gen-rs

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

• Dynamically-typed TrieFn DSL

• Unfold Kernel Combinator

• Example model implementations

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.