Attention for Inference Compilation. Harvey, W., Munk, A., Baydin, A. G., Bergholm, A., & Wood, F. In The second International Conference on Probabilistic Programming (PROBPROG), 2020.  
Paper  
Arxiv  
Poster  abstract   bibtex   10 downloads  We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural networks to approximate a posterior distribution over latent variables in a probabilistic program. A challenge with existing IC network architectures is that they can fail to model long-range dependencies between latent variables. To address this, we introduce an attention mechanism that attends to the most salient variables previously sampled in the execution of a probabilistic program. We demonstrate that the addition of attention allows the proposal distributions to better match the true posterior, enhancing inference about latent variables in simulators.
@inproceedings{HAR-20,
  title={Attention for Inference Compilation},
  author={Harvey, William and Munk, Andrea and Baydin, Atılım Güneş and Bergholm, Alexander and Wood, Frank},
  booktitle={The second International Conference on Probabilistic Programming (PROBPROG)},
  year={2020},
  archiveprefix = {arXiv},
  eprint = {1910.11961},
  support = {D3M,LwLL},
  url_Paper={https://arxiv.org/pdf/1910.11961.pdf},
  url_ArXiv={https://arxiv.org/abs/1910.11961},
  url_Poster={https://github.com/plai-group/bibliography/blob/master/presentations_posters/PROBPROG2020_HAR.pdf},
  abstract = {We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural networks to approximate a posterior distribution over latent variables in a probabilistic program. A challenge with existing IC network architectures is that they can fail to model long-range dependencies between latent variables. To address this, we introduce an attention mechanism that attends to the most salient variables previously sampled in the execution of a probabilistic program. We demonstrate that the addition of attention allows the proposal distributions to better match the true posterior, enhancing inference about latent variables in simulators.},
} 
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