Reactive Probabilistic Programming

TL;DR

ProbZelus introduces a novel synchronous probabilistic programming language designed for control systems, enabling modeling of uncertainty and efficient inference in reactive applications.

Contribution

It presents the first synchronous probabilistic programming language with semantics, compilation, and inference algorithms tailored for control software.

Findings

Enables modeling of uncertainty in control software

Provides semantics-preserving compilation for inference algorithms

Demonstrates efficient, bounded memory inference in reactive applications

Abstract

Synchronous modeling is at the heart of programming languages like Lustre, Esterel, or Scade used routinely for implementing safety critical control software, e.g., fly-by-wire and engine control in planes. However, to date these languages have had limited modern support for modeling uncertainty -- probabilistic aspects of software's environment or behavior -- even though modeling uncertainty is a primary activity when designing a control system. In this paper we present ProbZelus the first synchronous probabilistic programming language. ProbZelus conservatively provides the facilities of a synchronous language to write control software, with probabilistic constructs to model uncertainties and perform inference-in-the-loop. We present the design and implementation of the language. We propose a measure-theoretic semantics of probabilistic stream functions and a simple type discipline to separate deterministic and probabilistic expressions. We demonstrate a semantics-preserving compilation into a first-order functional language that lends itself to a simple presentation of inference algorithms for streaming models. We also redesign the delayed sampling inference algorithm to provide efficient streaming inference. Together with an evaluation on several reactive applications, our results demonstrate that ProbZelus enables the design of reactive probabilistic applications and efficient, bounded memory inference.