no code implementations • 22 Jun 2024 • McCoy R. Becker, Alexander K. Lew, Xiaoyan Wang, Matin Ghavami, Mathieu Huot, Martin C. Rinard, Vikash K. Mansinghka
Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection of variational objectives and gradient estimators, which are implemented monolithically (and without formal correctness arguments) in PPL backends.
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.