We present a modular semantic account of Bayesian inference algorithms for probabilistic programming languages, as used in data science and machine learning. Sophisticated inference algorithms are ...often explained in terms of composition of smaller parts. However, neither their theoretical justification nor their implementation reflects this modularity. We show how to conceptualise and analyse such inference algorithms as manipulating intermediate representations of probabilistic programs using higher-order functions and inductive types, and their denotational semantics.
Semantic accounts of continuous distributions use measurable spaces. However, our use of higher-order functions presents a substantial technical difficulty: it is impossible to define a measurable space structure over the collection of measurable functions between arbitrary measurable spaces that is compatible with standard operations on those functions, such as function application. We overcome this difficulty using quasi-Borel spaces, a recently proposed mathematical structure that supports both function spaces and continuous distributions.
We define a class of semantic structures for representing probabilistic programs, and semantic validity criteria for transformations of these representations in terms of distribution preservation. We develop a collection of building blocks for composing representations. We use these building blocks to validate common inference algorithms such as Sequential Monte Carlo and Markov Chain Monte Carlo. To emphasize the connection between the semantic manipulation and its traditional measure theoretic origins, we use Kock's synthetic measure theory. We demonstrate its usefulness by proving a quasi-Borel counterpart to the Metropolis-Hastings-Green theorem.
We present an architectural design of a library for Bayesian modelling and inference in modern functional programming languages. The novel aspect of our approach are modular implementations of ...existing state-of-the-art inference algorithms. Our design relies on three inherently functional features: higher-order functions, inductive data-types, and support for either type-classes or an expressive module system. We provide a performant Haskell implementation of this architecture, demonstrating that high-level and modular probabilistic programming can be added as a library in sufficiently expressive languages. We review the core abstractions in this architecture: inference representations, inference transformations, and inference representation transformers. We then implement concrete instances of these abstractions, counterparts to particle filters and Metropolis-Hastings samplers, which form the basic building blocks of our library. By composing these building blocks we obtain state-of-the-art inference algorithms: Resample-Move Sequential Monte Carlo, Particle Marginal Metropolis-Hastings, and Sequential Monte Carlo Squared. We evaluate our implementation against existing probabilistic programming systems and find it is already competitively performant, although we conjecture that existing functional programming optimisation techniques could reduce the overhead associated with the abstractions we use. We show that our modular design enables deterministic testing of inherently stochastic Monte Carlo algorithms. Finally, we demonstrate using OCaml that an expressive module system can also implement our design.
In this work we demonstrate how to automate parts of the infectious disease-control policy-making process via performing inference in existing epidemiological models. The kind of inference tasks ...undertaken include computing the posterior distribution over controllable, via direct policy-making choices, simulation model parameters that give rise to acceptable disease progression outcomes. Among other things, we illustrate the use of a probabilistic programming language that automates inference in existing simulators. Neither the full capabilities of this tool for automating inference nor its utility for planning is widely disseminated at the current time. Timely gains in understanding about how such simulation-based models and inference automation tools applied in support of policy-making could lead to less economically damaging policy prescriptions, particularly during the current COVID-19 pandemic.
Practical probabilistic programming with monads Ścibior, Adam; Ghahramani, Zoubin; Gordon, Andrew D.
Proceedings of the 2015 ACM SIGPLAN Symposium on Haskell,
08/2015
Conference Proceeding
Odprti dostop
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 state-of-the-art probabilistic programming system.
Models of noninteracting fermions coupled to auxiliary classical fields are relevant to the understanding of a wide variety of problems in many-body physics, e.g., the description of manganites, ...diluted magnetic semiconductors, or strongly interacting electrons on lattices. We present a flat-histogram Monte Carlo algorithm that simulates a statistical ensemble that allows one to directly acquire the partition function at all temperatures for such systems. The defining feature of the algorithm is that it utilizes the complete thermodynamic information from the full energy spectrum of noninteracting fermions available during sampling of the configuration space of the classical fields. We benchmark the method for the classical Ising and Potts models in two dimensions, as well as the Falicov-Kimball model describing itinerant electrons interacting with heavy ions.
The development of algorithms that learn multi-agent behavioral models using human demonstrations has led to increasingly realistic simulations in the field of autonomous driving. In general, such ...models learn to jointly predict trajectories for all controlled agents by exploiting road context information such as drivable lanes obtained from manually annotated high-definition (HD) maps. Recent studies show that these models can greatly benefit from increasing the amount of human data available for training. However, the manual annotation of HD maps which is necessary for every new location puts a bottleneck on efficiently scaling up human traffic datasets. We propose an aerial image-based map (AIM) representation that requires minimal annotation and provides rich road context information for traffic agents like pedestrians and vehicles. We evaluate multi-agent trajectory prediction using the AIM by incorporating it into a differentiable driving simulator as an image-texture-based differentiable rendering module. Our results demonstrate competitive multi-agent trajectory prediction performance especially for pedestrians in the scene when using our AIM representation as compared to models trained with rasterized HD maps.
The development of algorithms that learn multi-agent behavioral models using human demonstrations has led to increasingly realistic simulations in the field of autonomous driving. In general, such ...models learn to jointly predict trajectories for all controlled agents by exploiting road context information such as drivable lanes obtained from manually annotated high-definition (HD) maps. Recent studies show that these models can greatly benefit from increasing the amount of human data available for training. However, the manual annotation of HD maps which is necessary for every new location puts a bottleneck on efficiently scaling up human traffic datasets. We propose an aerial image-based map (AIM) representation that requires minimal annotation and provides rich road context information for traffic agents like pedestrians and vehicles. We evaluate multi-agent trajectory prediction using the AIM by incorporating it into a differentiable driving simulator as an image-texture-based differentiable rendering module. Our results demonstrate competitive multi-agent trajectory prediction performance especially for pedestrians in the scene when using our AIM representation as compared to models trained with rasterized HD maps.
Particle filters are not compatible with automatic differentiation due to the presence of discrete resampling steps. While known estimators for the score function, based on Fisher's identity, can be ...computed using particle filters, up to this point they required manual implementation. In this paper we show that such estimators can be computed using automatic differentiation, after introducing a simple correction to the particle weights. This correction utilizes the stop-gradient operator and does not modify the particle filter operation on the forward pass, while also being cheap and easy to compute. Surprisingly, with the same correction automatic differentiation also produces good estimators for gradients of expectations under the posterior. We can therefore regard our method as a general recipe for making particle filters differentiable. We additionally show that it produces desired estimators for second-order derivatives and how to extend it to further reduce variance at the expense of additional computation.
Vehicle Type Specific Waypoint Generation Liu, Yunpeng; Lavington, Jonathan Wilder; Scibior, Adam ...
2022 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS),
2022-Oct.-23
Conference Proceeding
Odprti dostop
We develop a generic mechanism for generating vehicle-type specific sequences of waypoints from a probabilistic foundation model of driving behavior. Many foundation behavior models are trained on ...data that does not include vehicle information, which limits their utility in downstream applications such as planning. Our novel methodology conditionally specializes such a behavior predictive model to a vehicle-type by utilizing byproducts of the reinforcement learning algorithms used to produce vehicle specific controllers. We show how to compose a vehicle specific value function estimate with a generic probabilistic behavior model to generate vehicle-type specific waypoint sequences that are more likely to be physically plausible then their vehicle-agnostic counterparts.
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