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Scalable Structure Learning and Inference via Probabilistic Programming

Date and Time
Thursday, March 31, 2022 - 12:30pm to 1:30pm
Computer Science Small Auditorium (Room 105)
CS Department Colloquium Series
Ryan Adams

Feras Saad
Probabilistic programming supports probabilistic modeling, learning, and inference by representing sophisticated probabilistic models as computer programs in new programming languages. This talk presents efficient probabilistic programming-based techniques that address two fundamental challenges in scaling and automating structure learning and inference over complex data.

First, I will describe scalable structure learning methods that make it possible to automatically synthesize probabilistic programs in an online setting by performing Bayesian inference over hierarchies of flexibly structured symbolic program representations, for discovering models of time series data, tabular data, and relational data. Second, I will present fast compilers and symbolic analyses that compute exact answers to a broad range of inference queries about these learned programs, which lets us extract interpretable patterns and make accurate predictions in real time.

I will demonstrate how these techniques deliver state-of-the-art performance in terms of runtime, accuracy, robustness, and programmability by drawing on several examples from real-world applications, which include adapting to extreme novelty in economic time series, online forecasting of flu rates given sparse multivariate observations, discovering stochastic motion models of zebrafish hunting, and verifying the fairness of machine learning classifiers.

Bio: Feras Saad is a PhD candidate in Computer Science at MIT working at the intersection of programming languages, probabilistic machine learning, and computational statistics. His research is accompanied with a collection of popular open-source probabilistic programming systems used by collaborators at Intel, Takeda, Liberty Mutual, IBM, and the Bill & Melinda Gates Foundation for practical applications of structure learning and probabilistic inference. Feras' MEng thesis on probabilistic programming and data science has been recognized with the 1st Place Computer Science Thesis Award at MIT.

This talk will be recorded and live-streamed at https://mediacentrallive.princeton.edu/

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