The aim of probabilistic programming is to automatize every aspect of probabilistic inference in arbitrary probabilistic models (programs) so that the user can focus her attention on modeling, without dealing with ad-hoc inference methods. Gradient based automatic differentiation stochastic variational inference offers an attractive option as the default method for (differentiable) probabilistic programming as it combines high performance with high computational efficiency. However, the performance of any (parametric) variational approach depends on the choice of an appropriate variational family. Here, we introduced a fully automatic method for constructing structured variational families inspired to the closed-form update in conjugate models. These pseudo-conjugate families incorporate the forward pass of the input probabilistic program and can capture complex statistical dependencies. Pseudo-conjugate families have the same space and time complexity of the input probabilistic program and are therefore tractable in a very large class of models. We validate our automatic variational method on a wide range of high dimensional inference problems including deep learning components.

介绍了一种用于构建结构化变分族的自动化方法。这些凸优化族可以捕获复杂的统计依赖关系，并可用于一个非常大的模型族，包括连续和离散变量。通过在 TensorFlow Probability 中提供 ASVI 的开源实现，发现其表现较其他主流方法更佳。

自动结构化变分推断