{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/accelerating-metropolis-hastings-with","title":"Accelerating Metropolis-Hastings with Lightweight Inference Compilation","arxiv_id":"2010.12128","date":"2020-10-23","proceeding":null,"authors":["Feynman Liang","Nimar Arora","Nazanin Tehrani","Yucen Li","Michael Tingley","Erik Meijer"],"abstract":"In order to construct accurate proposers for Metropolis-Hastings Markov Chain Monte Carlo, we integrate ideas from probabilistic graphical models and neural networks in an open-source framework we call Lightweight Inference Compilation (LIC). LIC implements amortized inference within an open-universe declarative probabilistic programming language (PPL). Graph neural networks are used to parameterize proposal distributions as functions of Markov blankets, which during \"compilation\" are optimized to approximate single-site Gibbs sampling distributions. Unlike prior work in inference compilation (IC), LIC forgoes importance sampling of linear execution traces in favor of operating directly on Bayesian networks. Through using a declarative PPL, the Markov blankets of nodes (which may be non-static) are queried at inference-time to produce proposers Experimental results show LIC can produce proposers which have less parameters, greater robustness to nuisance random variables, and improved posterior sampling in a Bayesian logistic regression and $n$-schools inference application.","url_abs":"https://arxiv.org/abs/2010.12128v1","url_pdf":"https://arxiv.org/pdf/2010.12128v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"accelerating-metropolis-hastings-with","repo_url":"https://github.com/facebookresearch/lightweight-inference-compilation","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"probabilistic-programming","task_name":"Probabilistic Programming"}],"methods":[{"method_slug":"logistic-regression","method_name":"Logistic Regression"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}