Created
April 29, 2013 22:40
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Trying to understand the Beta distribution, its link with the binomial and some benefits associated with the bayesian framework.
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{ | |
"metadata": { | |
"name": "GrokingTheBeta" | |
}, | |
"nbformat": 3, | |
"nbformat_minor": 0, | |
"worksheets": [ | |
{ | |
"cells": [ | |
{ | |
"cell_type": "heading", | |
"level": 1, | |
"metadata": {}, | |
"source": [ | |
"Groking the Beta distribution" | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"Most of that notebook was gathered from this thorough CS introduction to the [beta-binomial conjugate](http://www.cs.cmu.edu/~10701/lecture/technote2_betabinomial.pdf), the wikipedia page about [conjugate prior](http://en.wikipedia.org/wiki/Conjugate_prior) examplified with the beta-binomial prior and posterior distributions, and also those concise [slides](http://courses.engr.illinois.edu/cs598jhm/sp2010/Slides/Lecture02HO.pdf)." | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"Estimating the $p$ parameter from a Binomial\n", | |
"--------------------------------------------\n", | |
"\n", | |
"Starting from the number of success $k$ from a binomial distribution $k|n,p$ where the number of samples $n$ is fixed and the success probability $p$ is the hidden parameter to be learned :\n", | |
"\n", | |
"<center> $k|p,n \\sim \\text{Bin}(p,n)$ </center>\n", | |
"\n", | |
"<center>$ P(k|p,n) = {{n}\\choose{k}} p^k (1-p)^{n-k}$</center>\n", | |
"\n", | |
"We observe $s = 100$ samples $(k_i)_{i = 1, \\ldots, s}$ from that distribution. " | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"n = 50\n", | |
"p = .7\n", | |
"size = 100\n", | |
"samples = np.random.binomial(n, p, size)\n", | |
"print 'samples.shape = {} drawn from the Bin({},{})'.format(samples.shape, p, n)\n", | |
"plt.hist(samples, bins=20);" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "stream", | |
"stream": "stdout", | |
"text": [ | |
"samples.shape = (100L,) drawn from the Bin(0.7,50)\n" | |
] | |
}, | |
{ | |
"output_type": "display_data", | |
"png": 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| |
} | |
], | |
"prompt_number": 10 | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"Question : how to estimate $p$?\n", | |
"-------------------------------\n", | |
"\n", | |
"### the frequentist approach : $\\hat{p} = \\frac{1}{n s} \\sum \\limits_{i=0}^n k_i $" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"freq_estimation_p = np.mean(samples) / n\n", | |
"freq_estimation_p" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "pyout", | |
"prompt_number": 11, | |
"text": [ | |
"0.70340000000000003" | |
] | |
} | |
], | |
"prompt_number": 11 | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"### The bayesian approach :\n", | |
"\n", | |
"$$ \\overbrace{P \\hspace{.1cm} (p|x)}^{\\text{posterior}} \\hspace{.3cm} = \\frac{\\overbrace{P(p)}^{\\text{prior}} \\hspace{.3cm} \\overbrace{P \\hspace{.1cm} (x|p)}^{\\text{original distribution}}}{\\underbrace{P \\hspace{.1cm} (x)}_{\\text{marginal}}} $$\n", | |
"\n", | |
"Choosing a prior :\n", | |
"\n", | |
" - modelling our belief (yeah, right ...)\n", | |
" - realistic/flexible $\\rightarrow$ itself with parameters\n", | |
" - proving algebraic conveniences $\\rightarrow$ [conjugated](http://en.wikipedia.org/wiki/Conjugate_prior), i.e. from the same distribution family\n", | |
"\n", | |
"And here enters the $\\text{Beta}$ distribution (see [here](http://www.cs.cmu.edu/~10701/lecture/technote2_betabinomial.pdf) for the constant part and a summary about the $\\Gamma$ function):\n", | |
"\n", | |
"<center> $ p | \\beta_1, \\beta_2 \\sim \\text{Beta}(\\beta_1, \\beta_2)$</center>\n", | |
"\n", | |
"<center> $ P(p) \\propto p ^ {\\beta_1 - 1} (1 - p) ^ {\\beta_2 - 1}$</center>\n", | |
"\n", | |
"The posterior distribution is then :\n", | |
"\n", | |
"$$ P(p|X) \\propto P(p) P (X|p) $$\n", | |
"\n", | |
"$$ P(p|X) \\propto p^{\\beta_1 - 1} (1 - p) ^ {\\beta_2 - 1} \\times p^k (1-p)^{n-k} $$\n", | |
"\n", | |
"$$ P(p|X) \\propto p^{\\beta_1 + k - 1} (1 - p) ^ {\\beta_2 + n - k - 1} $$\n", | |
"\n", | |
"which also follows a $\\text{Beta}$ distribution (hence the beta-binomial model):\n", | |
"\n", | |
"$$ p|X \\sim \\text{Beta} (\\beta_1 + k, \\beta_2 + n( - k) $$\n", | |
"\n", | |
"and back to estimate the probability $p$, to predict for example the next occurence of $x$, we take the posterior mean, i.e. the mean of that new $\\text{Beta}$ distribution (see the [wikipedia page](http://en.wikipedia.org/wiki/Beta_distribution)) :\n", | |
"\n", | |
"$$ \\hat{p} = \\mathbb{E}[p|X] = \\frac{\\beta_1 + k} {\\beta_1 + \\beta_2 + n}$$" | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"### Choosing priors parameters $\\beta_1$ and $\\beta_2$" | |
] | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"For example, let's assume we know from a priori information that the probability $p$ is neither $0$ or $1$. " | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"from scipy.stats import beta\n", | |
"p_s = np.linspace(0,1,100)\n", | |
"beta_pdf = beta(1.25, 1.25).pdf(x=p_s)\n", | |
"plt.plot(p_s, beta_pdf);" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"png": 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OnDnKF1980WEfANy4cePGrRdbb9kdbKNzcI1eye+uf+7254mIyL3sdssYDAZY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\n" | |
} | |
], | |
"prompt_number": 37 | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"What do we benefit from the bayesian framework? \n", | |
"-----------------------------------------------\n", | |
"\n", | |
"Having a priori about our parameters, even not fully correct (biaising our estimation) can drasicaly reduce the noise of our estimation (reducing the variance). In some case, regularization can be seen as a bayesian a priori. Let's illustrate that :" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"p = 0.7\n", | |
"repeats = 100\n", | |
"varying_n = np.logspace(1, 3, num = 30)\n", | |
"\n", | |
"data_with_varying_n = np.array([np.random.binomial(n, p, size = repeats) for n in varying_n])" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [], | |
"prompt_number": 89 | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"# Frequentist estimation\n", | |
"freq_estimations = data_with_varying_n.T / varying_n\n", | |
"# Bayesian estimation with our prior\n", | |
"bayesian_estimations = (data_with_varying_n.T + 1.25) / (varying_n + 2.5)\n", | |
"\n", | |
"p = np.vstack((freq_estimations.ravel(), bayesian_estimations.ravel()))\n", | |
"plt.hist(np.vstack((freq_estimations.ravel(), bayesian_estimations.ravel())).T, bins=20);\n", | |
"plt.legend(['frequentist', 'with prior']);" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"png": 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ywC2HfZRKJVatWoXp06ejqakJCxYscPvJXiIi+pXbrvOPi4vD8ePHsWrVKuTk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\nRDLE8CcikiGGPxGRDP0PCbdfVXNCXhUAAAAASUVORK5CYII=\n" | |
} | |
], | |
"prompt_number": 90 | |
}, | |
{ | |
"cell_type": "code", | |
"collapsed": false, | |
"input": [ | |
"plt.plot(np.mean((freq_estimations - .7)**2, axis=0), label='frequentist')\n", | |
"plt.plot(np.mean((bayesian_estimations - .7)**2, axis=0), label='with prior')\n", | |
"plt.legend();" | |
], | |
"language": "python", | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"png": 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eIbUoldGjwdER9uzRd2RCCNF6kgiu0Si3UbwZ/iYR2yMovFTIokWwapW+oxJC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\ncZYAAAAASUVORK5CYII=\n" | |
} | |
], | |
"prompt_number": 88 | |
}, | |
{ | |
"cell_type": "markdown", | |
"metadata": {}, | |
"source": [ | |
"Notes :\n", | |
"-------\n", | |
"\n", | |
"- Hyper parameters seen as \"pseudo-observations\" or \"pseudo-counts\" see those [slides](http://courses.engr.illinois.edu/cs598jhm/sp2010/Slides/Lecture02HO.pdf)).\n", | |
"\n", | |
"- Random-pause based profiling of code in that [stackexchange question](http://stats.stackexchange.com/questions/4659/relationship-between-binomial-and-beta-distributions)\n", | |
"\n", | |
"- The uniform-beta conjugate and application to quantile interval error estimation in this [blog post](http://probabilityandstats.wordpress.com/2010/02/21/the-order-statistics-and-the-uniform-distribution/)" | |
] | |
} | |
], | |
"metadata": {} | |
} | |
] | |
} |
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