概率编程:自动化推断学习与设计的革新

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"本文档主要探讨了概率编程在自动化推断学习和设计中的应用,旨在改善和扩展概率编程系统(PPS),以解决定量科学中模型优化和统计分析的难题。作者汤姆·雷恩福斯在博士论文中提出,通过概率编程,可以实现模型规范与推理的解耦,使得非专家也能使用强大的统计方法。论文重点在于改进推理引擎,扩展PPS到混合推理优化框架,以自动化模型学习和工程设计。此外,还涉及自动化自适应顺序设计问题的系统构建,为科学研究提供便利。该研究不仅对概率编程领域有所贡献,还推动了粒子马尔可夫链蒙特卡洛方法、贝叶斯优化等相关领域的进步。作者在论文中表达了对导师和家人的感谢,他们对其学术和个人成长起到了关键作用。" 本文的核心知识点包括: 1. **概率编程**:这是一种编程范式,允许开发者明确地指定概率模型,并利用自动化推理技术从中提取信息。它简化了开发过程,使得科学家和工程师能够专注于模型设计,而非复杂的计算细节。 2. **自动化推断**:概率编程系统通过自动化推断过程,使得用户无需深入理解统计细节,即可使用统计方法。这降低了使用复杂统计分析的门槛。 3. **模型规范与推理的解耦**:PPS将模型的定义与从模型中获取信息(推理)的过程分开,使得模型开发更为便捷。 4. **混合推理优化框架**:扩展的概率编程系统能处理更广泛的优化问题,包括结合不同类型的推理方法(如数值优化和模拟方法)来解决模型学习和设计自动化。 5. **贝叶斯优化**:这是一种在高维空间中寻找最优参数的方法,常用于参数调优和复杂函数优化。在论文中,它与概率编程相结合,用于自动化设计任务。 6. **自动化自适应顺序设计**:这是在实验设计中的一种策略,能够动态调整实验条件以最大化信息获取。作者的研究试图构建系统来解决这类问题,为科学研究提供工具。 7. **粒子马尔可夫链蒙特卡洛方法**(MCMC):这是一种常用的统计推断方法,用于在高维空间中采样后验分布。在论文中,它作为概率编程和自动化推理的基础技术之一。 8. **统计方法的普及化**:通过概率编程,复杂的统计分析变得对非专业统计学家来说更加可访问,这有助于在各种科学领域中推广和应用统计学。 9. **学术指导与支持**:作者在论文中表达了对导师和同事的感激,他们的指导和支持对于完成这项研究至关重要。 通过这些知识点,我们可以看到概率编程如何推动科学建模和数据分析的边界,以及它在促进跨学科合作和知识传播中的潜力。
2018-09-14 上传
Imagine a world where computational simulations can be inverted as easily as running them forwards, where data can be used to refine models automatically, and where the only expertise one needs to carry out powerful statistical analysis is a basic proficiency in scientific coding. Creating such a world is the ambitious long-term aim of probabilistic programming. The bottleneck for improving the probabilistic models, or simulators, used throughout the quantitative sciences, is often not an ability to devise better models conceptually, but a lack of expertise, time, or resources to realize such innovations. Probabilistic programming systems (PPSs) help alleviate this bottleneck by providing an expressive and accessible modeling framework, then automating the required computation to draw inferences from the model, for example finding the model parameters likely to give rise to a certain output. By decoupling model specification and inference, PPSs streamline the process of developing and drawing inferences from new models, while opening up powerful statistical methods to non-experts. Many systems further provide the flexibility to write new and exciting models which would be hard, or even impossible, to convey using conventional statistical frameworks. The central goal of this thesis is to improve and extend PPSs. In particular, we will make advancements to the underlying inference engines and increase the range of problems which can be tackled. For example, we will extend PPSs to a mixed inference-optimization framework, thereby providing automation of tasks such as model learning and engineering design. Meanwhile, we make inroads into constructing systems for automating adaptive sequential design problems, providing potential applications across the sciences. Furthermore, the contributions of the work reach far beyond probabilistic programming, as achieving our goal will require us to make advancements in a number of related fields such as particle Markov chain Monte Carlo methods, Bayesian optimization, and Monte Carlo fundamentals.