We present a novel approach for approximate sampling in probabilistic programs based on incremental inference. The key idea is to adapt the samples for a program P into samples for a program Q, thereby avoiding the expensive sampling computation for program Q. To enable incremental inference in probabilistic programming, our work: (i) introduces the concept of a trace translator which adapts samples from P into samples of Q, (ii) phrases this translation approach in the context of sequential Monte Carlo (SMC), which gives theoretical guarantees that the adapted samples converge to the distribution induced by Q, and (iii) shows how to obtain a concrete trace translator by establishing a correspondence between the random choices of the two probabilistic programs. We implemented our approach in two different probabilistic programming systems and showed that, compared to methods that sample the program Q from scratch, incremental inference can lead to orders of magnitude increase in efficiency, depending on how closely related P and Q are.
Fri 22 JunDisplayed time zone: Eastern Time (US & Canada) change
11:00 - 12:15 | Inference for Probabilistic ProgramsPLDI Research Papers at Grand Ballroom CD Chair(s): Arjun Guha University of Massachusetts, Amherst | ||
11:00 25mTalk | Incremental Inference for Probabilistic Programs PLDI Research Papers Marco Cusumano-Towner MIT-CSAIL, Benjamin Bichsel ETH Zurich, Switzerland, Timon Gehr , Martin Vechev ETH Zürich, Vikash K. Mansinghka MIT Media Attached | ||
11:25 25mTalk | Bayonet: Probabilistic Inference for Networks PLDI Research Papers Timon Gehr , Sasa Misailovic University of Illinois at Urbana-Champaign, USA, Petar Tsankov ETH Zurich, Laurent Vanbever ETH Zürich, Pascal Wiesmann ETH Zurich, Switzerland, Martin Vechev ETH Zürich Media Attached | ||
11:50 25mTalk | Probabilistic Programming with Programmable Inference PLDI Research Papers Vikash K. Mansinghka MIT, Ulrich Schaechtle Massachusetts Institute of Technology, USA, Shivam Handa , Alexey Radul , Yutian Chen Google Deepmind, n.n., Martin C. Rinard Massachusetts Institute of Technology Media Attached |