1 unstable release
0.3.0 | Jul 25, 2024 |
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#578 in Science
75KB
1.5K
SLoC
modppl
⚠ ️This is evolving software. The API may change.
What is modppl?
modppl
is probabilistic programming written natively in Rust. Modularity is conferred through a trait interface that separates modeling and inference, called GenFn
.
Inference
- Importance Sampling and Resampling
- Proposal-based and Regenerative Metropolis-Hastings
- Particle Filtering
Dynamic Modeling
- Dynamically-typed
DynGenFn
and effects-basedDynGenFnHandler
dyngen!
modeling language (sample with%=
, trace with/=
)- Dynamic Unfold Kernel
- Check out some examples
Gallery
Generate visualizations to visualizations
with:
python -m venv venv && source venv/bin/activate && pip install matplotlib
cargo test --release && python visualization/visualizer.py
Inspiration
modppl
was inspired by the Generative Function Interface (GFI) as described in the Gen.jl whitepaper.
Gen: A General-Purpose Probabilistic Programming System with Programmable Inference. Cusumano-Towner, M. F.; Saad, F. A.; Lew, A.; and Mansinghka, V. K. In Proceedings of the 40th ACM SIGPLAN Conference on Programming Language Design and Implementation (PLDI ‘19). (pdf) (bibtex).
modppl
does not exactly implement the GFI. More precisely, it does not support retdiff or choice gradients.
Dependencies
~9MB
~172K SLoC