1 code implementation • 13 Jun 2023 • Gaurav Arya, Ruben Seyer, Frank Schäfer, Kartik Chandra, Alexander K. Lew, Mathieu Huot, Vikash K. Mansinghka, Jonathan Ragan-Kelley, Christopher Rackauckas, Moritz Schauer
We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it.
no code implementations • 13 Mar 2023 • Amir Shaikhha, Mathieu Huot, Shideh Hashemian
Sparse tensors are prevalent in many data-intensive applications, yet existing differentiable programming frameworks are tailored towards dense tensors.
no code implementations • 21 Feb 2023 • Mathieu Huot, Alexander K. Lew, Vikash K. Mansinghka, Sam Staton
We introduce a new setting, the category of $\omega$PAP spaces, for reasoning denotationally about expressive differentiable and probabilistic programming languages.
no code implementations • 20 Dec 2022 • Amir Shaikhha, Mathieu Huot, Shabnam Ghasemirad, Andrew Fitzgibbon, Simon Peyton Jones, Dimitrios Vytiniotis
Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program.
no code implementations • 10 Mar 2021 • Amir Shaikhha, Mathieu Huot, Jaclyn Smith, Dan Olteanu
We developed SDQL, a statically typed language that can express relational algebra with aggregations, linear algebra, and functional collections over data such as relations and matrices using semi-ring dictionaries.