‣ [Gordon+ 2014] "Probabilistic Programming", ICSE Future of Software Engineering ‣ What is probabilistic programming? - The PL Enthusiast ‣ The State of Probabilistic Programming « Some Thoughts on a Mysterious Universe
(BNFPVUDPNFDPOEJUJPO4LJMM 9 ‣ TrueSkill™ Ranking System - Microsoft Research (figure from this page) ‣ TrueSkill — trueskill 0.4.4 documentation ‣ [Gordon+ 2014] "Probabilistic Programming", ICSE Future of Software Engineering
Normal(μ=100, σ=10) ### 1st game : A vs B # players have probabilistic performance perfA1 = Normal(skillA, 15) perfB1 = Normal(skillB, 15) # A won => condition the skills observe(perfA1 > perfB1)
Normal(μ=100, σ=10) ### 1st game : A vs B # players have probabilistic performance perfA1 = Normal(skillA, 15) perfB1 = Normal(skillB, 15) # A won => condition the skills observe(perfA1 > perfB1)
Normal(μ=100, σ=10) ### 1st game : A vs B # players have probabilistic performance perfA1 = Normal(skillA, 15) perfB1 = Normal(skillB, 15) # A won => condition the skills observe(perfA1 > perfB1)
Normal(μ=100, σ=10) ### 1st game : A vs B # players have probabilistic performance perfA1 = Normal(skillA, 15) perfB1 = Normal(skillB, 15) # A won => condition the skills observe(perfA1 > perfB1)
✦ 4BNQMJOH ✦ .$.$ ʜ 13 ‣ [Gordon+ 2014] "Probabilistic Programming", ICSE Future of Software Engineering ‣ The Design and Implementation of Probabilistic Programming Languages ‣ “Probabilistic Models of Cognition” Chapter 7. Algorithms for inference
XJUIQSPCBCJMJTUJDNPEFMJOHz ✦ .BDIJOF-FBSOJOHGPS%PNBJO&YQFSUT TDJLJUMFBSOJTDPPM CVUZPVDBO`UDPOTUSVDUOPWFMNPEFMTXJUIJU EJGGFSFOUVTFDBTFT 15 ‣ PROBABILISTIC-PROGRAMMING.org ‣ Why Probabilistic Programming Matters, Beau Cronin, March 2013, (Japanese translation) ‣ The State of Probabilistic Programming « Some Thoughts on a Mysterious Universe
Compiler • Hardware The Probabilistic Programming Revolution • Model • Model Libraries • Probabilistic Programming Language • Inference Engine • Hardware Traditional Programming Probabilistic Programming Code models capture how the data was generated using random variables to represent uncertainty Libraries contain common model components: Markov chains, deep belief networks, etc. PPL provides probabilistic primitives & traditional PL constructs so users can express model, queries, and data Inference engine analyzes probabilistic program and chooses appropriate solver(s) for available hardware Hardware can include multi-core, GPU, cloud-based resources, GraphLab, UPSIDE/Analog Logic results, etc. High-level programming languages facilitate building complex systems Probabilistic programming languages facilitate building rich ML applications Approved for Public Release; Distribution Unlimited From PPAML Kickoff Overview Slides (pdf), November 2013
4UBUB +VMJB 20 ‣ Stan, official website (logo from this page) ‣ Bob Carpenter: Stan.jl - Statistical Modeling and Inference Made Easy - YouTube, JuliaCon 2015 ‣ Stan is Turing Complete. So what? - Statistical Modeling, Causal Inference, and Social Science
ʜ ✦ 7FOUVSF ✦ QSPCBCJMJTUJDDPNQVUJOHQMBUGPSN )PTUTBQQMJDBUJPOTMJLF#BZFT%#1SPHSBNNFEQSJNBSJMZJOl7FOUVSF4DSJQUz 27 ‣ The MIT Probabilistic Computing Project ‣ "An Overview of Probabilistic Programming" by Vikash K. Mansinghka - YouTube, Strange Loop 2015 ‣ MIT Media Lab | Vikash Mansinghka on Probabilistic Programming for Augmented Intelligence, 2016
BWBJMBCMFBTBO&YDFMBEEJO 28 ‣ ETAPS 2016 - Structure and Interpretation of Probabilistic Programs - Andrew D. Gordon - YouTube ‣ Infer.NET Fun - Microsoft Research ‣ [Gordon+ 2014] "Probabilistic Programming", ICSE Future of Software Engineering (figure from this paper)
1SPCBCJMJTUJD1SPHSBNNJOHJO+VMJB(PPHMF(SPVQT 32 ‣ https://github.com/JuliaStats (figure from this page) ‣ JuliaStats.org ‣ mailing list : julia-stats - Google Groups
✦ <,VMLBSOJ >l1JDUVSFBQSPCBCJMJTUJDQSPHSBNNJOHMBOHVBHFGPSTDFOFQFSDFQUJPOz $713 #FTU1BQFS)POPSBCMF.FOUJPO ✦ l1SPCBCJMJTUJDQSPHSBNNJOHEPFTJOMJOFTPGDPEFXIBUVTFEUPUBLFUIPVTBOETz 36 ‣ Picture: A Probabilistic Programming Language for Scene Perception (figure from this page) ‣ Short probabilistic programming machine-learning code replaces complex programs for computer-vision tasks | KurzweilAI ‣ Picture: A Probabilistic Programming Language for Scene Perception - TechTalks.tv, prezi slide
in Julia — OpenPPL 0.1.0 documentation ‣ JuliaStats/PGM.jl: A Julia framework for probabilistic graphical models. ‣ Probabilistic Programming in Julia - Google Groups
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![-BUFOU%JSJDIMFU"MMPDBUJPOJOWBSJPVTGPSNT 14 ‣ [Tang+ 2014] Understanding the Limiting Factors of](https://files.speakerdeck.com/presentations/01f6d6bf08d04e1ab7373b50cb9a8eff/slide_30.jpg){kind=link}
