Practical Probabilistic Programming PDF
Preview Practical Probabilistic Programming
Avi Pfeffer F Stuart Russell OREWORD BY M A N N I N G Practical Probabilistic Programming Practical Probabilistic Programming AVI PFEFFER MANNING SHELTER ISLAND For online information and ordering of this and other Manning books, please visit www.manning.com. The publisher offers discounts on this book when ordered in quantity. For more information, please contact Special Sales Department Manning Publications Co. 20 Baldwin Road PO Box 761 Shelter Island, NY 11964 Email: [email protected] ©2016 by Manning Publications Co. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by means electronic, mechanical, photocopying, or otherwise, without prior written permission of the publisher. Many of the designations used by manufacturers and sellers to distinguish their products are claimed as trademarks. Where those designations appear in the book, and Manning Publications was aware of a trademark claim, the designations have been printed in initial caps or all caps. Recognizing the importance of preserving what has been written, it is Manning’s policy to have the books we publish printed on acid-free paper, and we exert our best efforts to that end. Recognizing also our responsibility to conserve the resources of our planet, Manning books are printed on paper that is at least 15 percent recycled and processed without the use of elemental chlorine. Manning Publications Co. Development editor: Dan Maharry 20 Baldwin Road Technical development editors: Ravishankar Rajagopalan, PO Box 761 Shabeesh Balan Shelter Island, NY 11964 Copyeditor: Sharon Wilkey Proofreader: Katie Tennant Technical proofreader: Alex Ihler Typesetter: Dennis Dalinnik Cover designer: Marija Tudor ISBN: 9781617292330 Printed in the United States of America 1 2 3 4 5 6 7 8 9 10 – EBM – 21 20 19 18 17 16 In loving memory of my mother, Claire Pfeffer, z"l (May her memory be a blessing) brief contents PART 1 INTRODUCING PROBABILISTIC PROGRAMMING AND FIGARO. ................................................................1 1 ■ Probabilistic programming in a nutshell 3 2 ■ A quick Figaro tutorial 27 3 ■ Creating a probabilistic programming application 57 PART 2 WRITING PROBABILISTIC PROGRAMS............................91 4 ■ Probabilistic models and probabilistic programs 93 5 ■ Modeling dependencies with Bayesian and Markov networks 129 6 ■ Using Scala and Figaro collections to build up models 172 7 ■ Object-oriented probabilistic modeling 200 8 ■ Modeling dynamic systems 229 vii viii BRIEF CONTENTS PART 3 INFERENCE. ..............................................................255 9 ■ The three rules of probabilistic inference 257 10 ■ Factored inference algorithms 283 11 ■ Sampling algorithms 321 12 ■ Solving other inference tasks 360 13 ■ Dynamic reasoning and parameter learning 382 contents foreword xvii preface xix acknowledgements xxi about this book xxiii about the author xxvi about the cover illustration xxvii PART 1 INTRODUCING PROBABILISTIC PROGRAMMING AND FIGARO . ............................1 1 Probabilistic programming in a nutshell 3 1.1 What is probabilistic programming? 4 How do we make judgment calls? 4 ■ Probabilistic reasoning systems help make decisions 5 ■ Probabilistic reasoning systems can reason in three ways 8 ■ Probabilistic programming systems: probabilistic reasoning systems expressed in a programming language 11 1.2 Why probabilistic programming? 15 Better probabilistic reasoning 16 ■ Better simulation languages 17 ix
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