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What is probabilistic programming?

by Stephen M. Walker II, Co-Founder / CEO

What is probabilistic programming?

Probabilistic programming is a programming paradigm designed to handle uncertainty by specifying probabilistic models and automating the process of inference within these models. It integrates traditional programming with probabilistic modeling, allowing for the creation of systems that can make decisions in uncertain environments. This paradigm is particularly useful in fields such as machine learning, where it can simplify complex statistical programming tasks that would traditionally require extensive code.

Probabilistic programming languages (PPLs) are the tools used to implement this paradigm. They extend conventional programming languages with random primitives and a suite of tools for statistical analysis, rather than execution. PPLs enable the expression of probabilistic models that can be automatically analyzed to understand the statistical properties of the program.

Examples of PPLs include Stan and Hakaru, with Stan being one of the more widely used languages in the field. These languages provide constructs for defining probabilistic models and performing inference, which can be a time-consuming and complex task if done manually.

In essence, probabilistic programming allows for a more efficient exploration of probabilistic models and can significantly reduce the amount of code needed to perform tasks that involve uncertainty.

How is probabilistic programming used in machine learning?

Probabilistic programming is particularly useful in machine learning, where it automates the construction of complex statistical models for prediction, anomaly detection, decision making, and knowledge representation.

Unlike traditional machine learning models that often require large data sets and may not explicitly account for uncertainty, probabilistic programming incorporates prior knowledge and uncertainty directly into the model. It's applicable in various scenarios, such as learning probabilistic program code from specifications or facilitating sequential Monte Carlo inference with data-driven proposals.

However, it's worth noting that probabilistic programming may not be the first choice for tasks like classification or non-linear regression, where traditional machine learning methods like random forests or gradient boosted regression trees often outperform in terms of accuracy and scalability.

Despite these challenges, probabilistic programming holds significant potential in machine learning. It democratizes the field by making it more accessible to non-experts and equips experts with powerful tools for model specification and inference.

Applications of probabilistic programming span various domains, including but not limited to, predicting stock prices, machine learning, and decision-making processes under uncertainty. The goal is to make probabilistic modeling and machine learning accessible to programmers who may not have deep expertise in probability theory or statistics, by abstracting the complexities of inference and allowing them to focus on model specification using their domain knowledge.

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