Fast and correct gradient-based optimisation for probabilistic programming via smoothing

DOI10.1007/978-3-031-30044-8_18MaRDI QIDQ6535252zbMATH OpenFDO

Authors Basim Khajwal, Chih-Hao Luke Ong, Dominik Wagner

Publication date 24 November 2023

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

variational inferencetype systemsprobabilistic programmingvalue semanticsreparameterisation gradient

Mathematics Subject Classification ID

Theory of programming languages (68N15) Applications of mathematical programming (90C90) Stochastic programming (90C15) Mathematical aspects of software engineering (specification, verification, metrics, requirements, etc.) (68N30) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19)

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Cites work

• scientific article; zbMATH DE number 193292 (Why is no real title available?)
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• Convex optimization algorithms
• Densities of almost surely terminating probabilistic programs are differentiable almost everywhere
• Discontinuous Optimization by Smoothing
• Gradient Convergence in Gradient methods with Errors
• Machine learning. A probabilistic perspective
• Monte Carlo gradient estimation in machine learning
• Probabilistic coherence spaces are fully abstract for probabilistic PCF
• Probability theory. A comprehensive course
• Semantics for probabilistic programming: higher-order functions, continuous distributions, and soft constraints

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