Embedded domain-specific languages for probabilistic programming
Broadly speaking, probabilistic programming languages are to express
computations with degrees of uncertainty, which comes from the
imprecision in input data, lack of the complete knowledge or is
inherent in the domain. More precisely, the goal of probabilistic
programming languages is to represent and automate reasoning about probabilistic models, which
describe uncertain quantities -- random variables -- and relationships
among them. The canonical example is the grass model, with three
random variables representing the events of rain, of a switched-on
sprinkler and wet grass. The (a priori) probabilities of the first two
events are judged to be 30% and 50% correspondingly. Probabilities
are non-negative real numbers that may be regarded as weights on
non-deterministic choices. Rain almost certainly (90%) wets the
grass. The sprinkler also makes the grass wet, in 80% of the cases.
The grass may also be wet for some other reason. The modeler gives
such an unaccounted event 10% of a chance.
This model is often depicted as a directed acyclic graph (DAG)--
so-called Bayesian, or belief network -- with nodes representing
random variables and
edges conditional dependencies. Associated with each node is a
distribution (such as Bernoulli distribution: the flip of a biased
coin), or a function that computes a distribution from the node's
inputs (such as the noisy disjunction
The sort of reasoning we wish to perform on the model is finding out
the probability distribution of some of its random variables. For
example, we can work out from the model that the probability of the
grass being wet is 60.6%. Such reasoning is called probabilistic inference. Often we are interested in the distribution conditioned
on the fact that some random variables have been observed to hold a
particular value. In our example, having observed that the grass is
wet, we want to find out the chance it was raining on that day. For
background on the statistical modeling and inference, the reader is
referred to Pearl's classic text and to Getoor and Taskar's collection.
- Judea Pearl: Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference
Morgan Kaufmann. Revised 2nd printing, 1998.
Lise Getoor and Ben Taskar: Introduction to Statistical Relational Learning
MIT Press, 2007.
Problems of the Lightweight Implementation of Probabilistic Programming
We identify two problems and an open research question with Wingate et
al. lightweight implementation technique for probabilistic programming.
Simple examples demonstrate that common, what should be
semantic-preserving program transformations drastically alter the
program behavior. We briefly describe an alternative technique that
does respect program refactoring. There remains a question of how
to be really, formally sure that the MCMC acceptance ratio is computed
correctly, especially for models with conditioning and branching.
- PPS2016.pdf [141K]
The extended abstract published in the informal proceedings of the 2016 ACM SIGPLAN Workshop on Probabilistic Programming Semantics (PPS2016). January 23, 2016.
David Wingate, Andreas Stuhlmueller and Noah D. Goodman: Lightweight Implementations of Probabilistic Programming Languages Via Transformational Compilation.
AISTATS2011. Revision 3. February 8, 2014.
Metropolis-Hastings for Mixtures of Conditional Distributions
Models with embedded conditioning operations -- especially with
conditioning within conditional branches -- are a challenge for
Monte-Carlo Markov Chain (MCMC) inference. They are out of scope
of the popular Wingate et al. algorithm or many of its
variations. Computing the MCMC acceptance ratio in this case has been
an open problem. We demonstrate why we need such models. Second, we
derive the acceptance ratio formula. The corresponding MH
algorithm is implemented in the Hakaru10 system, which thus can handle
mixtures of conditional distributions.
- PPS2017.pdf [199K]
The extended abstract published in the informal proceedings of the 2017 ACM SIGPLAN Workshop on Probabilistic Programming Semantics (PPS2017). January 17, 2017.
Poster at PPS 2017
Last updated February 4, 2017
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