97,883 research outputs found
Practical probabilistic programming with monads
The machine learning community has recently shown a lot of interest in practical probabilistic programming systems that target the problem of Bayesian inference. Such systems come in different forms, but they all express probabilistic models as computational processes using syntax resembling programming languages. In the functional programming community monads are known to offer a convenient and elegant abstraction for programming with probability distributions, but their use is often limited to very simple inference problems. We show that it is possible to use the monad abstraction to construct probabilistic models for machine learning, while still offering good performance of inference in challenging models. We use a GADT as an underlying representation of a probability distribution and apply Sequential Monte Carlo-based methods to achieve efficient inference. We define a formal semantics via measure theory. We demonstrate a clean and elegant implementation that achieves performance comparable with Anglican, a state-of-the-art probabilistic programming system.The first author is supported by EPSRC and the Cambridge Trust.This is the author accepted manuscript. The final version is available from ACM via http://dx.doi.org/10.1145/2804302.280431
Symbolic Exact Inference for Discrete Probabilistic Programs
The computational burden of probabilistic inference remains a hurdle for
applying probabilistic programming languages to practical problems of interest.
In this work, we provide a semantic and algorithmic foundation for efficient
exact inference on discrete-valued finite-domain imperative probabilistic
programs. We leverage and generalize efficient inference procedures for
Bayesian networks, which exploit the structure of the network to decompose the
inference task, thereby avoiding full path enumeration. To do this, we first
compile probabilistic programs to a symbolic representation. Then we adapt
techniques from the probabilistic logic programming and artificial intelligence
communities in order to perform inference on the symbolic representation. We
formalize our approach, prove it sound, and experimentally validate it against
existing exact and approximate inference techniques. We show that our inference
approach is competitive with inference procedures specialized for Bayesian
networks, thereby expanding the class of probabilistic programs that can be
practically analyzed
Formal verification of higher-order probabilistic programs
Probabilistic programming provides a convenient lingua franca for writing
succinct and rigorous descriptions of probabilistic models and inference tasks.
Several probabilistic programming languages, including Anglican, Church or
Hakaru, derive their expressiveness from a powerful combination of continuous
distributions, conditioning, and higher-order functions. Although very
important for practical applications, these combined features raise fundamental
challenges for program semantics and verification. Several recent works offer
promising answers to these challenges, but their primary focus is on semantical
issues.
In this paper, we take a step further and we develop a set of program logics,
named PPV, for proving properties of programs written in an expressive
probabilistic higher-order language with continuous distributions and operators
for conditioning distributions by real-valued functions. Pleasingly, our
program logics retain the comfortable reasoning style of informal proofs thanks
to carefully selected axiomatizations of key results from probability theory.
The versatility of our logics is illustrated through the formal verification of
several intricate examples from statistics, probabilistic inference, and
machine learning. We further show the expressiveness of our logics by giving
sound embeddings of existing logics. In particular, we do this in a parametric
way by showing how the semantics idea of (unary and relational) TT-lifting can
be internalized in our logics. The soundness of PPV follows by interpreting
programs and assertions in quasi-Borel spaces (QBS), a recently proposed
variant of Borel spaces with a good structure for interpreting higher order
probabilistic programs
RankPL: A Qualitative Probabilistic Programming Language
In this paper we introduce RankPL, a modeling language that can be thought of
as a qualitative variant of a probabilistic programming language with a
semantics based on Spohn's ranking theory. Broadly speaking, RankPL can be used
to represent and reason about processes that exhibit uncertainty expressible by
distinguishing "normal" from" surprising" events. RankPL allows (iterated)
revision of rankings over alternative program states and supports various types
of reasoning, including abduction and causal inference. We present the
language, its denotational semantics, and a number of practical examples. We
also discuss an implementation of RankPL that is available for download
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