HBC: Hierarchical Bayes Compiler

Pre-release version 0.2 (25 Sept 2007)

Older versions: 0.1

HBC is a toolkit for implementing hierarchical Bayesian models. HBC created because I felt like I spend too much time writing boilerplate code for inference problems in Bayesian models. There are several goals of HBC:
  1. Allow a natural implementation of hierarchal models.
  2. Enable quick and dirty debugging of models for standard data types.
  3. Focus on large-dimension discrete models.
  4. More general that simple Gibbs sampling (eg., allowing for maximizations, EM and message passing).
  5. Allow for hierarchical models to be easily embedded in larger programs.
  6. Automatic Rao-Blackwellization (aka collapsing).
  7. Allow efficient execution via compilation to other languages (such as C, Java, Matlab, etc.).
These goals distinguish HBC from other Bayesian modeling software, such as Bugs (or WinBugs). In particular, our primary goal is that models created in HBC can be used directly, rather than only as a first-pass test. Moreover, we aim for scalability with respect to data size. Finally, since the goal of HBC is to compile hierarchical models into standard programming languages (like C), these models can easily be used as part of a larger system. This last point is in the spirit of the dynamic programming language Dyna.

Note that some of these aren't yet supported (in particular: 4 and full support for 6) but should be coming soon!

New in Version 0.2

There are three new things in version 0.2:
  1. (Major update) Dirichlet/Multinomial pairs can now be marginalized out! This means that you can, for instance, obtain the "collapsed Gibbs sampler" for LDA. To marginalize out a multinomial variable called, say, theta, you need only specify "--collapse theta" as an argument to hbc.
  2. (Minor update) The generated C code now keeps track of the best sample thus far and displays an asterix whenever a better sample is encountered.
  3. (Minor update) Command-line options can be specified directly in .hier source files. Simply begin a line with --# (which would otherwise be treated as a comment) and you can just write out any command-line option; see LDA.hier for an example.

A Quick Example

To give a flavor of what HBC is all about, here is a complete implementation of a Bayesian mixture of Gaussians model in HBC format: 
  alpha     ~ Gam(10,10)
  mu_{k}    ~ NorMV(vec(0.0,1,dim), 1)     , k \in [1,K]
  si2       ~ IG(10,10)
  pi        ~ DirSym(alpha, K)
  z_{n}     ~ Mult(pi)                     , n \in [1,N]
  x_{n}     ~ NorMV(mu_{z_{n}}, si2)       , n \in [1,N]
If you are used to reading hierarchical models, it should be quite clear what this model does. Moreover, by keeping to a very LaTeX-like style, it is quite straightforward to automatically typeset any hierarchical model. If this file were stored in mix_gauss.hier, and if we had data for x stored in a file called X, we could run this model (with two Gaussians) directly by saying: 
  hbc simulate --loadM X x N dim --define K 2 mix_gauss.hier
Perhaps closer to my heart would be a six-line implementation of the Latent Dirichlet Allocation model, complete with hyperparameter estimation: 
  alpha     ~ Gam(0.1,1)
  eta       ~ Gam(0.1,1)
  beta_{k}  ~ DirSym(eta, V)           , k \in [1,K]
  theta_{d} ~ DirSym(alpha, K)         , d \in [1,D]
  z_{d,n}   ~ Mult(theta_{d})          , d \in [1,D] , n \in [1,N_{d}]
  w_{d,n}   ~ Mult(beta_{z_{d,n}})     , d \in [1,D] , n \in [1,N_{d}]
This code can either be run directly (eg., by a simulate call as above) or compiled to native C code for (much) faster execuation.

User's Guide

Can be downloaded in Adobe Acrobat format.

Distribution

You can download either the source code as a tar bundle or a Linux executable, also as a tar bundle. You can build the source using GHC by saying: ghc --make -fglasgow-exts Main -o hbc. Both include sample hierarchical models and data for: The source, executables and examples are all completely free for any purpose whatsoever.

Questions, Comments and Bugs

Please email me directly with supporting information at me AT hal3 DOT name.