Attention for Inference Compilation. Harvey, W, Munk, A, Baydin, A., 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, W and Munk, A and Baydin, AG and Bergholm, A and Wood, F},
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.},
}
Downloads: 10
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