Advanced probabilistic programming languages (PPLs) using \emph{hybrid particle filtering} combine symbolic exact inference and Monte Carlo methods to improve inference performance. These systems use heuristics to partition random variables within the program into variables that are encoded symbolically and variables that are encoded with sampled values, and the heuristics are not necessarily aligned with the developer’s performance evaluation metrics. In this work, we present \emph{inference plans}, a programming interface that enables developers to control the partitioning of random variables during hybrid particle filtering. We further present Siren, a new PPL that enables developers to use annotations to specify inference plans the inference system must implement. To assist developers with statically reasoning about whether an inference plan can be implemented, we present an abstract-interpretation-based static analysis for Siren for determining inference plan \emph{satisfiability}. We prove the analysis is sound with respect to Siren’s semantics. Our evaluation applies inference plans to three different hybrid particle filtering algorithms on a suite of benchmarks. It shows that the control provided by inference plans enables speed ups of 1.76x on average and up to 206x to reach a target accuracy, compared to the inference plans implemented by default heuristics; the results also show that inference plans improve accuracy by 1.83x on average and up to 595x with less or equal runtime, compared to the default inference plans. We further show that our static analysis is precise in practice, identifying all satisfiable inference plans in 27 out of the 33 benchmark-algorithm evaluation settings.
Thu 23 JanDisplayed time zone: Mountain Time (US & Canada) change
10:40 - 12:00 | Probabilistic Programming 2POPL at Marco Polo Chair(s): Simon Oddershede Gregersen New York University | ||
10:40 20mTalk | Inference Plans for Hybrid Particle Filtering POPL Ellie Y. Cheng MIT, Eric Atkinson , Guillaume Baudart Inria, Louis Mandel IBM Research, USA, Michael Carbin Massachusetts Institute of Technology | ||
11:00 20mTalk | Guaranteed Bounds on Posterior Distributions of Discrete Probabilistic Programs with LoopsDistinguished Paper POPL Pre-print | ||
11:20 20mTalk | Modelling Recursion and Probabilistic Choice in Guarded Type Theory POPL Philipp Stassen Aarhus University, Rasmus Ejlers Møgelberg IT University of Copenhagen, Maaike Annebet Zwart IT University of Copenhagen, Alejandro Aguirre Aarhus University, Lars Birkedal Aarhus University | ||
11:40 20mTalk | Bluebell: An Alliance of Relational Lifting and Independence For Probabilistic Reasoning POPL Jialu Bao Cornell University, Emanuele D'Osualdo University of Konstanz, Azadeh Farzan University of Toronto Pre-print |