Probabilistic Programming with Stochastic Memoization

I. Bayesian, John B. Cassel
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引用次数: 3

Abstract

Probabilistic programming is a programming language paradigm receiving both government support [1] and the attention of the popular technology press [2]. Probabilistic programming concerns writing programs with segments that can be interpreted as parameter and conditional distributions, yielding statistical findings through nonstandard execution. Mathematica not only has great support for statistics, but has another language feature particular to probabilistic language elements, namely memoization, which is the ability for functions to retain their value for particular function calls across parameters, creating random trials that retain their value. Recent research has found that reasoning about processes instead of given parameters has allowed Bayesian inference to undertake more flexible models that require computational support. This article explains this nonparametric Bayesian inference, shows how Mathematicaʼs capacity for memoization supports probabilistic programming features, and demonstrates this capability through two examples, learning systems of relations and learning arithmetic functions based on output.
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随机记忆的概率规划
概率编程是一种编程语言范式,受到政府支持[1]和流行技术出版社[2]的关注。概率编程关注的是用可以解释为参数和条件分布的段编写程序,通过非标准执行产生统计结果。Mathematica不仅对统计数据有很好的支持,而且还有另一个专门针对概率语言元素的语言特性,即记忆,这是函数在跨参数的特定函数调用中保留其值的能力,从而创建保留其值的随机试验。最近的研究发现,对过程的推理而不是给定参数的推理使贝叶斯推理能够承担需要计算支持的更灵活的模型。本文解释了这种非参数贝叶斯推理,展示了Mathematica的记忆能力如何支持概率编程特性,并通过两个示例(学习关系系统和基于输出学习算术函数)演示了这种能力。
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