Academy of Mathematics and Systems Science, CAS Colloquia & Seminars | Speaker: | Prof.Thomas Ehrhard,University Paris Diderot, France | Inviter: | | Title: | Why and how to compute derivatives of probabilistic programs? | Time & Venue: | 2019.10.28 14:00-15:00 N205 | Abstract: | Probabilistic programming is becoming more and more important not only to improve the efficiency of algorithms, but also in Bayesian inference and Machine Learning. More than 10 years ago, we have developed the model of probabilistic coherence spaces where probabilistic programs are interpreted as power series with non-negative coefficients and, more recently, we have extended this interpretation to "continuous data types" such as the real line. Such series can be differentiated although probabilistic coherence spaces are not a model of the differential lambda-calculus. We will explain how these derivatives can be defined in the model, give examples of such derivatives and suggest some possible interpretations and applications. | | | |