Augur: Data-Parallel Probabilistic Modelling

Augur: Data-Parallel Probabilistic Modelling

Jean-Baptiste Tristan, Dan Huang, Joseph Tassarotti, Adam Pocock, Stephen Green, Guy Steele

08 December 2014

Implementing inference procedures for each new probabilistic model is time-consuming and error-prone. Probabilistic programming addresses this problem by allowing a user to specify the model and automatically generating the inference procedure. To make this practical it is important to generate high performance inference code. In turn, on modern architectures, high performance implies parallel execution. In this paper we present Augur, a probabilistic modelling language and compiler for Bayesian networks designed to make effective use of data-parallel architectures such as GPUs. We show that the compiler can generate data-parallel inference code scalable to thousands of GPU cores by making use of the conditional independence relationships in the Bayesian network.

Venue : Neural Information Processing Systems (NIPS 2014)

External Link: