Collaborative Research: PPoSS: Planning: Scalable Systems for Probabilistic Programming

协作研究：PPoSS：规划：概率编程的可扩展系统

• 批准号: 2029022
• 负责人: Andrew Gelman
• 金额: $ 11.72万
• 依托单位: Columbia University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2020
• 资助国家: 美国
• 起止时间: 2020-10-01 至 2021-09-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=2029022&HistoricalAwards=false
• 关键词: Collaborative; Research; PPoSS; Planning; Scalable

Statistical methods have had great successes for exploring data, making predictions, and solving problems in a wide range of problems. But in the world of big data, methods need to be scalable, so as to handle larger problems while modeling the real-world problems of messy and nonrepresentative data. The project’s novelties are developments in software and hardware facilitating full-stack integration of Bayesian inference to allow complex and realistic models to be fit to large datasets. The project's impacts are in many areas of pure and applied science, including fields as diverse as epidemiology, genetics, and political science, which are challenging because they are dense in parameters rather than in data. Examples include models for disease progression and drug development, decision making under uncertainty, and trends in public opinion.The project is exploring probabilistic programming, including hardware, high-performance computing, programming languages and compilers, and algorithms. The ultimate goal is to develop the tools necessary for an efficient, and scalable Bayesian workflow, building on the existing success of the open-source probabilistic programming language Stan. The team of researchers on this project are working on explorations of algorithms (model validation for approximate inference), programming languages and compilers (automating of approximate algorithms and advanced performance profiling), systems (probabilistic programming for streaming data), high-performance computing (parallel processing and GPUs), and hardware (exploring domain-specific hardware for Bayesian computation).This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

统计方法在探索数据、进行预测和解决各种问题方面取得了巨大的成功。但在大数据世界中，方法需要具有可扩展性，以便在处理更大的问题的同时对混乱和非代表性数据的现实问题进行建模。 该项目的新颖之处是软件和硬件的开发，促进贝叶斯推理的全栈集成，以允许复杂而现实的模型适合大型数据集。 该项目的影响涉及许多纯科学和应用科学领域，包括流行病学、遗传学和政治学等不同领域，这些领域具有挑战性，因为它们的参数密集而不是数据密集。 例如疾病进展和药物开发的模型，不确定性下的决策以及公众舆论的趋势。该项目正在探索概率编程，包括硬件，高性能计算，编程语言和编译器以及算法。 最终目标是开发一个有效的，可扩展的贝叶斯工作流程所需的工具，建立在开源概率编程语言Stan的现有成功基础上。 该项目的研究人员团队正在探索算法（近似推理的模型验证），编程语言和编译器（近似算法和高级性能分析的自动化），系统（流数据的概率编程），高性能计算（并行处理和GPU），和硬件（探索用于贝叶斯计算的特定领域硬件）该奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。

项目成果

Pathfinder: Parallel quasi-Newton variational inference

探路者：并行拟牛顿变分推理

• 发表时间: 2022
• 期刊: Journal of machine learning research
• 影响因子: 6
• 作者: Zhang, Lu;Carpenter, B;Gelman, A.;Vehtari, A.
• 通讯作者: Vehtari, A.