Chad Scherrer
Chad Scherrer has been actively developing and using probabilistic programming systems since 2010, and served as technical lead for the language evaluation team in DARPA's Probabilistic Programming for Advancing Machine Learning ("PPAML") program. Much of his blog is devoted to describing Bayesian concepts using PyMC3, while his Soss.jl project aims to improve execution performance by directly manipulating source code for models expressed in the Julia Programming Language .
Chad is a Senior Data Scientist at Metis Seattle, where he teaches the Data Science Bootcamp.
Session
This talk will explore the basic ideas in Soss, a new probabilistic programming library for Julia. Soss allows a high-level representation of the kinds of models often written in PyMC3 or Stan, and offers a way to programmatically specify and apply model transformations like approximations or reparameterizations.