When solving machine learning problems, there is currently little automated support for easily experimenting with alternative statistical models or solution strategies. This is because this activity often requires expertise from several diﬀerent ﬁelds (e.g., statistics, optimization, linear algebra), and the level of formalism required for automation is much higher than for a human solving problems on paper. We present a system toward addressing these issues, which we achieve by (1) formalizing a type theory for probability and optimization, and (2) providing an interactive rewrite system for applying problem reformulation theorems. Automating solution strategies this way enables not only manual experimentation but also higher-level, automated activities, such as autotuning.
Sooraj Bhat, Ashish Agarwal, Alexander Gray, Richard Vuduc (2010). Toward Interactive Statistical Modeling, In Procedia Computer Science, International Conference on Computational Science ICCS 2010, 1(1): 1892-1838.