H-obs2prior")

This tutorial explains how to impose some structure on hierarchical priors. Specifically, it shows how to impose that some entries of the H and W matrix are fixed to 0 and shouldn't be learned. Here are some comments

• I think this is a great extension for the obs2prior tutorial. I will use it in the Learning Tools project and, when this is done, we could add a link to the Learning Tools notebook to show a practical example
• We could give some context regarding when imposing structure on hierarchical priors is relevant.
  • if I understood correctly, this is mostly relevant when the researcher fears there is not enough data for a flexible hierarchical prior and the researcher has some intuition regarding which dim - to be confirmed
• We could also give some hints regarding how to choose the structure of the hierarchy
• Related to the two points above, we could adapt the numerical example to highlight the benefits from imposing a structure

Originally posted by @charlespebereau in gsbDBI/torch-choice#5 (comment)