Optimization Framework with Minimum Description Length Principle for Probabilistic Programming

摘要

Application of the Minimum Description Length principle to optimization queries in probabilistic programming was investigated on the example of the C++ probabilistic programming library under development. It was shown that incorporation of this criterion is essential for optimization queries to behave similarly to more common queries performing sampling in accordance with posterior distributions and automatically implementing the Bayesian Occam's razor. Experimental validation was conducted on the task of blood cell detection on microscopic images. Detection appeared to be possible using genetic programming query, and automatic penalization of candidate solution complexity allowed to choose the number of cells correctly avoiding overfitting.