Timezone: »

Autoconj: Recognizing and Exploiting Conjugacy Without a Domain-Specific Language
Matthew D. Hoffman · Matthew Johnson · Dustin Tran

Thu Dec 06 07:45 AM -- 09:45 AM (PST) @ Room 210 #16

Deriving conditional and marginal distributions using conjugacy relationships can be time consuming and error prone. In this paper, we propose a strategy for automating such derivations. Unlike previous systems which focus on relationships between pairs of random variables, our system (which we call Autoconj) operates directly on Python functions that compute log-joint distribution functions. Autoconj provides support for conjugacy-exploiting algorithms in any Python-embedded PPL. This paves the way for accelerating development of novel inference algorithms and structure-exploiting modeling strategies. The package can be downloaded at https://github.com/google-research/autoconj.

Author Information

Matthew D. Hoffman (Google)
Matthew Johnson (Google Brain)
Dustin Tran (Google Brain)

More from the Same Authors