Content area

Abstract

Advanced probabilistic programming languages (PPLs) using hybrid particle filtering combine symbolic exact inference and Monte Carlo methods to improve inference performance. These systems use heuristics to partition random variables within the program into variables that are encoded symbolically and variables that are encoded with sampled values, and the heuristics are not necessarily aligned with the developer's performance evaluation metrics. In this work, we present inference plans, a programming interface that enables developers to control the partitioning of random variables during hybrid particle filtering. We further present Siren, a new PPL that enables developers to use annotations to specify inference plans the inference system must implement. To assist developers with statically reasoning about whether an inference plan can be implemented, we present an abstract-interpretation-based static analysis for Siren for determining inference plan satisfiability. We prove the analysis is sound with respect to Siren's semantics. Our evaluation applies inference plans to three different hybrid particle filtering algorithms on a suite of benchmarks. It shows that the control provided by inference plans enables speed ups of 1.76x on average and up to 206x to reach a target accuracy, compared to the inference plans implemented by default heuristics; the results also show that inference plans improve accuracy by 1.83x on average and up to 595x with less or equal runtime, compared to the default inference plans. We further show that our static analysis is precise in practice, identifying all satisfiable inference plans in 27 out of the 33 benchmark-algorithm evaluation settings.

Details

1009240
Title
Inference Plans for Hybrid Particle Filtering
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 14, 2024
Section
Computer Science
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-17
Milestone dates
2024-08-21 (Submission v1); 2024-12-14 (Submission v2)
Publication history
 
 
   First posting date
17 Dec 2024
ProQuest document ID
3095811744
Document URL
https://www.proquest.com/working-papers/inference-plans-hybrid-particle-filtering/docview/3095811744/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-18
Database
ProQuest One Academic