Lunatech -Amsterdam Scala Meetup 14/03 - Typesafe Probabilistic Programming -- Frank van Lankvelt
Channel: Lunatech
Date: 2019-04-03

Probabilistic programming is Bayesian inference for programmers. Write a program that describes the data generation process and let an inference engine take care of fitting it to the actual data.
It turns out that this can be achieved with the addition of a few keywords to the language. Scala-infer leverages meta-programming in scala to implement the keywords and hooks them up with fast, approximate, inference.
Frank will provide a gentle introduction to probabilistic programming, along with the technology (macros, reverse auto-diff) we need to implement the abstraction. The full project is available at https://github.com/fvlankvelt/scala-infer .
Frank is a theoretical physicist by training, software engineer by profession. Mixing functional interest (data science) with technical (scala) and a healthy dose of principled mathematics, he has been deriving inference algorithms for (custom) bayesian models in the last few years. Now it's time to take the maths out of the equation and reduce models to their natural form - code...