Scale By the Bay 2018

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.