Bayesian Optimization for Probabilistic Programs

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any graphical model, can be optimized with respect to an arbitrary subset of its sampled variables. To carry out this optimization, we develop the first Bayesian optimization package to directly exploit the source code of its target, leading to innovations in problem-independent hyperpriors, unbounded optimization, and implicit constraint satisfaction; delivering significant performance improvements over prominent existing packages. We present applications of our method to a number of tasks including engineering design and parameter optimization

Delayed Sampling and Automatic Rao-Blackwellization of Probabilistic Programs

We introduce a dynamic mechanism for the solution of analytically-tractable substructure in probabilistic programs, using conjugate priors and affine transformations to reduce variance in Monte Carlo estimators. For inference with Sequential Monte Carlo, this automatically yields improvements such as locally-optimal proposals and Rao-Blackwellization. The mechanism maintains a directed graph alongside the running program that evolves dynamically as operations are triggered upon it. Nodes of the graph represent random variables, edges the analytically-tractable relationships between them. Random variables remain in the graph for as long as possible, to be sampled only when they are used by the program in a way that cannot be resolved analytically. In the meantime, they are conditioned on as many observations as possible. We demonstrate the mechanism with a few pedagogical examples, as well as a linear-nonlinear state-space model with simulated data, and an epidemiological model with real data of a dengue outbreak in Micronesia. In all cases one or more variables are automatically marginalized out to significantly reduce variance in estimates of the marginal likelihood, in the final case facilitating a random-weight or pseudo-marginal-type importance sampler for parameter estimation. We have implemented the approach in Anglican and a new probabilistic programming language called Birch.Comment: 13 pages, 4 figure

Probabilistic Constraint Logic Programming

This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for probabilistic regular and context-free models. We address these problems for a more expressive probabilistic constraint logic programming model. We present a log-linear probability model for probabilistic constraint logic programming. On top of this model we define an algorithm to estimate the parameters and to select the properties of log-linear models from incomplete data. This algorithm is an extension of the improved iterative scaling algorithm of Della-Pietra, Della-Pietra, and Lafferty (1995). Our algorithm applies to log-linear models in general and is accompanied with suitable approximation methods when applied to large data spaces. Furthermore, we present an approach for searching for most probable analyses of the probabilistic constraint logic programming model. This method can be applied to the ambiguity resolution problem in natural language processing applications.Comment: 35 pages, uses sfbart.cl

A Compilation Target for Probabilistic Programming Languages

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have defined, developed, and tested a probabilistic programming language intermediate representation language we call probabilistic C, which itself can be compiled to machine code by standard compilers and linked to operating system libraries yielding an efficient, scalable, portable probabilistic programming compilation target. This opens up a new hardware and systems research path for optimizing probabilistic programming systems.Comment: In Proceedings of the 31st International Conference on Machine Learning (ICML), 201

Evaluating probabilistic programming languages for simulating quantum correlations

This article explores how probabilistic programming can be used to simulate quantum correlations in an EPR experimental setting. Probabilistic programs are based on standard probability which cannot produce quantum correlations. In order to address this limitation, a hypergraph formalism was programmed which both expresses the measurement contexts of the EPR experimental design as well as associated constraints. Four contemporary open source probabilistic programming frameworks were used to simulate an EPR experiment in order to shed light on their relative effectiveness from both qualitative and quantitative dimensions. We found that all four probabilistic languages successfully simulated quantum correlations. Detailed analysis revealed that no language was clearly superior across all dimensions, however, the comparison does highlight aspects that can be considered when using probabilistic programs to simulate experiments in quantum physics.Comment: 24 pages, 8 figures, code is available at https://github.com/askoj/bell-ppl