Probabilistic Programming with Programmable Variational Inference

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection of variational objectives and gradient estimators, which are implemented monolithically (and without formal correctness arguments) in PPL backends. In this paper, we propose a more modular approach to supporting variational inference in PPLs, based on compositional program transformation. In our approach, variational objectives are expressed as programs, that may employ first-class constructs for computing densities of and expected values under user-defined models and variational families. We then transform these programs systematically into unbiased gradient estimators for optimizing the objectives they define. Our design enables modular reasoning about many interacting concerns, including automatic differentiation, density accumulation, tracing, and the application of unbiased gradient estimation strategies. Additionally, relative to existing support for VI in PPLs, our design increases expressiveness along three axes: (1) it supports an open-ended set of user-defined variational objectives, rather than a fixed menu of options; (2) it supports a combinatorial space of gradient estimation strategies, many not automated by today's PPLs; and (3) it supports a broader class of models and variational families, because it supports constructs for approximate marginalization and normalization (previously introduced only for Monte Carlo inference). We implement our approach in an extension to the Gen probabilistic programming system (genjax.vi, implemented in JAX), and evaluate on several deep generative modeling tasks, showing minimal performance overhead vs. hand-coded implementations and performance competitive with well-established open-source PPLs.

Bayes3D: fast learning and inference in structured generative models of 3D objects and scenes

Robots cannot yet match humans' ability to rapidly learn the shapes of novel 3D objects and recognize them robustly despite clutter and occlusion. We present Bayes3D, an uncertainty-aware perception system for structured 3D scenes, that reports accurate posterior uncertainty over 3D object shape, pose, and scene composition in the presence of clutter and occlusion. Bayes3D delivers these capabilities via a novel hierarchical Bayesian model for 3D scenes and a GPU-accelerated coarse-to-fine sequential Monte Carlo algorithm. Quantitative experiments show that Bayes3D can learn 3D models of novel objects from just a handful of views, recognizing them more robustly and with orders of magnitude less training data than neural baselines, and tracking 3D objects faster than real time on a single GPU. We also demonstrate that Bayes3D learns complex 3D object models and accurately infers 3D scene composition when used on a Panda robot in a tabletop scenario.