Salvato in:
| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2310.14888 |
| Tags: |
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Sommario:
- The posterior in probabilistic programs with stochastic support decomposes as a weighted sum of the local posterior distributions associated with each possible program path. We show that making predictions with this full posterior implicitly performs a Bayesian model averaging (BMA) over paths. This is potentially problematic, as BMA weights can be unstable due to model misspecification or inference approximations, leading to sub-optimal predictions in turn. To remedy this issue, we propose alternative mechanisms for path weighting: one based on stacking and one based on ideas from PAC-Bayes. We show how both can be implemented as a cheap post-processing step on top of existing inference engines. In our experiments, we find them to be more robust and lead to better predictions compared to the default BMA weights.