The AutoBayes Program Synthesis System: System Description

Abstract

AUTOBAYES is a fully automatic program synthesis system for the statistical data analysis domain. Its input is a concise description of a data analysis problem in the form of a statistical model; its output is optimized and fully documented C/C++ code which can be linked dynamically into the Matlab and Octave environments. AUTOBAYES synthesizes code by a schema-guided deductive process. Schemas (i.e., code templates with associated semantic constraints) are applied to the original problem and recursively to emerging subproblems. AUTOBAYES complements this approach by symbolic computation to derive closed-form solutions whenever possible. In this paper, we concentrate on the interaction between the symbolic computations and the deductive synthesis process. A statistical model specifies for each problem variable (i.e., data or parameter) its properties and dependencies in the form of a probability distribution, A typical data analysis task is to estimate the best possible parameter values from the given observations or measurements. The following example models normal-distributed data but takes prior information (e.g., from previous experiments) on the data's mean value and variance into account.