Fugue

A production-ready, monadic probabilistic programming library for Rust. Write elegant probabilistic programs by composing Model values in direct style; execute them with pluggable interpreters and state-of-the-art inference algorithms.

Supported Rust: 1.70+ • Platforms: Linux / macOS / Windows • Crate: fugue-ppl on crates.io

Features

Monadic PPL: Compose probabilistic programs using pure functional abstractions
Type-Safe Distributions: 10+ built-in probability distributions with natural return types
Multiple Inference Methods: MCMC, SMC, Variational Inference, ABC
Comprehensive Diagnostics: R-hat convergence, effective sample size, validation
Production Ready: Numerically stable algorithms with memory optimization
Ergonomic Macros: Do-notation (prob!), vectorization (plate!), addressing (addr!)

Why Fugue?

🔒 Type-safe distributions: natural return types (Bernoulli → bool, Poisson/Binomial → u64, Categorical → usize)
🧩 Direct-style, monadic design: compose Model<T> values with bind/map for explicit, readable control flow
🔌 Pluggable interpreters: prior sampling, replay, scoring, and safe variants for production robustness
📊 Production diagnostics: R-hat, ESS, validation utilities, and robust error handling
⚡ Performance-minded: memory pooling, copy-on-write traces, and numerically stable computations

Installation

[dependencies]
fugue-ppl = "0.1.0"

Quickstart

cargo add fugue-ppl

Example

use fugue::*;
use rand::rngs::StdRng;
use rand::SeedableRng;

// Run inference with model defined in closure
let mut rng = StdRng::seed_from_u64(42);
let samples = adaptive_mcmc_chain(&mut rng, || {
    prob! {
        let mu <- sample(addr!("mu"), Normal::new(0.0, 1.0).unwrap());
        observe(addr!("y"), Normal::new(mu, 0.5).unwrap(), 1.2);
        pure(mu)
    }
}, 1000, 500);

let mu_values: Vec<f64> = samples.iter()
    .filter_map(|(_, trace)| trace.get_f64(&addr!("mu")))
    .collect();

Documentation

User Guide - Comprehensive tutorials and examples
API Reference - Complete API documentation
Examples - See examples/ directory

Community

Issues & Bugs: Use GitHub Issues
Feature Requests: Open an issue with the enhancement label

Roadmap

This project is an ongoing exploration of probabilistic programming in Rust. While many pieces are production-leaning, parts may not be 100% complete or correct yet. I’m steadily working toward a more robust implementation and broader feature set.

Planned focus areas:

Strengthening core correctness and numerical stability
Expanding distribution and inference coverage
API refinements and stability guarantees
Improved documentation, diagnostics, and examples

Contributing

Contributions welcome! See our contributing guidelines.

git clone https://github.com/alexandernodeland/fugue.git
cd fugue && cargo test

License

Licensed under the MIT License.

Built with Rust • Monadic PPL • Type-safe distributions

fugue-ppl 0.1.0