15,489 research outputs found
Improvements to Inference Compilation for Probabilistic Programming in Large-Scale Scientific Simulators
We consider the problem of Bayesian inference in the family of probabilistic
models implicitly defined by stochastic generative models of data. In
scientific fields ranging from population biology to cosmology, low-level
mechanistic components are composed to create complex generative models. These
models lead to intractable likelihoods and are typically non-differentiable,
which poses challenges for traditional approaches to inference. We extend
previous work in "inference compilation", which combines universal
probabilistic programming and deep learning methods, to large-scale scientific
simulators, and introduce a C++ based probabilistic programming library called
CPProb. We successfully use CPProb to interface with SHERPA, a large code-base
used in particle physics. Here we describe the technical innovations realized
and planned for this library.Comment: 7 pages, 2 figure
Pseudo-Marginal Bayesian Inference for Gaussian Processes
The main challenges that arise when adopting Gaussian Process priors in
probabilistic modeling are how to carry out exact Bayesian inference and how to
account for uncertainty on model parameters when making model-based predictions
on out-of-sample data. Using probit regression as an illustrative working
example, this paper presents a general and effective methodology based on the
pseudo-marginal approach to Markov chain Monte Carlo that efficiently addresses
both of these issues. The results presented in this paper show improvements
over existing sampling methods to simulate from the posterior distribution over
the parameters defining the covariance function of the Gaussian Process prior.
This is particularly important as it offers a powerful tool to carry out full
Bayesian inference of Gaussian Process based hierarchic statistical models in
general. The results also demonstrate that Monte Carlo based integration of all
model parameters is actually feasible in this class of models providing a
superior quantification of uncertainty in predictions. Extensive comparisons
with respect to state-of-the-art probabilistic classifiers confirm this
assertion.Comment: 14 pages double colum
A Full Probabilistic Model for Yes/No Type Crowdsourcing in Multi-Class Classification
Crowdsourcing has become widely used in supervised scenarios where training
sets are scarce and difficult to obtain. Most crowdsourcing models in the
literature assume labelers can provide answers to full questions. In
classification contexts, full questions require a labeler to discern among all
possible classes. Unfortunately, discernment is not always easy in realistic
scenarios. Labelers may not be experts in differentiating all classes. In this
work, we provide a full probabilistic model for a shorter type of queries. Our
shorter queries only require "yes" or "no" responses. Our model estimates a
joint posterior distribution of matrices related to labelers' confusions and
the posterior probability of the class of every object. We developed an
approximate inference approach, using Monte Carlo Sampling and Black Box
Variational Inference, which provides the derivation of the necessary
gradients. We built two realistic crowdsourcing scenarios to test our model.
The first scenario queries for irregular astronomical time-series. The second
scenario relies on the image classification of animals. We achieved results
that are comparable with those of full query crowdsourcing. Furthermore, we
show that modeling labelers' failures plays an important role in estimating
true classes. Finally, we provide the community with two real datasets obtained
from our crowdsourcing experiments. All our code is publicly available.Comment: SIAM International Conference on Data Mining (SDM19), 9 official
pages, 5 supplementary page
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