Inference algorithms in probabilistic programming languages (PPLs) can be thought of as interpreters, since an inference algorithm traverses a model given evidence to answer a query. As with interpreters, we can improve the efficiency of inference algorithms by compiling them once the model, evidence and query are known. We present SIMPL, a domain specific language for inference algorithms, which uses this idea in order to automatically specialize annotated inference algorithms. Due to the approach of specialization, unlike a traditional compiler, with SIMPL new inference algorithms can be added easily, and still be optimized using domain-specific information. We evaluate SIMPL and show that partial evaluation gives a 2-6x speedup, caching provides an additional 1-1.5x speedup, and generating C code yields an additional 13-20x speedup, for an overall speedup of 30-150x for several inference algorithms and models.
The R2 system @cite_0 propagates evidence backwards through a probabilistic program to reject samples as early as possible. While this has the goal of making inference faster, the optimization is orthogonal to ours---it reduces the number of calls to the random number generator (by removing some sampling steps), whereas we reduce overhead without affecting the number of calls to the random number generator. In fact, we could first use the R2 optimization to generate a new, better probabilistic program, and then use our system to optimize inference over the new model. This also holds for other optimizations such as program slicing @cite_10 .
@cite_0 @cite_10
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We present a new Markov Chain Monte Carlo (MCMC) sampling algorithm for probabilistic programs. Our approach and tool, called R2, has the unique feature of employing program analysis in order to improve the efficiency of MCMC sampling. Given an input program P, R2 propagates observations in P backwards to obtain a semantically equivalent program P′ in which every probabilistic assignment is immediately followed by an observe statement. Inference is performed by a suitably modified version of the Metropolis-Hastings algorithm that exploits the structure of the program P′. This has the overall effect of preventing rejections due to program executions that fail to satisfy observations in P. We formalize the semantics of probabilistic programs and rigorously prove the correctness of R2. We also empirically demonstrate the effectiveness of R2--in particular, we show that R2 is able to produce results of similar quality as the CHURCH and STAN probabilistic programming tools with much shorter execution time. We introduce a dynamic mechanism for the solution of analytically-tractable substructure in probabilistic programs, using conjugate priors and affine transformations to reduce variance in Monte Carlo estimators. For inference with Sequential Monte Carlo, this automatically yields improvements such as locally-optimal proposals and Rao-Blackwellization. The mechanism maintains a directed graph alongside the running program that evolves dynamically as operations are triggered upon it. Nodes of the graph represent random variables, edges the analytically-tractable relationships between them. Random variables remain in the graph for as long as possible, to be sampled only when they are used by the program in a way that cannot be resolved analytically. In the meantime, they are conditioned on as many observations as possible. We demonstrate the mechanism with a few pedagogical examples, as well as a linear-nonlinear state-space model with simulated data, and an epidemiological model with real data of a dengue outbreak in Micronesia. In all cases one or more variables are automatically marginalized out to significantly reduce variance in estimates of the marginal likelihood, in the final case facilitating a random-weight or pseudo-marginal-type importance sampler for parameter estimation. We have implemented the approach in Anglican and a new probabilistic programming language called Birch. Probabilistic programs use familiar notation of programming languages to specify probabilistic models. Suppose we are interested in estimating the distribution of the return expression r of a probabilistic program P. We are interested in slicing the probabilistic program P and obtaining a simpler program Sli(P) which retains only those parts of P that are relevant to estimating r, and elides those parts of P that are not relevant to estimating r. We desire that the Sli transformation be both correct and efficient. By correct, we mean that P and Sli(P) have identical estimates on r. By efficient, we mean that estimation over Sli(P) be as fast as possible. We show that the usual notion of program slicing, which traverses control and data dependencies backward from the return expression r, is unsatisfactory for probabilistic programs, since it produces incorrect slices on some programs and sub-optimal ones on others. Our key insight is that in addition to the usual notions of control dependence and data dependence that are used to slice non-probabilistic programs, a new kind of dependence called observe dependence arises naturally due to observe statements in probabilistic programs. We propose a new definition of Sli(P) which is both correct and efficient for probabilistic programs, by including observe dependence in addition to control and data dependences for computing slices. We prove correctness mathematically, and we demonstrate efficiency empirically. We show that by applying the Sli transformation as a pre-pass, we can improve the efficiency of probabilistic inference, not only in our own inference tool R2, but also in other systems for performing inference such as Church and Infer.NET. As a new way of training generative models, Generative Adversarial Net (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has limitations when the goal is for generating sequences of discrete tokens. A major reason lies in that the discrete outputs from the generative model make it difficult to pass the gradient update from the discriminative model to the generative model. Also, the discriminative model can only assess a complete sequence, while for a partially generated sequence, it is nontrivial to balance its current score and the future one once the entire sequence has been generated. In this paper, we propose a sequence generation framework, called SeqGAN, to solve the problems. Modeling the data generator as a stochastic policy in reinforcement learning (RL), SeqGAN bypasses the generator differentiation problem by directly performing gradient policy update. The RL reward signal comes from the GAN discriminator judged on a complete sequence, and is passed back to the intermediate state-action steps using Monte Carlo search. Extensive experiments on synthetic data and real-world tasks demonstrate significant improvements over strong baselines. As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has limitations when the goal is for generating sequences of discrete tokens. A major reason lies in that the discrete outputs from the generative model make it difficult to pass the gradient update from the discriminative model to the generative model. Also, the discriminative model can only assess a complete sequence, while for a partially generated sequence, it is non-trivial to balance its current score and the future one once the entire sequence has been generated. In this paper, we propose a sequence generation framework, called SeqGAN, to solve the problems. Modeling the data generator as a stochastic policy in reinforcement learning (RL), SeqGAN bypasses the generator differentiation problem by directly performing gradient policy update. The RL reward signal comes from the GAN discriminator judged on a complete sequence, and is passed back to the intermediate state-action steps using Monte Carlo search. Extensive experiments on synthetic data and real-world tasks demonstrate significant improvements over strong baselines. We propose a framework for inferring the latent attitudes or preferences of users by performing probabilistic first-order logical reasoning over the social network graph. Our method answers questions about Twitter users like Does this user like sushi? or Is this user a New York Knicks fan? by building a probabilistic model that reasons over user attributes (the user's location or gender) and the social network (the user's friends and spouse), via inferences like homophily (I am more likely to like sushi if spouse or friends like sushi, I am more likely to like the Knicks if I live in New York). The algorithm uses distant supervision, semi-supervised data harvesting and vector space models to extract user attributes (e.g. spouse, education, location) and preferences (likes and dislikes) from text. The extracted propositions are then fed into a probabilistic reasoner (we investigate both Markov Logic and Probabilistic Soft Logic). Our experiments show that probabilistic logical reasoning significantly improves the performance on attribute and relation extraction, and also achieves an F-score of 0.791 at predicting a users likes or dislikes, significantly better than two strong baselines. We propose in this paper a new approach to train the Generative Adversarial Nets (GANs) with a mixture of generators to overcome the mode collapsing problem. The main intuition is to employ multiple generators, instead of using a single one as in the original GAN. The idea is simple, yet proven to be extremely effective at covering diverse data modes, easily overcoming the mode collapsing problem and delivering state-of-the-art results. A minimax formulation was able to establish among a classifier, a discriminator, and a set of generators in a similar spirit with GAN. Generators create samples that are intended to come from the same distribution as the training data, whilst the discriminator determines whether samples are true data or generated by generators, and the classifier specifies which generator a sample comes from. The distinguishing feature is that internal samples are created from multiple generators, and then one of them will be randomly selected as final output similar to the mechanism of a probabilistic mixture model. We term our method Mixture Generative Adversarial Nets (MGAN). We develop theoretical analysis to prove that, at the equilibrium, the Jensen-Shannon divergence (JSD) between the mixture of generators’ distributions and the empirical data distribution is minimal, whilst the JSD among generators’ distributions is maximal, hence effectively avoiding the mode collapsing problem. By utilizing parameter sharing, our proposed model adds minimal computational cost to the standard GAN, and thus can also efficiently scale to large-scale datasets. We conduct extensive experiments on synthetic 2D data and natural image databases (CIFAR-10, STL-10 and ImageNet) to demonstrate the superior performance of our MGAN in achieving state-of-the-art Inception scores over latest baselines, generating diverse and appealing recognizable objects at different resolutions, and specializing in capturing different types of objects by the generators. Most current statistical natural language processing models use only local features so as to permit dynamic programming in inference, but this makes them unable to fully account for the long distance structure that is prevalent in language use. We show how to solve this dilemma with Gibbs sampling, a simple Monte Carlo method used to perform approximate inference in factored probabilistic models. By using simulated annealing in place of Viterbi decoding in sequence models such as HMMs, CMMs, and CRFs, it is possible to incorporate non-local structure while preserving tractable inference. We use this technique to augment an existing CRF-based information extraction system with long-distance dependency models, enforcing label consistency and extraction template consistency constraints. This technique results in an error reduction of up to 9 over state-of-the-art systems on two established information extraction tasks. This article considers approaches which rerank the output of an existing probabilistic parser. The base parser produces a set of candidate parses for each input sentence, with associated probabilities that define an initial ranking of these parses. A second model then attempts to improve upon this initial ranking, using additional features of the tree as evidence. The strength of our approach is that it allows a tree to be represented as an arbitrary set of features, without concerns about how these features interact or overlap and without the need to define a derivation or a generative model which takes these features into account. We introduce a new method for the reranking task, based on the boosting approach to ranking problems described in (1998). We apply the boosting method to parsing the Wall Street Journal treebank. The method combined the log-likelihood under a baseline model (that of Collins [1999]) with evidence from an additional 500,000 features over parse trees that were not included in the original model. The new model achieved 89.75 F-measure, a 13 relative decrease in F measure error over the baseline model's score of 88.2 . The article also introduces a new algorithm for the boosting approach which takes advantage of the sparsity of the feature space in the parsing data. Experiments show significant efficiency gains for the new algorithm over the obvious implementation of the boosting approach. We argue that the method is an appealing alternative—in terms of both simplicity and efficiency—to work on feature selection methods within log-linear (maximum-entropy) models. Although the experiments in this article are on natural language parsing (NLP), the approach should be applicable to many other NLP problems which are naturally framed as ranking tasks, for example, speech recognition, machine translation, or natural language generation. First-order probabilistic models combine the power of first-order logic, the de facto tool for handling relational structure, with probabilistic graphical models, the de facto tool for handling uncertainty. Lifted probabilistic inference algorithms for them have been the subject of much recent research. The main idea in these algorithms is to improve the accuracy and scalability of existing graphical models' inference algorithms by exploiting symmetry in the first-order representation. In this paper, we consider blocked Gibbs sampling, an advanced MCMC scheme, and lift it to the first-order level. We propose to achieve this by partitioning the first-order atoms in the model into a set of disjoint clusters such that exact lifted inference is polynomial in each cluster given an assignment to all other atoms not in the cluster. We propose an approach for constructing the clusters and show how it can be used to trade accuracy with computational complexity in a principled manner. Our experimental evaluation shows that lifted Gibbs sampling is superior to the propositional algorithm in terms of accuracy, scalability and convergence. This paper reports on a novel technique for literature indexing and searching in a mechanized library system. The notion of relevance is taken as the key concept in the theory of information retrieval and a comparative concept of relevance is explicated in terms of the theory of probability. The resulting technique called “Probabilistic Indexing,” allows a computing machine, given a request for information, to make a statistical inference and derive a number (called the “relevance number”) for each document, which is a measure of the probability that the document will satisfy the given request. The result of a search is an ordered list of those documents which satisfy the request ranked according to their probable relevance. The paper goes on to show that whereas in a conventional library system the cross-referencing (“see” and “see also”) is based solely on the “semantical closeness” between index terms, statistical measures of closeness between index terms can be defined and computed. Thus, given an arbitrary request consisting of one (or many) index term(s), a machine can elaborate on it to increase the probability of selecting relevant documents that would not otherwise have been selected. Finally, the paper suggests an interpretation of the whole library problem as one where the request is considered as a clue on the basis of which the library system makes a concatenated statistical inference in order to provide as an output an ordered list of those documents which most probably satisfy the information needs of the user. To speed up multidimensional data analysis, database systems frequently precompute aggregates on some subsets of dimensions and their corresponding hierarchies. This improves query response time. However, the decision of what and how much to precompute is a difficult one. It is further complicated by the fact that precomputation in the presence of hierarchies can result in an unintuitively large increase in the amount of storage required by the database. Hence, it is interesting and useful to estimate the storage blowup that will result from a proposed set of precomputations without actually computing them. We propose three strategies for this problem: one based on sampling, one based on mathematical approximation, and one based on probabilistic counting. We investigate the accuracy of these algorithms in estimating the blowup for different data distributions and database schemas. The algorithm based upon probabilistic counting is particularly attractive, since it estimates the storage blowup to within provable error bounds while performing only a single scan of the data. *Work supported by an IBM CAS Fellowship, NSF grant IRI9157357, and a grant from IBM under the University Partnership Program. Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the VLDB copyright notice and the title of the publication and its date appear, and notice is given that copying 1:s by permission of the Very Large Data Base Endowm.ent. To copy otherwise, 01‘ to republish, requires a fee and or special permission j orn the En.do?ument. Proceedings of the 22nd VLDB Conference Mumbai(Bombay), India, 1996 We introduce a generic framework that reduces the computational cost of object detection while retaining accuracy for scenarios where objects with varied sizes appear in high resolution images. Detection progresses in a coarse-to-fine manner, first on a down-sampled version of the image and then on a sequence of higher resolution regions identified as likely to improve the detection accuracy. Built upon reinforcement learning, our approach consists of a model (R-net) that uses coarse detection results to predict the potential accuracy gain for analyzing a region at a higher resolution and another model (Q-net) that sequentially selects regions to zoom in. Experiments on the Caltech Pedestrians dataset show that our approach reduces the number of processed pixels by over 50 without a drop in detection accuracy. The merits of our approach become more significant on a high resolution test set collected from YFCC100M dataset, where our approach maintains high detection performance while reducing the number of processed pixels by about 70 and the detection time by over 50 . In this paper we present a Bayesian framework for parsing images into their constituent visual patterns. The parsing algorithm optimizes the posterior probability and outputs a scene representation as a "parsing graph", in a spirit similar to parsing sentences in speech and natural language. The algorithm constructs the parsing graph and re-configures it dynamically using a set of moves, which are mostly reversible Markov chain jumps. This computational framework integrates two popular inference approaches--generative (top-down) methods and discriminative (bottom-up) methods. The former formulates the posterior probability in terms of generative models for images defined by likelihood functions and priors. The latter computes discriminative probabilities based on a sequence (cascade) of bottom-up tests filters. In our Markov chain algorithm design, the posterior probability, defined by the generative models, is the invariant (target) probability for the Markov chain, and the discriminative probabilities are used to construct proposal probabilities to drive the Markov chain. Intuitively, the bottom-up discriminative probabilities activate top-down generative models. In this paper, we focus on two types of visual patterns--generic visual patterns, such as texture and shading, and object patterns including human faces and text. These types of patterns compete and cooperate to explain the image and so image parsing unifies image segmentation, object detection, and recognition (if we use generic visual patterns only then image parsing will correspond to image segmentation (Tu and Zhu, 2002. IEEE Trans. PAMI, 24(5):657--673). We illustrate our algorithm on natural images of complex city scenes and show examples where image segmentation can be improved by allowing object specific knowledge to disambiguate low-level segmentation cues, and conversely where object detection can be improved by using generic visual patterns to explain away shadows and occlusions. A novel probabilistic retrieval model is presented. It forms a basis to interpret the TF-IDF term weights as making relevance decisions. It simulates the local relevance decision-making for every location of a document, and combines all of these “local” relevance decisions as the “document-wide” relevance decision for the document. The significance of interpreting TF-IDF in this way is the potential to: (1) establish a unifying perspective about information retrieval as relevance decision-making; and (2) develop advanced TF-IDF-related term weights for future elaborate retrieval models. Our novel retrieval model is simplified to a basic ranking formula that directly corresponds to the TF-IDF term weights. In general, we show that the term-frequency factor of the ranking formula can be rendered into different term-frequency factors of existing retrieval systems. In the basic ranking formula, the remaining quantity - log p(rvt ∈ d) is interpreted as the probability of randomly picking a nonrelevant usage (denoted by r) of term t. Mathematically, we show that this quantity can be approximated by the inverse document-frequency (IDF). Empirically, we show that this quantity is related to IDF, using four reference TREC ad hoc retrieval data collections. We propose in this paper a novel approach to tackle the problem of mode collapse encountered in generative adversarial network (GAN). Our idea is intuitive but proven to be very effective, especially in addressing some key limitations of GAN. In essence, it combines the Kullback-Leibler (KL) and reverse KL divergences into a unified objective function, thus it exploits the complementary statistical properties from these divergences to effectively diversify the estimated density in capturing multi-modes. We term our method dual discriminator generative adversarial nets (D2GAN) which, unlike GAN, has two discriminators; and together with a generator, it also has the analogy of a minimax game, wherein a discriminator rewards high scores for samples from data distribution whilst another discriminator, conversely, favoring data from the generator, and the generator produces data to fool both two discriminators. We develop theoretical analysis to show that, given the maximal discriminators, optimizing the generator of D2GAN reduces to minimizing both KL and reverse KL divergences between data distribution and the distribution induced from the data generated by the generator, hence effectively avoiding the mode collapsing problem. We conduct extensive experiments on synthetic and real-world large-scale datasets (MNIST, CIFAR-10, STL-10, ImageNet), where we have made our best effort to compare our D2GAN with the latest state-of-the-art GAN's variants in comprehensive qualitative and quantitative evaluations. The experimental results demonstrate the competitive and superior performance of our approach in generating good quality and diverse samples over baselines, and the capability of our method to scale up to ImageNet database. We study the problem of sampling a random signal with sparse support in frequency domain. Shannon famously considered a scheme that instantaneously samples the signal at equispaced times. He proved that the signal can be reconstructed as long as the sampling rate exceeds twice the bandwidth (Nyquist rate). Candes, Romberg, Tao introduced a scheme that acquires instantaneous samples of the signal at random times. They proved that the signal can be uniquely and efficiently reconstructed, provided the sampling rate exceeds the frequency support of the signal, times logarithmic factors. In this paper we consider a probabilistic model for the signal, and a sampling scheme inspired by the idea of spatial coupling in coding theory. Namely, we propose to acquire non-instantaneous samples at random times. Mathematically, this is implemented by acquiring a small random subset of Gabor coefficients. We show empirically that this scheme achieves correct reconstruction as soon as the sampling rate exceeds the frequency support of the signal, thus reaching the information theoretic limit. We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose stationary distribution estimates the data distribution. The transition distribution of the Markov chain is conditional on the previous state, generally involving a small move, so this conditional distribution has fewer dominant modes, being unimodal in the limit of small moves. Thus, it is easier to learn because it is easier to approximate its partition function, more like learning to perform supervised function approximation, with gradients that can be obtained by backprop. We provide theorems that generalize recent work on the probabilistic interpretation of denoising autoencoders and obtain along the way an interesting justification for dependency networks and generalized pseudolikelihood, along with a definition of an appropriate joint distribution and sampling mechanism even when the conditionals are not consistent. GSNs can be used with missing inputs and can be used to sample subsets of variables given the rest. We validate these theoretical results with experiments on two image datasets using an architecture that mimics the Deep Boltzmann Machine Gibbs sampler but allows training to proceed with simple backprop, without the need for layerwise pretraining. We investigate the class of computable probability distributions and explore the fundamental limitations of using this class to describe and compute conditional distributions. In addition to proving the existence of noncomputable conditional distributions, and thus ruling out the possibility of generic probabilistic inference algorithms (even inefficient ones), we highlight some positive results showing that posterior inference is possible in the presence of additional structure like exchangeability and noise, both of which are common in Bayesian hierarchical modeling. This theoretical work bears on the development of probabilistic programming languages (which enable the specification of complex probabilistic models) and their implementations (which can be used to perform Bayesian reasoning). The probabilistic programming approach is particularly well suited for defining infinite-dimensional, recursively-defined stochastic processes of the sort used in nonparametric Bayesian statistics. We present a new construction of the Mondrian process as a partition-valued Markov process in continuous time, which can be viewed as placing a distribution on an infinite kd-tree data structure. (Copies available exclusively from MIT Libraries, Rm. 14-0551, Cambridge, MA 02139-4307. Ph. 617-253-5668; Fax 617-253-1690.) During the last decade, sampling-based path planning algorithms, such as probabilistic roadmaps (PRM) and rapidly exploring random trees (RRT), have been shown to work well in practice and possess theoretical guarantees such as probabilistic completeness. However, little effort has been devoted to the formal analysis of the quality of the solution returned by such algorithms, e.g. as a function of the number of samples. The purpose of this paper is to fill this gap, by rigorously analyzing the asymptotic behavior of the cost of the solution returned by stochastic sampling-based algorithms as the number of samples increases. A number of negative results are provided, characterizing existing algorithms, e.g. showing that, under mild technical conditions, the cost of the solution returned by broadly used sampling-based algorithms converges almost surely to a non-optimal value. The main contribution of the paper is the introduction of new algorithms, namely, PRM* and RRT*, which are provably asymptotically optimal, i.e. such that the cost of the returned solution converges almost surely to the optimum. Moreover, it is shown that the computational complexity of the new algorithms is within a constant factor of that of their probabilistically complete (but not asymptotically optimal) counterparts. The analysis in this paper hinges on novel connections between stochastic sampling-based path planning algorithms and the theory of random geometric graphs.