InferSpark: Statistical Inference at Scale

Abstract

The Apache Spark stack has enabled fast large-scale data processing. Despite a rich library of statistical models and inference algorithms, it does not give domain users the ability to develop their own models. The emergence of probabilistic programming languages has showed the promise of developing sophisticated probabilistic models in a succinct and programmatic way. These frameworks have the potential of automatically generating inference algorithms for the user defined models and answering various statistical queries about the model. It is a perfect time to unite these two great directions to produce a programmable big data analysis framework. We thus propose, InferSpark, a probabilistic programming framework on top of Apache Spark. Efficient statistical inference can be easily implemented on this framework and inference process can leverage the distributed main memory processing power of Spark. This framework makes statistical inference on big data possible and speed up the penetration of probabilistic programming into the data engineering domain.