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Edward
2017-06-14 Cloud Community fes @ Google Cloud Next'17 Tokyo
Yuta Kashino ( )
BakFoo, Inc. CEO
Astro Physics /Observational Cosmology
Zope / Python
Realtime Data Platform for Enterprise / Prototyping
Yuta Kashino ( )
arXiv
stat.ML, stat.TH, cs.CV, cs.CL, cs.LG
math-ph, astro-ph
PyCon2016
@yutakashino
https://www.slideshare.net/yutakashino/pyconjp2016
Edward
Edward
- Dustin Tran (Open AI)
- Blei Lab
- (PPL)
- Stan, PyMC3, Anglican, Church, Venture,Figaro, WebPPL
- 2016 2 PPL
- TensorFlow
- George Edward Pelham Box
Box-Cox Trans., Box-Jenkins, Ljung-Box test box plot Tukey,
3 2 RA Fisher
PPL
Edward
TensorFlow(TF) + (PPL)
TF:
PPL: + +
Python/Numpy
1. TF:
1. TF:
-
- :
1. TF:
1. TF:
-
-
- GPU / TPU
Inception v3 Inception v4
1. TF:
- Keras, Slim
- TensorBoard
1. TF:
- DNN: NN
-
-
…
- =
: DropOut DropOut : Yingzhen
Li, Yarin Gal ICML, 2017
1. TF:
-
=
- TF
-
Edward
2.
2.
x:
edward
x⇤
s P(x | ↵)
✓⇤
⇠ Beta(✓ | 1, 1)
2.
- ( )
Edward
p(x, ✓) = Beta(✓ | 1, 1)
50Y
n=1
Bernoulli(xn | ✓),
2.
-
log_prob()
-
mean()
-
sample()
3.
3.
Edward TF
3.
256 28*28
4.
4.
X, Z Z
- (Variational Bayes)
- (MCMC)
p(z | x) =
p(x, z)
R
p(x, z)dz
.
4.
4.
p(z|x) KL q(z)
ELBO
4.
Edward KLqp
5. Box’s loop
5. Box’s loop
George Edward Pelham Box
Blei 2014
5. Box’s loop
Edward
- Edward = TensorFlow + +
- TensorFlow
-
- TF GPU, TPU, TensorBoard, Keras
-
- Box’s Loop
- Python
確率的プログラミングライブラリEdward
Refrence
•D. Tran, A. Kucukelbir, A. Dieng, M. Rudolph, D. Liang, and D.M.
Blei. Edward: A library for probabilistic modeling, inference,
and criticism.(arXiv preprint arXiv:1610.09787)
•D. Tran, M.D. Hoffman, R.A. Saurous, E. Brevdo, K. Murphy, and
D.M. Blei. Deep probabilistic programming.(arXiv preprint
arXiv:1701.03757)
•Box, G. E. (1976). Science and statistics. (Journal of the
American Statistical Association, 71(356), 791–799.)
•D.M. Blei. Build, Compute, Critique, Repeat: Data Analysis with
Latent Variable Models. (Annual Review of Statistics and Its
Application Volume 1, 2014)
Questions
kashino@bakfoo.com
@yutakashino
BakFoo, Inc.
NHK NMAPS: +
BakFoo, Inc.
PyConJP 2015
Python
BakFoo, Inc.
BakFoo, Inc.
: SNS +

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確率的プログラミングライブラリEdward