[HACK] Likelihood-Free Inference Toolbox

[EiffL]

Likelihood-Free Inference Toolbox

Development of a common framework for likelihood inference based on a probabilistic programming language.

Contacts: @EiffL Participants: @jan-matthis @hpesonen

Goals

• Gather feedback from existing project, try to answer the question: Why do people feel the need to start their own LFI package ?
• Identify the most promising backend for large scale applications (e.g. TensorFlow)
• Start the design, and possibly the implementation, of a framework meeting the requirements of practical current and future use cases.

Deliverables

• [x] Document summarizing existing projects, their strenghts and weaknesses
• [ ] Design document for a new unified framework
• [ ] Skeleton software package with demo end-to-end LFI analysis (simulator, inference, validation)

Resources needed

• People with experience in developing, maintaining, and using a similar toolbox (e.g. ELFI) to identify use cases, limitations, and gathering feedback.
• People with state of the art methodologies, in LFI, dimensionality reduction, posterior validation, etc... who would want to see their tools accessible to, and used by, scientists in a variety of fields.
• People with experience in deploying probabilistic models at scale for scientific applications.
• People with experience in software engineering, project management, and collaborative development.

Detailed description

TBD

[jan-matthis]

Great proposal, count me in.

Potentially there is an interesting intermediate step once the interface design part is done: if inputs and outputs to the algorithm are specified in a flexible enough way, it should be possible to write algorithm classes that wrap existing frameworks using the interface.

I can see a couple of potential benefits to this: (1) quickly makes different algorithms available before having reimplementations, (2) allows testing against the original implementation, (3) it can serve as a check whether the interface design is flexible enough.

[EiffL]

Ok, so after our discussion this morning, I have opened a repo to start prototyping there: https://github.com/LFITaskForce/engine @jan-matthis @justinalsing @hpesonen

And here is also a Gitter Channel to discuss this: https://gitter.im/LFITaskForce/Engine?utm_source=share-link&utm_medium=link&utm_campaign=share-link

[EiffL]