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How To Train Your Program: a Probabilistic Programming Pattern for Bayesian Learning From Data

2021-05-08 · David Tolpin

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to \textit{stochastically condition} a complementary model, such that inference on new data yields the same posterior distribution of latent parameters corresponding to the new data as inference on a hierachical model on the combination of both previously available and new data, at a lower computation cost. We frame the approach as a design pattern of probabilistic programming referred to herein as `stump and fungus', and evaluate realization of the pattern on case studies.

📄 PDF Abstract BibTeX arXiv:2105.03650

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Probabilistic Programming

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