probcomp/adev

Haskell prototype to accompany the paper "ADEV: Sound Automatic Differentiation of Expected Values of Probabilistic Programs"

Haskell
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ADEV This repository contains the Haskell prototype that accompanies the paper "ADEV: Sound Automatic Differentiation of Expected Values of Probabilistic Programs". See ADEV.jl for an experimental port to Julia. Overview ADEV is a method of automatically differentiating loss functions defined as expected values of probabilistic processes. ADEV users define a probabilistic program $t$, which, given a parameter of type $\mathbb{R}$ (or a subtype), outputs a value of type $\widetilde{\mathbb{R}}$, which...
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