Automatic Graph Tracking Dynamic Probabilistic Programs via Source Transformations
- Master Thesis
- Announcement date
- 01 Jun 2020
- Philipp Gabler
- Research Areas
Abstract This thesis presents a novel approach for the implementation of a tracking system to facilitate program analysis, based on program transformations. The approach is then applied to a specific problem in the field of probabilistic programming. The main contribution is a general system for the extraction of rich computation graphs in the Julia programming language, based on a transformation of the intermediate representation (IR) used by the compiler. These graphs contain a slice of the whole recursive structure of any Julia program in terms of executed IR instructions, including control flow operations. The system is flexible enough to be used for multiple purposes that require dynamic program analysis or abstract interpretation, such as automatic differentiation or dependency analysis.
The second part of the thesis describes the application of this graph tracking system to probabilistic programs written for Turing.jl, a probabilistic programming system implemented as an embedded language within Julia. Through this, an executed Turing model can be analyzed, and the dependency structure of involved random variables be extracted from it. Given this structure, analytical Gibbs conditionals can be calculated for a large set of models and passed to Turing’s inference mechanism, where they are used in Markov-Chain Monte Carlo samplers approximating the modeled distribution.