beanmachine.ppl.inference package

Subpackages

Submodules

Module contents

class beanmachine.ppl.inference.BMGInference

Bases: object

Interface to Bean Machine Graph (BMG) Inference, an experimental framework for high-performance implementations of inference algorithms.

Internally, BMGInference consists of a compiler and C++ runtime implementations of various inference algorithms. Currently, only Newtonian Monte Carlo (NMC) inference is supported, and is the algorithm used by default.

Please note that this is a highly experimental implementation under active development, and that the subset of Bean Machine model is limited. Limitations include that the runtime graph should be static (meaning, it does not change during inference), and that the types of primitive distributions supported is currently limited.

infer(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor], num_samples: int, num_chains: int = 4, inference_type: beanmachine.graph.InferenceType = <InferenceType.NMC: 3>, skip_optimizations: Set[str] = {'beta_bernoulli_conjugate_fixer', 'beta_binomial_conjugate_fixer', 'normal_normal_conjugate_fixer'}) beanmachine.ppl.inference.monte_carlo_samples.MonteCarloSamples

Perform inference by (runtime) compilation of Python source code associated with its parameters, constructing a BMG graph, and then calling the BMG implementation of a particular inference method on this graph.

Parameters
  • queries – queried random variables

  • observations – observations dict

  • num_samples – number of samples in each chain

  • num_chains – number of chains generated

  • inference_type – inference method, currently only NMC is supported

  • skip_optimizations – list of optimization to disable in this call

Returns

The requested samples

Return type

MonteCarloSamples

to_cpp(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor]) str

Produce a string containing a C++ program fragment which produces the graph deduced from the model.

to_dot(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor], after_transform: bool = True, label_edges: bool = False, skip_optimizations: Set[str] = {'beta_bernoulli_conjugate_fixer', 'beta_binomial_conjugate_fixer', 'normal_normal_conjugate_fixer'}) str

Produce a string containing a program in the GraphViz DOT language representing the graph deduced from the model.

to_graph(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor]) Tuple[beanmachine.graph.Graph, Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, int]]

Produce a BMG graph and a map from queried RVIdentifiers to the corresponding indices of the inference results.

to_graphviz(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor], after_transform: bool = True, label_edges: bool = False, skip_optimizations: Set[str] = {'beta_bernoulli_conjugate_fixer', 'beta_binomial_conjugate_fixer', 'normal_normal_conjugate_fixer'}) graphviz.sources.Source

Small wrapper to generate an actual graphviz object

to_python(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], observations: Dict[beanmachine.ppl.model.rv_identifier.RVIdentifier, torch.Tensor]) str

Produce a string containing a Python program fragment which produces the graph deduced from the model.

class beanmachine.ppl.inference.CompositionalInference(inference_dict: Optional[Dict[Union[Callable, Tuple[Callable, ...], ellipsis], Union[beanmachine.ppl.inference.base_inference.BaseInference, Tuple[beanmachine.ppl.inference.base_inference.BaseInference, ...], ellipsis]]] = None)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

The CompositionalInference class enables combining multiple inference algorithms and blocking random variables together. By default, continuous variables will be blocked together and use the GlobalNoUTurnProposer. Discrete variables will be proposed independently with SingleSiteUniformProposer. To override the default behavior, you can pass an inference_dict. To learn more about Compositional Inference, please see the Compositional Inference page on our website.

Example 0 (use different inference method for different random variable families):

CompositionalInference({
    model.foo: bm.SingleSiteAncestralMetropolisHastings(),
    model.bar: bm.SingleSiteNewtonianMonteCarlo(),
})

Example 1 (override default inference method):

CompositionalInference({...: bm.SingleSiteAncestralMetropolisHastings()})

Example 2 (block inference (jointly propose) model.foo and model.bar):

CompositionalInference({(model.foo, model.bar): bm.GlobalNoUTurnSampler()})

Warning

When using the default inference behavior, graphs (i.e. the number of latent variables) must be static and cannot change between iterations.

Parameters

inference_dict – an optional inference configuration as shown above.

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.GlobalHamiltonianMonteCarlo(trajectory_length: float, initial_step_size: float = 1.0, adapt_step_size: bool = True, adapt_mass_matrix: bool = True, target_accept_prob: float = 0.8, nnc_compile: bool = False)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Global (multi-site) Hamiltonian Monte Carlo [1] sampler. This global sampler blocks all of the target random_variables in the World together and proposes them jointly.

[1] Neal, Radford. MCMC Using Hamiltonian Dynamics.

Parameters
  • trajectory_length (float) – Length of single trajectory.

  • initial_step_size (float) – Defaults to 1.0.

  • adapt_step_size (bool) – Whether to adapt the step size, Defaults to True,

  • adapt_mass_matrix (bool) – Whether to adapt the mass matrix. Defaults to True,

  • target_accept_prob (float) – Target accept prob. Increasing this value would lead to smaller step size. Defaults to 0.8.

  • nnc_compile – (Experimental) If True, NNC compiler will be used to accelerate the inference (defaults to False).

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.GlobalNoUTurnSampler(max_tree_depth: int = 10, max_delta_energy: float = 1000.0, initial_step_size: float = 1.0, adapt_step_size: bool = True, adapt_mass_matrix: bool = True, multinomial_sampling: bool = True, target_accept_prob: float = 0.8, nnc_compile: bool = False)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Global No U-turn sampler [1]. This sampler blocks multiple variables together in the World and samples them jointly. This sampler adaptively sets the hyperparameters of the HMC kernel.

[1] Hoffman and Gelman. The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. [2] Betancourt, Michael. A Conceptual Introduction to Hamiltonian Monte Carlo.

Parameters
  • max_tree_depth (int) – Maximum tree depth, defaults to 10.

  • max_delta_energy (float) – Maximum delta energy (for numerical stability), defaults to 1000.

  • initial_step_size (float) – Defaults to 1.0.

  • adapt_step_size (bool) – Whether to adapt step size with Dual averaging as suggested in [1], defaults to True.

  • adapt_mass_matrix (bool) – defaults to True.

  • multinomial_sampling (bool) – Whether to use multinomial sampling as in [2], defaults to True.

  • target_accept_prob (float) – Target accept probability. Increasing this would lead to smaller step size. Defaults to 0.8.

  • nnc_compile – (Experimental) If True, NNC compiler will be used to accelerate the inference (defaults to False).

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.RejectionSampling(max_attempts_per_sample=10000.0, tolerance=0.0)

Bases: beanmachine.ppl.legacy.inference.abstract_infer.AbstractMCInference

Inference object for rejection sampling inference. ABC inference algorithms will inherit from this class, and override the single_inference_step method

class beanmachine.ppl.inference.SingleSiteAncestralMetropolisHastings

Bases: beanmachine.ppl.inference.single_site_inference.SingleSiteInference

class beanmachine.ppl.inference.SingleSiteHamiltonianMonteCarlo(trajectory_length: float, initial_step_size: float = 1.0, adapt_step_size: bool = True, adapt_mass_matrix: bool = True, target_accept_prob: float = 0.8, nnc_compile: bool = False)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Single site Hamiltonian Monte Carlo [1] sampler. During inference, each random variable is proposed through its own leapfrog trajectory while fixing the rest of World as constant.

[1] Neal, Radford. MCMC Using Hamiltonian Dynamics.

Parameters
  • trajectory_length (float) – Length of single trajectory.

  • initial_step_size (float) – Defaults to 1.0.

  • adapt_step_size (bool) – Whether to adapt the step size, Defaults to True,

  • adapt_mass_matrix (bool) – Whether to adapt the mass matrix. Defaults to True,

  • target_accept_prob (float) – Target accept prob. Increasing this value would lead to smaller step size. Defaults to 0.8.

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.SingleSiteNewtonianMonteCarlo(real_space_alpha: float = 10.0, real_space_beta: float = 1.0)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Single site Newtonian Monte Carlo [1]. This algorithm selects a proposer based on the support of the random variable. Valid supports include real, positive real, and simplex. Each site is proposed independently.

[1] Arora, Nim, et al. Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods

Parameters
  • real_space_alpha – alpha value for real space as specified in [1], defaults to 10.0

  • real_space_beta – beta value for real space as specified in [1], defaults to 1.0

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.SingleSiteNoUTurnSampler(max_tree_depth: int = 10, max_delta_energy: float = 1000.0, initial_step_size: float = 1.0, adapt_step_size: bool = True, adapt_mass_matrix: bool = True, multinomial_sampling: bool = True, target_accept_prob: float = 0.8, nnc_compile: bool = False)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Single site No U-turn sampler [1]. This sampler proposes value for each random variable in the World one at a time. This sampler adaptively sets the hyperparameters of the HMC kernel.

[1] Hoffman and Gelman. The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. [2] Betancourt, Michael. A Conceptual Introduction to Hamiltonian Monte Carlo.

Parameters
  • max_tree_depth (int) – Maximum tree depth, defaults to 10.

  • max_delta_energy (float) – Maximum delta energy (for numerical stability), defaults to 1000.

  • initial_step_size (float) – Defaults to 1.0.

  • adapt_step_size (bool) – Whether to adapt step size with Dual averaging as suggested in [1], defaults to True.

  • adapt_mass_matrix (bool) – defaults to True.

  • multinomial_sampling (bool) – Whether to use multinomial sampling as in [2], defaults to True.

  • target_accept_prob (float) – Target accept probability. Increasing this would lead to smaller step size. Defaults to 0.8.

  • nnc_compile – (Experimental) If True, NNC compiler will be used to accelerate the inference (defaults to False).

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.SingleSiteRandomWalk(step_size: float = 1.0)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Single Site random walk Metropolis-Hastings. This single site algorithm uses a Normal distribution proposer.

Parameters

step_size – Step size, defaults to 1.0

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.

class beanmachine.ppl.inference.SingleSiteUniformMetropolisHastings

Bases: beanmachine.ppl.inference.single_site_inference.SingleSiteInference

Single site uniform Metropolis-Hastings. This single site algorithm proposes from a uniform distribution (uniform Categorical for discrete variables).

class beanmachine.ppl.inference.VerboseLevel(value)

Bases: enum.Enum

Enum class which is used to set how much output is printed during inference. LOAD_BAR enables tqdm for full inference loop.

LOAD_BAR = 1
OFF = 0
beanmachine.ppl.inference.empirical(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], samples: beanmachine.ppl.inference.monte_carlo_samples.MonteCarloSamples, num_samples: Optional[int] = 1) beanmachine.ppl.inference.monte_carlo_samples.MonteCarloSamples

Samples from the empirical (marginal) distribution of the queried variables.

Parameters
  • queries – list of random_variable’s to be sampled.

  • samplesMonteCarloSamples of the distribution.

  • num_samples – Number of samples to sample (with replacement). Defaults to 1.

Returns

MonteCarloSamples object containing the sampled random variables.

beanmachine.ppl.inference.seed(seed: int) None
beanmachine.ppl.inference.simulate(queries: List[beanmachine.ppl.model.rv_identifier.RVIdentifier], posterior: Optional[beanmachine.ppl.inference.monte_carlo_samples.MonteCarloSamples] = None, num_samples: Optional[int] = None, vectorized: Optional[bool] = False) beanmachine.ppl.inference.monte_carlo_samples.MonteCarloSamples

Generates predictives from a generative model.

For example:

obs_queries = [likelihood(i) for i in range(10))]
posterior = SinglesiteHamiltonianMonteCarlo(10, 0.1).infer(...)
# generates one sample per world (same shape as `posterior` samples)
predictives = simulate(obs_queries, posterior=posterior)

To generate prior predictives:

queries = [prior(), likelihood()]  # specify the full generative model
# Monte carlo samples of shape (num_samples, sample_shape)
predictives = simulate(queries, num_samples=1000)
Parameters
  • query – list of random_variable’s corresponding to the observations.

  • posterior – Optional MonteCarloSamples of the latent variables.

  • num_samples – Number of prior predictive samples, defaults to 1. Should not be specified if posterior is specified.

Returns

MonteCarloSamples of the generated predictives.