Basic Tutorial

Basic Tutorial

In this tutorial we will run through the basics of creating a model and conditioning it. This tutorial is available in notebook version.

First load Omega:

using Omega

If you tossed a coin and observed the sequqnce HHHHH, you would be a little suspicious, HHHHHHHH would make you very suspicious. Elementary probability theory tells us that for a fair coin, HHHHHHHH is just a likely outcome as HHTTHHTH. What gives? We will use Omega to model this behaviour, and see how that belief about a coin changes after observing a number of tosses.

Model the coin as a bernoulli distribution. The weight of a bernoulli determines the probability it comes up true (which represents heads). Use a beta distribution to represent our prior belief weight of the coin.

weight = β(2.0, 2.0)

A beta distribution is appropriate here because it is bounded between 0 and 1.

Draw a 10000 samples from weight using rand:

beta_samples = rand(weight, 10000)

Let's see what this distribution looks like using UnicodePlots. If you don't have it installed already install with:

] add UnicodePlots

To visualize the distribution, plot a histogram of the samples:

using UnicodePlots
UnicodePlots.histogram(beta_samples)
             ┌────────────────────────────────────────┐ 
   (0.0,0.1] │▇▇▇▇▇▇ 279                              │ 
   (0.1,0.2] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 727                   │ 
   (0.2,0.3] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1218       │ 
   (0.3,0.4] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1354    │ 
   (0.4,0.5] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1482 │ 
   (0.5,0.6] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1426  │ 
   (0.6,0.7] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1406   │ 
   (0.7,0.8] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 1124         │ 
   (0.8,0.9] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 702                    │ 
   (0.9,1.0] │▇▇▇▇▇▇ 282                              │ 
             └────────────────────────────────────────┘

The distribution is symmetric around 0.5 and has support over the the interval [0, 1].

So far we have not done anything we couldn't do with Distributions.jl. A primary distinction between a package like Distribution.jl, is that Omega.jl allows you to condition probability distributions.

Create a model representing four flips of the coin. Since a coin can be heads or tales, the appropriate distribution is the bernouli distribution:

nflips = 4
coinflips_ = [bernoulli(weight, Bool) for i = 1:nflips]

Take note that weight is the random variable defined previously. bernoulli takes a type as its secoond argument; Bool indicates the result will be a Bool rather than an Int.

coinflips is a normal Julia array of Random Variables (RandVars). For reasons we will elaborate in later sections, it will be useful to have an Array-valued RandVar (instead of an Array of RandVar).

One way to do this (there are several ways discuseed later), is to use the function randarray

coinflips = randarray(coinflips_)

coinflips is a RandVar and hence we can sample from it with rand

julia> rand(coinflips)
4-element Array{Bool,1}:
  true
 false
 false
 false

Now we can condition the model. We want to find the conditional distribution over the weight of the coin given some observations.

First create some fake data

observations = [true, true, true, false]

Create a predicate that tests whether simulating from the model matches the observed data:

condition = coinflips ==ᵣ observations

condition is a random variable; we can sample from it. The function ==ᵣ (and more generally functions subscripted with ᵣ) should be read as "a realization of coinflips == observations"

We can use rand to sample from the model conditioned on condition being true:

weight_samples = rand(weight, condition, 10; alg = RejectionSample)

weight_samples is a set of 10 samples from the conditional (sometimes called posterior) distribution of weight condition on the fact that coinflips == observations.

In this case, rand takes

Plot a histogram of the weights like before:

julia> UnicodePlots.histogram(weight_samples)
             ┌────────────────────────────────────────┐ 
   (0.1,0.2] │▇ 4                                     │ 
   (0.2,0.3] │▇▇▇ 22                                  │ 
   (0.3,0.4] │▇▇▇▇▇▇▇▇▇▇▇ 69                          │ 
   (0.4,0.5] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 147             │ 
   (0.5,0.6] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 185       │ 
   (0.6,0.7] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 226 │ 
   (0.7,0.8] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 203     │ 
   (0.8,0.9] │▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇▇ 120                 │ 
   (0.9,1.0] │▇▇▇▇ 23                                 │ 
             └────────────────────────────────────────┘ 

Observe that our belief about the weight has now changed. We are more convinced the coin is biased towards heads (true).