Divide, Conquer, and Combine: a New Inference Strategy for Probabilistic Programs with Stochastic Support

Jul 12, 2020

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Universal probabilistic programming systems (PPSs) provide a powerful framework for specifying rich and complex probabilistic models. They further attempt to automate the process of drawing inferences from these models, but doing this successfully is severely hampered by the wide range of non-standard models they can express. As a result, although one can specify complex models in a universal PPS, the provided inference engines often fall far short of what is required. In particular, we show they produce surprisingly unsatisfactory performance for models where the support may vary between executions, often doing no better than importance sampling from the prior. To address this, we introduce a new inference framework: Divide, Conquer, and Combine, which remains efficient for such models, and show how it can be implemented as an automated and general-purpose PPS inference engine. We empirically demonstrate substantial performance improvements over existing approaches on two examples.

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About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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