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Bayesian inference with probabilistic programming.

...Gen’s inference library gives users building blocks for writing efficient probabilistic inference algorithms that are tailored to their models, while automating the tricky math and the low-level implementation details. Gen helps users write hybrid algorithms that combine neural networks, variational inference, sequential Monte Carlo samplers, and Markov chain Monte Carlo. Gen features an easy-to-use modeling language for writing down generative models, inference models, variational families, and proposal distributions using ordinary code. But it also lets users migrate parts of their model or inference algorithm to specialized modeling languages for which it can generate especially fast code. ...

...Generally, major machine learning frameworks and libraries are focused on minimizing inference latency and/or maximizing throughput, all of which at the cost of RAM usage. So I decided to write a super small and hackable inference library specifically focused on minimizing memory consumption: OnnxStream. OnnxStream is based on the idea of decoupling the inference engine from the component responsible for providing the model weights, which is a class derived from WeightsProvider. A WeightsProvider specialization can implement any type of loading, caching, and prefetching of the model parameters.