Presented at the 21st International Conference on Artificial Intelligence and Statistics (AISTATS 2018), Lanzarote, Canary Islands (April 2018)
Probabilistic reasoning on complex real-world models is computationally challenging. Inference algorithms have been developed that work well on specific models or on parts of general models, but they require significant hand engineering to apply to full-scale problems. Probabilistic programming (PP) enables the expression of rich probabilistic models, but inference remains a bottleneck in many applications. Factored inference is one of the main approaches to inference in graphical models, but has trouble scaling up to some hard problems expressible as probabilistic programs. We present structured factored inference (SFI), a framework that enables factored inference algorithms to scale to significantly more complex programs. Using models encoded in a PP language, SFI provides a sound means to decompose a model into submodels, apply an algorithm to each submodel, and combine results to answer a query. Our results show that SFI successfully reasons on models where standard factored inference algorithms fail due to computational complexity. SFI is nearly as accurate as exact inference and is as fast as approximate inference methods.
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