Interpretations

Interpreter

exception PatternMissingError

Bases: NotImplementedError

push_interpretation(new)

pop_interpretation()

interpretation(new)

reinterpret(x)

Overloaded reinterpretation of a deferred expression.

This handles a limited class of expressions, raising ValueError in unhandled cases.

Parameters:x (A funsor or data structure holding funsors.) – An input, typically involving deferred Funsor s. Returns:A reinterpreted version of the input. Raises:ValueError

Interpretations

class Interpretation(name)

Bases: contextlib.ContextDecorator, abc.ABC

Abstract base class for Funsor interpretations.

Instances may be used as context managers or decorators.

Parameters:name (str) – A name used for printing and debugging (required).

class CallableInterpretation(interpret)

Bases: funsor.interpretations.Interpretation

A simple callable interpretation.

Example usage:

@CallableInterpretation
def my_interpretation(cls, *args):
    return ...

Parameters:interpret (callable) – A function implementing interpretation.

set_callable(interpret)

Resets the callable .interpret attribute.

class DispatchedInterpretation(name='dispatched')

Bases: funsor.interpretations.Interpretation

An interpretation based on pattern matching.

Example usage:

my_interpretation = DispatchedInterpretation("my_interpretation")

# Register a funsor pattern and rule.
@my_interpretation.register(...)
def my_impl(cls, *args):
    ...

# Use the new interpretation.
with my_interpretation:
    ...

class StatefulInterpretation(name='stateful')

Bases: funsor.interpretations.Interpretation

Base class for interpretations with instance-dependent state or parameters.

Example usage:

class MyInterpretation(StatefulInterpretation):

    def __init__(self, my_param):
        self.my_param = my_param

@MyInterpretation.register(...)
def my_impl(interpretation_state, cls, *args):
    my_param = interpretation_state.my_param
    ...

with MyInterpretation(my_param=0.1):
    ...

class Memoize(base_interpretation, cache=None)

Bases: funsor.interpretations.Interpretation

Exploits cons-hashing to do implicit common subexpression elimination.

Parameters:

• base_interpretation (Interpretation) – The interpretation to memoize.
• cache (dict) – An optional temporary cache where results will be memoized.

memoize(cache=None)

Context manager wrapping Memoize and yielding the cache dict.

normalize = normalize/reflect

Normalize modulo associativity and commutativity, but do not evaluate any numerical operations.

lazy = lazy/reflect

Performs substitutions eagerly, but construct lazy funsors for everything else.

eager = eager/normalize/reflect

Eager exact naive interpretation wherever possible.

sequential = sequential/eager/normalize/reflect

Eagerly execute ops with known implementations; additonally execute vectorized ops sequentially if no known vectorized implementation exists.

moment_matching = moment_matching/eager/normalize/reflect

A moment matching interpretation of Reduce expressions. This falls back to eager in other cases.

Monte Carlo

class MonteCarlo(*, rng_key=None, **sample_inputs)

Bases: funsor.interpretations.StatefulInterpretation

A Monte Carlo interpretation of Integrate expressions. This falls back to the previous interpreter in other cases.

Parameters:rng_key –

Preconditioning

class Precondition(aux_name='aux')

Bases: funsor.interpretations.StatefulInterpretation

Preconditioning interpretation for adjoint computations.

This interpretation is intended to be used once, followed by a call to combine_subs() as follows:

# Lazily build a factor graph.
with reflect:
    log_joint = Gaussian(...) + ... + Gaussian(...)
    log_Z = log_joint.reduce(ops.logaddexp)

# Run a backward sampling under the precondition interpretation.
with Precondition() as p:
    marginals = adjoint(
        ops.logaddexp, ops.add, log_Z, batch_vars=p.sample_vars
    )
combine_subs = p.combine_subs()

# Extract samples from Delta distributions.
samples = {
    k: v(**combine_subs)
    for name, delta in marginals.items()
    for k, v in funsor.montecarlo.extract_samples(delta).items()
}

See forward_filter_backward_precondition() for complete usage.

Parameters:aux_name (str) – Name of the auxiliary variable containing white noise.

combine_subs()

Method to create a combining substitution after preconditioning is complete. The returned substitution replaces per-factor auxiliary variables with slices into a single combined auxiliary variable.

Returns:A substitution indexing each factor-wise auxiliary variable into a single global auxiliary variable. Return type:dict

Approximations

argmax_approximate = argmax_approximate

Point-approximate at the argmax of the provided guide.

mean_approximate = mean_approximate

Point-approximate at the mean of the provided guide.

laplace_approximate = laplace_approximate

Gaussian approximate using the value and Hessian of the model, evaluated at the mode of the guide.

compute_argmax(model, approx_vars)

Computes argmax of a funsor.

Parameters:

• model (Funsor) – A function of the approximated vars.
• approx_vars (frozenset) – A frozenset of Variable s to maximize.

Returns:

A dict mapping name (str) to point estimate (Funsor), for each variable name in approx_vars.

Return type:

str

Evidence lower bound

class Elbo(guide, approx_vars)

Bases: funsor.interpretations.StatefulInterpretation

Given an approximating guide funsor, approximates:

model.reduce(ops.logaddexp, approx_vars)

by the lower bound:

Integrate(guide, model - guide, approx_vars)

Parameters:

• guide (Funsor) – A guide or proposal funsor.
• approx_vars (frozenset) – The variables being integrated.