Thank you for your help @dustin and would like to add that the team is doing a great job on Edward 
I am attaching my first working version of the code here as I believe it works in the way I would want it to.
I also used jbr’s Renyi Divergence vae example and made an extremely similar version here.
The ELBO I have used is based on the reparameterized BB-alpha energy in this paper in section 4.
Could someone please check the logic of my code?
To test that the code works properly, alpha = 0 should perform similarly to KLqp and alpha = 1 should perform similar to KLpq. An arbitrary value of 0.5 was chosen in my example.