SPPL: Probabilistic Programming with Fast Exact Symbolic Inference
We present the Sum-Product Probabilistic Language (SPPL), a new system that automatically delivers exact solutions to a broad range of probabilistic inference queries. SPPL uses a new class of symbolic expressions to represent the distribution on execution traces of a probabilistic program that generalize sum-product networks by handling mixed-type distributions, numeric transformations, logical formulas, and pointwise and set-valued constraints. We formalize SPPL in terms of a novel translation strategy from probabilistic programs to sum-product expressions and present new and sound algorithms for exactly conditioning on and computing probabilities of events. We present new techniques for improving the scalability of translation and inference by automatically exploiting conditional independences and repeated structure in SPPL programs. We implement a prototype of SPPL with a modular architecture and evaluate it on a suite of benchmarks that the system is designed to solve, which establish that SPPL is up to 3500x faster than state-of-the-art systems for fairness verification; up to 1000x faster than state-of-the-art symbolic algebra techniques; and can compute exact probabilities of rare events in milliseconds.
Fri 22 OctDisplayed time zone: Central Time (US & Canada) change
10:50 - 12:10 | |||
10:50 15mTalk | Compiling Stan to Generative Probabilistic Languages and Extension to Deep Probabilistic Programming SIGPLAN Papers Guillaume Baudart IBM Research, USA, Javier Burroni , Martin Hirzel IBM Research, Louis Mandel IBM Research, Avraham Shinnar IBM Research | ||
11:05 15mTalk | On Probabilistic Termination of Functional Programs with Continuous Distributions SIGPLAN Papers | ||
11:20 15mTalk | SPPL: Probabilistic Programming with Fast Exact Symbolic Inference SIGPLAN Papers Feras Saad Massachusetts Institute of Technology, Martin C. Rinard Massachusetts Institute of Technology, Vikash K. Mansinghka MIT DOI | ||
11:35 15mTalk | Cyclic Program Synthesis SIGPLAN Papers Shachar Itzhaky Technion, Hila Peleg Technion, Nadia Polikarpova University of California at San Diego, Reuben N. S. Rowe University of Kent, Ilya Sergey National University of Singapore DOI | ||
11:50 20mLive Q&A | Discussion, Questions and Answers SIGPLAN Papers |