Compiling Discrete Probabilistic Programs for Vectorized Exact Inference

Abstract

Probabilistic programming languages (PPLs) are essential for reasoning under uncertainty. Even though many real-world probabilistic programs involve discrete distributions, the state-of-the-art PPLs are suboptimal for a large class of tasks dealing with such distributions. In this paper, we propose BayesTensor, a tensor-based probabilistic programming framework. By generating tensor algebra code from probabilistic programs, BayesTensor takes advantage of the highly-tuned vectorized implementations of tensor processing frameworks. Our experiments show that BayesTensor outperforms the state-of-the-art frameworks in a variety of discrete probabilistic programs, inference over Bayesian Networks, and real-world probabilistic programs employed in data processing systems.