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MultiSPPL: extending SPPL with multivariate leaf nodes

Talkat LAFI 2024 · on Sunday, 2024-01-14· [machine-learning]
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Claims that extending SPPL’s SPN leaves with a SPINNY interface of five methods (sample, PDF, prop, condition, constrain) guarantees closure under conditioning and thus exact inference for trees whose leaves implement it. Demonstrates implementation for multivariate Gaussian and truncated Gaussian leaves using inverse CDF, automatic differentiation, and polytope-constrained sampling, enabling exact linear regression and Kalman filtering. Notes required DSL/type system extensions and new optimization rules for performance; prototypes validate the approach but engineering work remains.

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