Measure Transformer Semantics for Bayesian Machine Learning
The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables. There is a trend in machine learning towards expressing Bayes...
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Format: | Article |
Language: | English |
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Logical Methods in Computer Science e.V.
2013-09-01
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Series: | Logical Methods in Computer Science |
Subjects: | |
Online Access: | https://lmcs.episciences.org/815/pdf |
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author | Johannes Borgström Andrew D Gordon Michael Greenberg James Margetson Jurgen Van Gael |
author_facet | Johannes Borgström Andrew D Gordon Michael Greenberg James Margetson Jurgen Van Gael |
author_sort | Johannes Borgström |
collection | DOAJ |
description | The Bayesian approach to machine learning amounts to computing posterior
distributions of random variables from a probabilistic model of how the
variables are related (that is, a prior distribution) and a set of observations
of variables. There is a trend in machine learning towards expressing Bayesian
models as probabilistic programs. As a foundation for this kind of programming,
we propose a core functional calculus with primitives for sampling prior
distributions and observing variables. We define measure-transformer
combinators inspired by theorems in measure theory, and use these to give a
rigorous semantics to our core calculus. The original features of our semantics
include its support for discrete, continuous, and hybrid measures, and, in
particular, for observations of zero-probability events. We compile our core
language to a small imperative language that is processed by an existing
inference engine for factor graphs, which are data structures that enable many
efficient inference algorithms. This allows efficient approximate inference of
posterior marginal distributions, treating thousands of observations per second
for large instances of realistic models. |
first_indexed | 2024-04-25T01:36:37Z |
format | Article |
id | doaj.art-718952f3bd0343d9899c8284a7d05847 |
institution | Directory Open Access Journal |
issn | 1860-5974 |
language | English |
last_indexed | 2024-04-25T01:36:37Z |
publishDate | 2013-09-01 |
publisher | Logical Methods in Computer Science e.V. |
record_format | Article |
series | Logical Methods in Computer Science |
spelling | doaj.art-718952f3bd0343d9899c8284a7d058472024-03-08T09:29:28ZengLogical Methods in Computer Science e.V.Logical Methods in Computer Science1860-59742013-09-01Volume 9, Issue 310.2168/LMCS-9(3:11)2013815Measure Transformer Semantics for Bayesian Machine LearningJohannes BorgströmAndrew D GordonMichael Greenberghttps://orcid.org/0000-0003-0014-7670James MargetsonJurgen Van GaelThe Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables. There is a trend in machine learning towards expressing Bayesian models as probabilistic programs. As a foundation for this kind of programming, we propose a core functional calculus with primitives for sampling prior distributions and observing variables. We define measure-transformer combinators inspired by theorems in measure theory, and use these to give a rigorous semantics to our core calculus. The original features of our semantics include its support for discrete, continuous, and hybrid measures, and, in particular, for observations of zero-probability events. We compile our core language to a small imperative language that is processed by an existing inference engine for factor graphs, which are data structures that enable many efficient inference algorithms. This allows efficient approximate inference of posterior marginal distributions, treating thousands of observations per second for large instances of realistic models.https://lmcs.episciences.org/815/pdfcomputer science - logic in computer sciencecomputer science - artificial intelligencecomputer science - programming languages |
spellingShingle | Johannes Borgström Andrew D Gordon Michael Greenberg James Margetson Jurgen Van Gael Measure Transformer Semantics for Bayesian Machine Learning Logical Methods in Computer Science computer science - logic in computer science computer science - artificial intelligence computer science - programming languages |
title | Measure Transformer Semantics for Bayesian Machine Learning |
title_full | Measure Transformer Semantics for Bayesian Machine Learning |
title_fullStr | Measure Transformer Semantics for Bayesian Machine Learning |
title_full_unstemmed | Measure Transformer Semantics for Bayesian Machine Learning |
title_short | Measure Transformer Semantics for Bayesian Machine Learning |
title_sort | measure transformer semantics for bayesian machine learning |
topic | computer science - logic in computer science computer science - artificial intelligence computer science - programming languages |
url | https://lmcs.episciences.org/815/pdf |
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