论文标题

半符号推断,用于有效流概率编程

Semi-Symbolic Inference for Efficient Streaming Probabilistic Programming

论文作者

Atkinson, Eric, Yuan, Charles, Baudart, Guillaume, Mandel, Louis, Carbin, Michael

论文摘要

使用RAO-Blackwellized粒子过滤器(RBPF)在流上下文中通常可以进行有效的推断,该粒子过滤器(RBPF)可以在可能的情况下精确解决推理问题,并在必要时倒退到采样近似值上。虽然可以手动实现RBPF来提供有效的推理,但流概率编程的目的是自动生成这样有效的推理实现,给定输入概率程序。 在这项工作中,我们提出了半符号推理,这是一种使用运行时推理系统来执行概率程序的技术,该系统自动实现Rao-BlackWellized粒子过滤。为了共同执行精确和近似的推理,半符号推理系统操纵符号分布以在可能的情况下执行精确的推理,并在必要时依靠近似采样。这种方法使系统能够实现开发人员手动写入的相同RBPF。为了确保这一点,我们确定了封闭的分布家庭(例如线性高斯和有限的离散模型),可以在这些模型上保证推理确切的推理。我们已经在Probzelus流概率编程语言中实现了运行时推理系统。尽管与现有基准的最先进的状态相比,平均$ 1.6 \ times $放缓,但我们的评估表明,$ 3 \ times $ - $ 87 \ times $ $的加速$可在我们旨在利用封闭家庭的新型具有挑战性的基准上获得。

Efficient inference is often possible in a streaming context using Rao-Blackwellized particle filters (RBPFs), which exactly solve inference problems when possible and fall back on sampling approximations when necessary. While RBPFs can be implemented by hand to provide efficient inference, the goal of streaming probabilistic programming is to automatically generate such efficient inference implementations given input probabilistic programs. In this work, we propose semi-symbolic inference, a technique for executing probabilistic programs using a runtime inference system that automatically implements Rao-Blackwellized particle filtering. To perform exact and approximate inference together, the semi-symbolic inference system manipulates symbolic distributions to perform exact inference when possible and falls back on approximate sampling when necessary. This approach enables the system to implement the same RBPF a developer would write by hand. To ensure this, we identify closed families of distributions -- such as linear-Gaussian and finite discrete models -- on which the inference system guarantees exact inference. We have implemented the runtime inference system in the ProbZelus streaming probabilistic programming language. Despite an average $1.6\times$ slowdown compared to the state of the art on existing benchmarks, our evaluation shows that speedups of $3\times$-$87\times$ are obtainable on a new set of challenging benchmarks we have designed to exploit closed families.

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