Practical Probabilistic Programming

458 Pages·2016·6.49 MB·English

by  Avi Pfeffer

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: [e-mail]
©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