The Computational Abstractions for Probabilistic and Differentiable Programming (CAPP) Workshop is happening this Friday, 29 July 2022. It’s organized out of Cambridge and is running on UK time.
Program and Zoom link
The schedule of speakers is online and the free Zoom link is available under the Location tab of their web site:
Despite the title, the talks sound very practical. The speaker lineup includes developers from BUGS, JAGS, Stan, JAX, and Turing.jl.
My talk
I (Bob) will be talking about our plan to introduce Python-like comprehensions into the Stan language to deal with constant matrix constructions like Gaussian Process covariance matrices. This is motivated by our shift in underlying matrix data structure for autodiff in Stan—what the Stan developers have been calling “mat-var” in meetings and pull requests because it’s an autodiff variable with a matrix value and matrix adjoint rather than our original approach using a matrix of scalar autodiff variables.
P.S. This is a big reduction in memory pressure and time for larger-scale matrix ops for Stan. The really clever part is how the C++ devs (Tadej Ciglarič, Steve Bronder, Rok Češnovar, et al.) have managed to abstract the mat-var construct in a way that’s backward compatible with our existing autodiff with simpler code. If you like C++ and functional template meta programming in C++, I urge you to follow along. Steve’s about to drop all the dev-facing doc for all of this—it’s currently in a massive PR undergoing final revisions.