Composing inference algorithms as program transformations
Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to-program transformations. These transformations perform exact inference as well as generate probabilistic programs that compute expectations, densities, and MCMC samples. The resulting inference procedures are about as accurate and fast as other probabilistic programming systems on real-world problems.
Code (0)
등록된 구현이 없습니다.
Tasks
Code GenerationProbabilistic ProgrammingSimilar Papers 제목 키워드 기반
Stochastically Differentiable Probabilistic Programs
Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables p…
Probabilistic ProgrammingEffect Handling for Composable Program Transformations in Edward2
Algebraic effects and handlers have emerged in the programming languages community as a convenient, modular abstraction for controlling computational effects. They have found several applications including concurrent pro…
Probabilistic ProgrammingAutomatic Reparameterisation of Probabilistic Programs
Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the proce…
Probabilistic ProgrammingComposable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro
NumPyro is a lightweight library that provides an alternate NumPy backend to the Pyro probabilistic programming language with the same modeling interface, language primitives and effect handling abstractions. Effect hand…
Probabilistic ProgrammingLearning Syntactic Program Transformations from Examples
IDEs, such as Visual Studio, automate common transformations, such as Rename and Extract Method refactorings. However, extending these catalogs of transformations is complex and time-consuming. A similar phenomenon appea…