An open-source stack for generative modeling and probabilistic inference. Gen’s inference library gives users building blocks for writing efficient probabilistic inference algorithms that are tailored to their models, while automating the tricky math and the low-level implementation details. Gen helps users write hybrid algorithms that combine neural networks, variational inference, sequential Monte Carlo samplers, and Markov chain Monte Carlo. Gen features an easy-to-use modeling language for writing down generative models, inference models, variational families, and proposal distributions using ordinary code. But it also lets users migrate parts of their model or inference algorithm to specialized modeling languages for which it can generate especially fast code. Users can also hand-code parts of their models that demand better performance. Neural network inference is fast, but can be inaccurate on out-of-distribution data, and requires expensive training.
Features
- Gen automates the implementation details of probabilistic inference algorithms
- Gen allows users to flexibly navigate performance trade-offs
- Gen supports custom hybrid inference algorithms
- Users write custom inference algorithms without extending the compiler
- Efficient inference in models with stochastic structure
- We maintain a Julia implementation of the Gen architecture
Project Samples
