CUED Publications database

Practical probabilistic programming with monads

͆cibior, A and Ghahramani, Z and Gordon, AD (2015) Practical probabilistic programming with monads. In: UNSPECIFIED pp. 165-176..

Full text not available from this repository.

Abstract

© 2015 ACM. 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 stateof- the-art probabilistic programming system.

Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Computational and Biological Learning
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:34
Last Modified: 03 Aug 2017 03:07
DOI: