Weighted model integration with orthogonal transformations

Abstract

Weighted model counting and integration (WMC/WMI) are natural problems to which we can reduce many probabilistic inference tasks, e.g., in Bayesian networks, Markov networks, and probabilistic programs. Typically, we are given a first-order formula, where each satisfying assignment is associated with a weight-e.g., a probability of occurrence- and our goal is to compute the total weight of the formula. In this paper, we target exact inference techniques for WMI that leverage the power of satisfiability modulo theories (SMT) solvers to decompose a first-order formula in linear real arithmetic into a set of hyperrectangular regions whose weight is easy to compute. We demonstrate the challenges of hyperrectangular decomposition and present a novel technique that utilizes orthogonal transformations to transform SMT formulas in order to enable efficient inference. Our evaluation demonstrates our technique's ability to improve the time required to achieve exact probability bounds.