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Title: Etalumis: Bringing Probabilistic Programming to Scientific Simulators at Scale

Probabilistic programming languages (PPLs) are receiving wide- spread attention for performing Bayesian inference in complex generative models. However, applications to science remain limited because of the impracticability of rewriting complex scientific simu- lators in a PPL, the computational cost of inference, and the lack of scalable implementations. To address these, we present a novel PPL framework that couples directly to existing scientific simulators through a cross-platform probabilistic execution protocol and pro- vides Markov chain Monte Carlo (MCMC) and deep-learning-based inference compilation (IC) engines for tractable inference. To guide IC inference, we perform distributed training of a dynamic 3DCNN– LSTM architecture with a PyTorch-MPI-based framework on 1,024 32-core CPU nodes of the Cori supercomputer with a global mini- batch size of 128k: achieving a performance of 450 Tflop/s through enhancements to PyTorch. We demonstrate a Large Hadron Col- lider (LHC) use-case with the C++ Sherpa simulator and achieve the largest-scale posterior inference in a Turing-complete PPL.
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Publication Date:
Journal Name:
SC '19: Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis
Sponsoring Org:
National Science Foundation