ForneyLab.jl

A Julia toolbox for automatic generation of (Bayesian) inference algorithms.

Given a probabilistic model, ForneyLab generates efficient Julia code for message-passing based inference. It uses the model structure to generate an algorithm that consists of a sequence of local computations on a Forney-style factor graph (FFG) representation of the model.

Package Features

• User friendly syntax for specification of probabilistic models.
• Automatic generation of message passing algorithms including
  • Belief propagation
  • Variational message passing
  • Expectation maximization
  • Expectation propagation
• Support for hybrid models combining discrete and continuous latent variables.
• Evaluation of free energy as a model performance measure.
• Combination of distinct inference algorithms under a unified paradigm.
• Features composite nodes that allow for flexible hierarchical design in terms of model structure and algorithms.

Resources

• For an in-depth overview of ForneyLab, see A Factor Graph Approach to Automated Design of Bayesian Signal Processing Algorithms by Cox et. al. (2018).
• For an introduction to message passing and FFGs, see The Factor Graph Approach to Model-Based Signal Processing by Loeliger et al. (2007).
• The ForneyLab project page provides more background on ForneyLab as well as pointers to related literature and talks.

How to get started?

Head to the Getting started section to get up and running with ForneyLab.