text: Inference algorithms in probabilistic programming languages (PPLs) can be thought of as interpreters, since an inference algorithm traverses a model given evidence to answer a query. As with interpreters, we can improve the efficiency of inference algorithms by compiling them once the model, evidence and query are known. We present SIMPL, a domain specific language for inference algorithms, which uses this idea in order to automatically specialize annotated inference algorithms. Due to the approach of specialization, unlike a traditional compiler, with SIMPL new inference algorithms can be added easily, and still be optimized using domain-specific information. We evaluate SIMPL and show that partial evaluation gives a 2-6x speedup, caching provides an additional 1-1.5x speedup, and generating C code yields an additional 13-20x speedup, for an overall speedup of 30-150x for several inference algorithms and models.
  @cite_16: Software engineering demands generality and abstraction, performance demands specialization and concretization. Generative programming can provide both, but the effort required to develop high-quality program generators likely offsets their benefits, even if a multi-stage programming language is used. We present lightweight modular staging, a library-based multi-stage programming approach that breaks with the tradition of syntactic quasi-quotation and instead uses only types to distinguish between binding times. Through extensive use of component technology, lightweight modular staging makes an optimizing compiler framework available at the library level, allowing programmers to tightly integrate domain-specific abstractions and optimizations into the generation process. We argue that lightweight modular staging enables a form of language virtualization, i.e. allows to go from a pure-library embedded language to one that is practically equivalent to a stand-alone implementation with only modest effort.
summary: Another approach to automatic PE is Lightweight Modular Staging @cite_16 . LMS is similar to our approach in that it is value-driven, and we could probably obtain similar results using it, but this would require more effort from the inference algorithm writer. SIMPL provides a simpler interface to the programmer through annotations.