I've banged my head on this for a couple of days and feel close to a solution. The graph looks like this.
Each random boolean variable gets a node, the causal relationship between them gets a node, and each variable gets a probability.
The math for updating probabilities is a little tricky, but in a fun and interesting way, so I enjoyed banging on that. At some point I'll tackle more involved cases where there aren't simply two random boolean variables, but that's the logistically simple case that exposes most of the concepts involved. Kinda like the Drosophila of Bayesian inference.
Each random boolean variable gets a node, the causal relationship between them gets a node, and each variable gets a probability.
The math for updating probabilities is a little tricky, but in a fun and interesting way, so I enjoyed banging on that. At some point I'll tackle more involved cases where there aren't simply two random boolean variables, but that's the logistically simple case that exposes most of the concepts involved. Kinda like the Drosophila of Bayesian inference.
"""Let A and B be random boolean variables, with A being an |
unobservable cause and B being an observable effect, and Pr(B|A) and |
Pr(B|~A) are given. This might be the case if the situation has some |
structure that dictates the conditional probabilities, like a 6.432 |
problem, or it just might be empirical. |
From these we can compute probabilities for the four cases. |
P11 = Pr(B^A) = Pr(A) Pr(B|A) |
P10 = Pr(~B^A) = Pr(A) (1-Pr(B|A)) |
P01 = Pr(B^~A) = (1-Pr(A)) Pr(B|~A) |
P00 = Pr(~B^~A) = (1-Pr(A)) (1-Pr(B|~A)) |
Treat (Pr(B|A), Pr(B|~A)) as one piece of information, and Pr(A) as a |
separate independent piece of information. The first piece reflects |
your beliefs about the machinery connecting A to B, and the second |
reflects your beliefs about the likelihood of A, so these are |
legitimately separate concerns. |
If we observe that B=1, then we want to replace Pr(A) with our |
previous estimate for Pr(A|B), which is given by our old numbers as |
P11/Pr(A) = P11/(P11+P01), and this becomes our posterior probability |
for A.""" |
class Link1: |
def __init__(self, PrBgivenA, PrBgivenNotA): |
self.PrBgivenA, self.PrBgivenNotA = PrBgivenA, PrBgivenNotA |
def updatePrA(self, PrA, bvalue): |
p11 = PrA * self.PrBgivenA |
p10 = PrA * (1. - self.PrBgivenA) |
p01 = (1. - PrA) * self.PrBgivenNotA |
p00 = (1. - PrA) * (1. - self.PrBgivenNotA) |
# print p11, p01, p10, p00 |
assert 0.999 < p11 + p01 + p10 + p00 < 1.001 |
assert PrA - 0.001 < p10 + p11 < PrA + 0.001 |
if bvalue: |
# Pr(A|B) |
newPrA = p11 / (p11 + p01) |
else: |
# Pr(A|~B) |
newPrA = p10 / (p10 + p00) |
assert 0.0 <= newPrA <= 1.0 |
return newPrA |
link = Link1(0.6, 0.27) |
PrA = 0.5 |
print PrA |
for i in range(5): |
PrA = link.updatePrA(PrA, 0) |
print PrA |
for i in range(10): |
PrA = link.updatePrA(PrA, 1) |
print PrA |