Roulette: A Language for Expressive, Exact, and Efficient Discrete Probabilistic Programming

Abstract

Exact probabilistic inference is a requirement for many applications of probabilistic programming languages (PPLs) such as in high-consequence settings or verification. However, designing and implementing a PPL with scalable high-performance exact inference is difficult: exact inference engines, much like SAT solvers, are intricate low-level programs that are hard to implement. Due to this implementation challenge, PPLs that support scalable exact inference are restrictive and lack many features of general-purpose languages.

This paper presents Roulette, the first discrete probabilistic programming language that combines high-performance exact inference with general-purpose language features. Roulette supports a significant subset of Racket, including data structures, first-class functions, surely-terminating recursion, mutable state, modules, and macros, along with probabilistic features such as finitely supported discrete random variables, conditioning, and top-level inference. The key insight is that there is a close connection between exact probabilistic inference and the symbolic evaluation strategy of Rosette. Building on this connection, Roulette generalizes and extends the Rosette solver-aided programming system to reason about probabilistic rather than symbolic quantities. We prove Roulette sound by generalizing a proof of correctness for Rosette to handle probabilities, and demonstrate its scalability and expressivity on a number of examples.