Augur: Data-Parallel Probabilistic Modeling

Part of Advances in Neural Information Processing Systems 27 (NIPS 2014)

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Jean-Baptiste Tristan, Daniel Huang, Joseph Tassarotti, Adam C. Pocock, Stephen Green, Guy L. Steele


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 then 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 requires parallel execution. In this paper we present Augur, a probabilistic modeling 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.