论文标题

FUNMC:用于建造马尔可夫连锁店的功能性API

FunMC: A functional API for building Markov Chains

论文作者

Sountsov, Pavel, Radul, Alexey, Vasudevan, Srinivas

论文摘要

恒定内存算法,也很松散地称为马尔可夫链,为当今的绝大多数概率推理和机器学习应用程序提供动力。围绕这些算法构建用户友好的API,已经取得了很多进展。但是,这种API很少使研究这种类型的新算法变得容易。在这项工作中,我们提出了FunMC,这是一个最小的Python库,用于基于马尔可夫链进行算法进行方法论研究。 FUNMC不是针对数据科学家或希望使用MCMC或优化作为黑匣子的其他人的目标,而是针对从头开始实施新的Markovian算法的研究人员。

Constant-memory algorithms, also loosely called Markov chains, power the vast majority of probabilistic inference and machine learning applications today. A lot of progress has been made in constructing user-friendly APIs around these algorithms. Such APIs, however, rarely make it easy to research new algorithms of this type. In this work we present FunMC, a minimal Python library for doing methodological research into algorithms based on Markov chains. FunMC is not targeted toward data scientists or others who wish to use MCMC or optimization as a black box, but rather towards researchers implementing new Markovian algorithms from scratch.

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