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A streaming probabilistic program receives a stream of observations and produces a stream of distributions that are conditioned on these observations. Efficient inference is often possible in a streaming context using Rao-Blackwellized particle filters (RBPFs), which exactly solve inference problems when possible and fall back on sampling approximations when necessary. While RBPFs can be implemented by hand to provide efficient inference, the goal of streaming probabilistic programming is to automatically generate such efficient inference implementations given input probabilistic programs. In this work, we propose semi-symbolic inference, a technique for executing probabilistic programs using a runtime inference system that automatically implements Rao-Blackwellized particle filtering. To perform exact and approximate inference together, the semi-symbolic inference system manipulates symbolic distributions to perform exact inference when possible and falls back on approximate sampling when necessary. This approach enables the system to implement the same RBPF a developer would write by hand. To ensure this, we identify closed families of distributions – such as linear-Gaussian and finite discrete models – on which the inference system guarantees exact inference. We have implemented the runtime inference system in the ProbZelus streaming probabilistic programming language. Despite an average 1.6× slowdown compared to the state of the art on existing benchmarks, our evaluation shows that speedups of 3×-87× are obtainable on a new set of challenging benchmarks we have designed to exploit closed families.
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Stochastic Lazy Knowledge Compilation for Inference in Discrete Probabilistic Programs
We present new techniques for exact and approximate inference in discrete probabilistic programs, based on two new ways of exploiting lazy evaluation. First, we show how knowledge compilation, a state-of-the art technique for exact inference in discrete probabilistic programs, can be made lazy, enabling asymptotic speed-ups. Second, we show how a probabilistic program’s lazy semantics naturally give rise to a division of its random choices into subproblems, which can be solved in sequence by sequential Monte Carlo with locally-optimal proposals automatically computed via lazy knowledge compilation. We implement our approach in a new tool, Pluck, and evaluate its performance against state-of-the-art approaches to inference in discrete probabilistic languages. We find that on a suite of inference benchmarks, lazy knowledge compilation can be faster than state-of-the-art approaches, sometimes by orders of magnitude.
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- Award ID(s):
- 1918839
- PAR ID:
- 10679125
- Publisher / Repository:
- SIGPLAN
- Date Published:
- Journal Name:
- Proceedings of the ACM on Programming Languages
- Volume:
- 9
- Issue:
- PLDI
- ISSN:
- 2475-1421
- Page Range / eLocation ID:
- 1863 to 1887
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript
- Journal Article:
- https://doi.org/10.1145/3729325
