The MCMC training of GP from this example doesn't work. Specifically, mcmc object doesn't seem to have get_samples attribute.
Google Colab
(see screenshot below)

The interface to MCMC that you are using is deprecated and will be removed in the next major version. Could you try to import the new interface using from pyro.infer.mcmc.api import MCMC instead? You may need to update your version of Pyro if this module does not exist.
It worked! Thanks a lot!
Most helpful comment
The interface to MCMC that you are using is deprecated and will be removed in the next major version. Could you try to import the new interface using
from pyro.infer.mcmc.api import MCMCinstead? You may need to update your version of Pyro if this module does not exist.