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Friday, November 16 • 1:10pm - 1:50pm
High-performance functional bayesian inference in Scala

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This talk will present Rainier, a high-performance open source library from Stripe for developing bayesian inference models in Scala. The talk will focus on two aspects of the library: first, the underlying computational graph, which allows mathematical functions written in idiomatic Scala to be compiled to very fast, zero-allocation JVM bytecode, along with automatic derivation of their gradients. Second, the high-level bayesian inference API built on top of this graph, which provides a familiar, immutable and composable monadic interface for specifying model priors and conditioning them on observed data.

avatar for Avi Bryant

Avi Bryant

Engineer, Stripe
Avi has led product, engineering, and data science teams at Stripe, Etsy, Twitter and Dabble DB. He's known for his open source work on projects such as Seaside, Scalding, and Algebird. Avi currently works on Stripe's deep learning and probabilistic programming models.

Friday November 16, 2018 1:10pm - 1:50pm PST