Mathematics Colloquia and Seminars
Edward: A Library for Probabilistic Modeling, Inference, and CriticismPDE and Applied Math Seminar
|Speaker:||Matt Hoffman, Google|
|Start time:||Fri, Jun 2 2017, 4:10PM|
Probabilistic modeling is a powerful approach for analyzing empirical information. In this talk, I will provide an overview of Edward, a software library for probabilistic modeling. Formally, Edward is a probabilistic programming system built on computational graphs, supporting compositions of both models and inference for flexible experimentation. For example, Edward makes it easy to fit the same model using a variety of composable inferences, ranging from point estimation, to variational inference, to MCMC. Edward is also integrated into TensorFlow, providing significant speedups over existing probabilistic systems.