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Edward: A library for probabilistic modeling, inference, and criticism (arxiv.org)
3 points by alex_hirner on Dec 8, 2016 | hide | past | pdf | discuss on HN

In plain words: A software library for building probability-based models of data, fitting them, and checking how well they match reality, all in one loop. Unlike tools that cover just one step, it handles many model types and runs fast on graphics chips and across many machines.

Abstract

Probabilistic modeling is a powerful approach for analyzing empirical information. We describe Edward, a library for probabilistic modeling. Edward's design reflects an iterative process pioneered by George Box: build a model of a phenomenon, make inferences about the model given data, and criticize the model's fit to the data. Edward supports a broad class of probabilistic models, efficient algorithms for inference, and many techniques for model criticism. The library builds on top of TensorFlow to support distributed training and hardware such as GPUs. Edward enables the development of complex probabilistic models and their algorithms at a massive scale.

Dustin Tran, Alp Kucukelbir, Adji B. Dieng, Maja Rudolph, Dawen Liang, David M. Blei
arXiv:1610.09787 · stat.CO, cs.AI, cs.PL, stat.AP, stat.ML · submitted Oct 31, 2016 · updated Feb 1, 2017
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