Keywords: Probabilistic Programming, Surrogate Modeling, Generative Modeling
TL;DR: We introduce probabilistic surrogate networks, a surrogate model for probabilistic programming, where programs may contain an unbounded number of random variables.
Abstract: We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and control flow of the reference simulator. Our surrogates target stochastic simulators where the number of random variables itself can be stochastic and potentially unbounded. Our framework further enables an automatic replacement of the reference simulator with the surrogate when undertaking amortized inference. The fidelity and speed of our surrogates allow for both faster stochastic simulation and accurate and substantially faster posterior inference. Using an illustrative yet non-trivial example we show our surrogates' ability to accurately model a probabilistic program with an unbounded number of random variables. We then proceed with an example that shows our surrogates are able to accurately model a complex structure like an unbounded stack in a program synthesis example. We further demonstrate how our surrogate modeling technique makes amortized inference in complex black-box simulators an order of magnitude faster. Specifically, we do simulator-based materials quality testing, inferring safety-critical latent internal temperature profiles of composite materials undergoing curing.
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