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Beyond its much publicized success in attaining superhuman level at games such as Chess and Go, DeepMind's AlphaZero algorithm illustrates a more general methodology of combining learning and search to explore large combinatorial spaces effectively. We believe that this methodology can have exciting applications in many different research areas. Because AlphaZero is resource-hungry, successful open-source implementations (such as Leela Zero) are written in low-level languages (such as C++) and optimized for highly distributed computing environments. This makes them hardly accessible for students, researchers and hackers. Many simple Python implementations can be found on Github, but none of them is able to beat a reasonable baseline on games such as Othello or Connect Four. ...

...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. Users can also hand-code parts of their models that demand better performance. Neural network inference is fast, but can be inaccurate on out-of-distribution data, and requires expensive training.