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gen-rs

github crates.io docs.rs status

This is evolving software. Expect breaking API changes.

gen-rs is an experimental crate for probabilistic programming in Rust. gen-rs was inspired by GenTL, but with Rust-native constructs.

It approximately* implements the Generative Function Interface [GFI] as specified in the Gen.jl whitepaper and Marco Cusumano-Towner's thesis. It provides several kinds of inference procedures built on this interface.

Modeling

Inference Procedures

  • Importance Sampling
  • Proposal-based MCMC
  • Particle Filtering

Generate visualizations to visualizations with:

python -m venv venv && source venv/bin/activate && pip install matplotlib
cargo test && python visualization/visualizer.py

Disclaimer

(*) gen-rs does not exactly implement the GFI. More precisely, gen-rs does not implement retdiff or choice gradients.

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Probabilistic programming in Rust, with modeling and inference separated by a Generative Function Interface (GFI).

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