Probabilistic Programs as Spreadsheet Queries
- Andy Gordon ,
- Claudio Russo ,
- Marcin Szymczak ,
- Johannes Borgström ,
- Thore Graepel ,
- Daniel Tarlow
MSR-TR-2014-135 |
Published by Microsoft
We describe the design, semantics, and implementation of a probabilistic programming language where programs are spreadsheet queries. Given an input database consisting of tables held in a spreadsheet, a query constructs a probabilistic model conditioned by the spreadsheet data, and returns an output database determined by inference.
This work extends probabilistic programming systems in three novel aspects: (1) embedding in spreadsheets, (2) dependently-typed functions, and (3) typed distinction between random- and query-variables. It empowers users with knowledge of statistical modelling to do inference simply by editing textual annotations within their spreadsheets, with no other coding.