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 probabilistic programming language


Bayesian Inference of Temporal Task Specifications from Demonstrations

Ankit Shah, Pritish Kamath, Julie A. Shah, Shen Li

Neural Information Processing Systems

Temporal logics have been used in prior research as a language forexpressing desirable system behaviors, and canimprovetheinterpretability ofspecifications if expressed as compositions of simpler templates (akin to those described by Dwyer et al. [2]).





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Neural Information Processing Systems

First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. The contribution of this paper is probabilistic programming language that supports parallel inference for graphical models (specifically Bayes nets). Probabilistic programming languages are powerful tools because they allow rapid development of new models without having to derive/implement new inference algorithms. Unlike most existing probabilistic programming languages, Augur produces massively parallel code that can run on a GPU (using CUDA). A unique feature of Augur is that it compiles the model (specified in the language Scala) into an intermediate representation before it's ultimately compiled into a CUDA inference algorithm for parallelization.



BlackJAX: Composable Bayesian inference in JAX

Cabezas, Alberto, Corenflos, Adrien, Lao, Junpeng, Louf, Rémi, Carnec, Antoine, Chaudhari, Kaustubh, Cohn-Gordon, Reuben, Coullon, Jeremie, Deng, Wei, Duffield, Sam, Durán-Martín, Gerardo, Elantkowski, Marcin, Foreman-Mackey, Dan, Gregori, Michele, Iguaran, Carlos, Kumar, Ravin, Lysy, Martin, Murphy, Kevin, Orduz, Juan Camilo, Patel, Karm, Wang, Xi, Zinkov, Rob

arXiv.org Machine Learning

BlackJAX is a library implementing sampling and variational inference algorithms commonly used in Bayesian computation. It is designed for ease of use, speed, and modularity by taking a functional approach to the algorithms' implementation. BlackJAX is written in Python, using JAX to compile and run NumpPy-like samplers and variational methods on CPUs, GPUs, and TPUs. The library integrates well with probabilistic programming languages by working directly with the (un-normalized) target log density function. BlackJAX is intended as a collection of low-level, composable implementations of basic statistical 'atoms' that can be combined to perform well-defined Bayesian inference, but also provides high-level routines for ease of use. It is designed for users who need cutting-edge methods, researchers who want to create complex sampling methods, and people who want to learn how these work.


Measuring the reliability of MCMC inference with bidirectional Monte Carlo

Neural Information Processing Systems

Markov chain Monte Carlo (MCMC) is one of the main workhorses of probabilistic inference, but it is notoriously hard to measure the quality of approximate posterior samples. This challenge is particularly salient in black box inference methods, which can hide details and obscure inference failures. In this work, we extend the recently introduced bidirectional Monte Carlo [GGA15] technique to evaluate MCMC-based posterior inference algorithms. By running annealed importance sampling (AIS) chains both from prior to posterior and vice versa on simulated data, we upper bound in expectation the symmetrized KL divergence between the true posterior distribution and the distribution of approximate samples. We integrate our method into two probabilistic programming languages, WebPPL [GS] and Stan [CGHL+ p], and validate it on several models and datasets. As an example of how our method be used to guide the design of inference algorithms, we apply it to study the effectiveness of different model representations in WebPPL and Stan.


Borch: A Deep Universal Probabilistic Programming Language

Belcher, Lewis, Gudmundsson, Johan, Green, Michael

arXiv.org Artificial Intelligence

The ability to solve a wide variety of challenging real world problems using machine learning has flourished during the course of the past decade. We've seen advancements within diverse application areas, e.g., vision (Bojarski et al. 2016), natural language and physics (Bakarji et al. 2022). We've also seen the emergence of a new paradigm for machine learning where it is possible to teach a computer how to complete mathematical proofs (Davis 2021; Davies et al. 2021) and even compete in a real-world programming competition (Li et al. 2022). Despite the fact that most of these advances were achieved by neural networks, there are still areas where neural networks are far from being superior to more traditional machine learning methods(Shwartz-Ziv and Armon 2021). The strength in many of these methods lies in that they are easier to interpret and reason about.


Compartmental Models for COVID-19 and Control via Policy Interventions

Mehta, Swapneel, Kasmanoff, Noah

arXiv.org Machine Learning

We demonstrate an approach to replicate and forecast the spread of the SARS-CoV-2 (COVID-19) pandemic using the toolkit of probabilistic programming languages (PPLs). Our goal is to study the impact of various modeling assumptions and motivate policy interventions enacted to limit the spread of infectious diseases. Using existing compartmental models we show how to use inference in PPLs to obtain posterior estimates for disease parameters. We improve popular existing models to reflect practical considerations such as the under-reporting of the true number of COVID-19 cases and motivate the need to model policy interventions for real-world data. We design an SEI3RD model as a reusable template and demonstrate its flexibility in comparison to other models. We also provide a greedy algorithm that selects the optimal series of policy interventions that are likely to control the infected population subject to provided constraints. We work within a simple, modular, and reproducible framework to enable immediate cross-domain access to the state-of-the-art in probabilistic inference with emphasis on policy interventions. We are not epidemiologists; the sole aim of this study is to serve as an exposition of methods, not to directly infer the real-world impact of policy-making for COVID-19.