Stan is a probabilistic programming language that is popular in the statistics community, with a high-level syntax for expressing probabilistic models. Stan differs by nature from generative probabilistic programming languages like Church, Anglican, or Pyro. This paper presents a comprehensive compilation scheme to compile any Stan model to a generative language and proves its correctness. We use our compilation scheme to build two new backends for the Stanc3 compiler targeting Pyro and NumPyro. Experimental results show that the NumPyro backend yields a 2.3x speedup compared to Stan in geometric mean over 26 benchmarks. Building on Pyro we extend Stan with support for explicit variational inference guides and deep probabilistic models. That way, users familiar with Stan get access to new features without having to learn a fundamentally new language.
University of Massachusetts（马萨诸塞大学）；Microsoft Research（微软研究院）
Instead of requiring a domain expert to specify the probabilistic dependencies of the data, in this work we present an approach that uses the relational DB schema to automatically construct a Bayesian graphical model for a database. This resulting model contains customized distributions for columns, latent variables that cluster the data, and factors that reflect and represent the foreign key links. Experiments demonstrate the accuracy of the model and the scalability of inference on synthetic and real-world data.
We define the notion of compiling a Bayesian network with evidence and provide a specific approach for evidence-based compilation, which makes use of logical processing. The approach is practical and advantageous in a number of application areas-including maximum likelihood estimation, sensitivity analysis, and MAP computations-and we provide specific empirical results in the domain of genetic linkage analysis. We also show that the approach is applicable for networks that do not contain determinism, and show that it empirically subsumes the performance of the quickscore algorithm when applied…
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 …
Databases are widespread, yet extracting relevant data can be difficult. Without substantial domain knowledge, multivariate search queries often return sparse or uninformative results. This paper introduces an approach for searching structured data based on probabilistic programming and nonparametric Bayes. Users specify queries in a probabilistic language that combines standard SQL database search operators with an information theoretic ranking function called predictive relevance. Predictive relevance can be calculated by a fast sparse matrix algorithm based on posterior samples from CrossCa…
Computer Science & Artificial Intelligence Laboratory（计算机科学与人工智能实验室）；Massachusetts Institute of Technology（麻省理工学院）；Department of Brain & Cognitive Sciences（脑与认知科学系）
This paper introduces the probabilistic module interface, which allows encapsulation of complex probabilistic models with latent variables alongside custom stochastic approximate inference machinery, and provides a platform-agnostic abstraction barrier separating the model internals from the host probabilistic inference system. The interface can be seen as a stochastic generalization of a standard simulation and density interface for probabilistic primitives. We show that sound approximate inference algorithms can be constructed for networks of probabilistic modules, and we demonstrate that th…
Computer Science & Artificial Intelligence Laboratory（计算机科学与人工智能实验室）；Massachusetts Institute of Technology（麻省理工学院）；Department of Brain & Cognitive Sciences（大脑与认知科学系）
Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class of probabilistic data analysis techniques. Examples include hierarchical Bayesian models, multivariate kernel methods, discriminative machine learning, clustering algorithms, dimensionality reduction, and arbitrary probabilistic programs. We also demonstrate the integration of C…
We present a probabilistic framework for both (i) determining the initial settings of kernel adaptive filters (KAFs) and (ii) constructing fully-adaptive KAFs whereby in addition to weights and dictionaries, kernel parameters are learnt sequentially. This is achieved by formulating the estimator as a probabilistic model and defining dedicated prior distributions over the kernel parameters, weights and dictionary, enforcing desired properties such as sparsity. The model can then be trained using a subset of data to initialise standard KAFs or updated sequentially each time a new observation bec…
University of Oxford（牛津大学）；CERN（欧洲核子研究中心）；Lawrence Berkeley National Lab（劳伦斯伯克利国家实验室）；University of British Columbia（英属哥伦比亚大学）；University of Liege（列日大学）；Intel Corporation（英特尔公司）；New York University（纽约大学）
We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control random number draws within simulators in a language-agnostic way. The execution of existing simulators as probabilistic programs enables highly interpretable posterior inference in the structured model defined by the simulator code base. We demonstrate the technique in particle physics, on a scientifically accurate simulation of the tau lepton decay, which i…
Institute of Information Theory and Automation（信息理论与自动化研究所）；Academy of Sciences of the Czech Republic（捷克科学院）
This paper follows previous research we have already performed in the area of Bayesian networks models for CAT. We present models using Item Response Theory (IRT - standard CAT method), Bayesian networks, and neural networks. We conducted simulated CAT tests on empirical data. Results of these tests are presented for each model separately and compared.
In rare-event simulation, an importance sampling (IS) estimator is regarded as efficient if its relative error, namely the ratio between its standard deviation and mean, is sufficiently controlled. It is widely known that when a rare-event set contains multiple "important regions" encoded by the so-called dominating points, IS needs to account for all of them via mixing to achieve efficiency. We argue that in typical experiments, missing less significant dominating points may not necessarily cause inefficiency, and the traditional analysis recipe could suffer from intrinsic looseness by using …
IBM T.J. Watson Research Center（IBM托马斯·J·沃森研究中心）；IBM Research - Tokyo（IBM东京研究院）；Massachusetts Institute of Technology (MIT)（麻省理工学院）
Deep neural network models are becoming increasingly popular and have been used in various tasks such as computer vision, speech recognition, and natural language processing. Machine learning models are commonly trained in a resource-rich environment and then deployed in a distinct environment such as high availability machines or edge devices. To assist the portability of models, the open-source community has proposed the Open Neural Network Exchange (ONNX) standard. In this paper, we present a high-level, preliminary report on our onnx-mlir compiler, which generates code for the inference of…
Wroclaw University of Science and Technology（弗罗茨瓦夫理工大学）；Poznan University of Technology（波兹南理工大学）
The availability of compute and data to train larger and larger language models increases the demand for robust methods of benchmarking the true progress of LM training. Recent years witnessed significant progress in standardized benchmarking for English. Benchmarks such as GLUE, SuperGLUE, or KILT have become de facto standard tools to compare large language models. Following the trend to replicate GLUE for other languages, the KLEJ benchmark has been released for Polish. In this paper, we evaluate the progress in benchmarking for low-resourced languages. We note that only a handful of langua…
University of New South Wales（新南威尔士大学）；University of Edinburgh（爱丁堡大学）；Graz University of Technology（格拉茨工业大学）；University of Cambridge（剑桥大学）；Uber AI Labs（优步人工智能实验室）
We present the preliminary high-level design and features of DynamicPPL.jl, a modular library providing a lightning-fast infrastructure for probabilistic programming. Besides a computational performance that is often close to or better than Stan, DynamicPPL provides an intuitive DSL that allows the rapid development of complex dynamic probabilistic programs. Being entirely written in Julia, a high-level dynamic programming language for numerical computing, DynamicPPL inherits a rich set of features available through the Julia ecosystem. Since DynamicPPL is a modular, stand-alone library, any p…
Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have been successful in providing uncertainty estimates of trajectories in the latent space. More recently, deep learning, attention-based approaches have achieved state of the art performance for sequence modeling, though often require large amounts of data and parameters to do so. We propose Stanza, a nonlinear, non-stationary state space model as an intermediate…
Probabilistic programming makes it easy to represent a probabilistic model as a program. Building an individual model, however, is only one step of probabilistic modeling. The broader challenge of probabilistic modeling is in understanding and navigating spaces of alternative models. There is currently no good way to represent these spaces of alternative models, despite their central role. We present an extension of probabilistic programming that lets each program represent a network of interrelated probabilistic models. We give a formal semantics for these multi-model probabilistic programs, …
We show that the standard computational pipeline of probabilistic programming systems (PPSs) can be inefficient for estimating expectations and introduce the concept of expectation programming to address this. In expectation programming, the aim of the backend inference engine is to directly estimate expected return values of programs, as opposed to approximating their conditional distributions. This distinction, while subtle, allows us to achieve substantial performance improvements over the standard PPS computational pipeline by tailoring computation to the expectation we care about. We real…
We present VAEL, a neuro-symbolic generative model integrating variational autoencoders (VAE) with the reasoning capabilities of probabilistic logic (L) programming. Besides standard latent subsymbolic variables, our model exploits a probabilistic logic program to define a further structured representation, which is used for logical reasoning. The entire process is end-to-end differentiable. Once trained, VAEL can solve new unseen generation tasks by (i) leveraging the previously acquired knowledge encoded in the neural component and (ii) exploiting new logical programs on the structured laten…
TU Darmstadt（达姆施塔特工业大学）；Centre for Cognitive Science, TU Darmstadt（达姆施塔特工业大学认知科学中心）；Hessian Center for AI (hessian.AI)（黑森州人工智能中心）
Probabilistic circuits (PCs) have become the de-facto standard for learning and inference in probabilistic modeling. We introduce Sum-Product-Attention Networks (SPAN), a new generative model that integrates probabilistic circuits with Transformers. SPAN uses self-attention to select the most relevant parts of a probabilistic circuit, here sum-product networks, to improve the modeling capability of the underlying sum-product network. We show that while modeling, SPAN focuses on a specific set of independent assumptions in every product layer of the sum-product network. Our empirical evaluation…
Deep language models have achieved remarkable success in the NLP domain. The standard way to train a deep language model is to employ unsupervised learning from scratch on a large unlabeled corpus. However, such large corpora are only available for widely-adopted and high-resource languages and domains. This study presents the first deep language model, DPRK-BERT, for the DPRK language. We achieve this by compiling the first unlabeled corpus for the DPRK language and fine-tuning a preexisting the ROK language model. We compare the proposed model with existing approaches and show significant im…
Separation of competing speech is a key challenge in signal processing and a feat routinely performed by the human auditory brain. A long standing benchmark of the spectrogram approach to source separation is known as the ideal binary mask. Here, we train a convolutional deep neural network, on a two-speaker cocktail party problem, to make probabilistic predictions about binary masks. Our results approach ideal binary mask performance, illustrating that relatively simple deep neural networks are capable of robust binary mask prediction. We also illustrate the trade-off between prediction stati…
