3 ms·
AD does automatic differentiation, PLLs transform a generative model into some suitable form to perform automatic Bayesian inference, e.g. by using AD and black
by martintrapp 6y ago
AD does automatic differentiation, PLLs transform a generative model into some suitable form to perform automatic Bayesian inference, e.g. by using AD and black-box variational inference. Or said differently, in a PPL you specify the forward simulation of a generative process and the PPL helps to automatically invert this process using black-box algorithms and suitable transformations.
Without a PPL, you would traditionally write your code for your model and would have to implement a suitable inference algorithm yourself.
With a PPL you only specify the generative process and don't have to implement the inference side of things nor care about an implementation of your model that is suitable for inference.