MXFusion: A Modular Deep Probabilistic Programming Library

Zhenwen Dai, Eric Meissner, Neil D. Lawrence

Oct 08, 2018 NIPS 2018 Workshop MLOSS Submission readers: everyone
  • Abstract: Modularity is a key feature of deep learning libraries but has not been fully exploited for probabilistic programming. We propose to improve modularity of probabilistic programming language by offering not only plain probabilistic distributions but also sophisticated probabilistic model such as Bayesian non-parametric models as fundamental building blocks. We demonstrate this idea by presenting a modular probabilistic programming language MXFusion, which includes a new type of re-usable building blocks, called probabilistic modules. A probabilistic module consists of a set of random variables with associated probabilistic distributions and dedicated inference methods. Under the framework of variational inference, the pre-specified inference methods of individual probabilistic modules can be transparently used for inference of the whole probabilistic model.
  • Keywords: probabilistic programming, variational inference
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