713 research outputs found
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
Probabilistic Programming in Python using PyMC
Probabilistic programming (PP) allows flexible specification of Bayesian
statistical models in code. PyMC3 is a new, open-source PP framework with an
intutive and readable, yet powerful, syntax that is close to the natural syntax
statisticians use to describe models. It features next-generation Markov chain
Monte Carlo (MCMC) sampling algorithms such as the No-U-Turn Sampler (NUTS;
Hoffman, 2014), a self-tuning variant of Hamiltonian Monte Carlo (HMC; Duane,
1987). Probabilistic programming in Python confers a number of advantages
including multi-platform compatibility, an expressive yet clean and readable
syntax, easy integration with other scientific libraries, and extensibility via
C, C++, Fortran or Cython. These features make it relatively straightforward to
write and use custom statistical distributions, samplers and transformation
functions, as required by Bayesian analysis
LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models
We develop a new Low-level, First-order Probabilistic Programming Language
(LF-PPL) suited for models containing a mix of continuous, discrete, and/or
piecewise-continuous variables. The key success of this language and its
compilation scheme is in its ability to automatically distinguish parameters
the density function is discontinuous with respect to, while further providing
runtime checks for boundary crossings. This enables the introduction of new
inference engines that are able to exploit gradient information, while
remaining efficient for models which are not everywhere differentiable. We
demonstrate this ability by incorporating a discontinuous Hamiltonian Monte
Carlo (DHMC) inference engine that is able to deliver automated and efficient
inference for non-differentiable models. Our system is backed up by a
mathematical formalism that ensures that any model expressed in this language
has a density with measure zero discontinuities to maintain the validity of the
inference engine.Comment: Published in the proceedings of the 22nd International Conference on
Artificial Intelligence and Statistics (AISTATS
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
Forecasting of commercial sales with large scale Gaussian Processes
This paper argues that there has not been enough discussion in the field of
applications of Gaussian Process for the fast moving consumer goods industry.
Yet, this technique can be important as it e.g., can provide automatic feature
relevance determination and the posterior mean can unlock insights on the data.
Significant challenges are the large size and high dimensionality of commercial
data at a point of sale. The study reviews approaches in the Gaussian Processes
modeling for large data sets, evaluates their performance on commercial sales
and shows value of this type of models as a decision-making tool for
management.Comment: 1o pages, 5 figure
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