The final part of my Life series is still in the works but I need to interrupt that series with some exciting news. The **new programming language** I have been working on for the last year or so has just been announced by the publication of our paper **Bean Machine: A Declarative Probabilistic Programming Language For Efficient Programmable Inference**

Before I get into the details, a few notes on attributing credit where it is due and the like:

- Though my name appears on the paper as a courtesy, I did not write this paper. Thanks and congratulations in particular to
**Naz Tehrani**and**Nim Arora**who did a huge amount of work getting this paper together. - The actual piece of the language infrastructure that I work on every day is a research project involving extraction, type analysis and optimization of the Bayesian network underlying a Bean Machine program. We have not yet announced the details of that project, but I hope to be able to discuss it here soon.
- Right now we’ve only got the paper;
**more information about the language and how to take it out for a spin yourself will come later.**It will ship when its ready, and that’s all the scheduling information I’ve got. - The name of the language comes from a physical device for visualizing probability distributions because that’s what it does.

I will likely do a whole series on Bean Machine later on this autumn, but for today let me just give you the brief overview should you not want to go through the paper. As the paper’s title says, Bean Machine is a **Probabilistic Programming Language (PPL)**.

For a detailed introduction to PPLs you should read my “Fixing Random” series, where I show how we could greatly improve support for analysis of randomness in .NET by both adding types to the base class library and by adding language features to a language like C#.

If you don’t want to read that 40+ post introduction, here’s the TLDR.

We are all used to two basic kinds of programming: **produce an effect** and **compute a result**. The important thing to understand is that Bean Machine is firmly in the “compute a result” camp. In our PPL the goal of the programmer is to **declaratively** describe a **model** of how the world works, then input some **observations** of the real world in the context of the model, and have the program produce **posterior distributions** of what the real world is probably like, given those observations. *It is a language for writing statistical model simulations.*

A “hello world” example will probably help. Let’s revisit a scenario I first discussed in part 30 of Fixing Random: flipping a coin that comes from an unfair mint. That is, when you flip a coin from this mint, you do not necessarily have a 50-50 chance of getting heads vs tails. However, we do know that when we mint a coin, the distribution of fairness looks like this:

Fairness is along the x axis; 0.0 means “always tails”, 1.0 means “always heads”. **The probability of getting a coin of a particular fairness is proportional to the area under the graph**. In the graph above I highlighted the area between 0.6 and 0.8; the blue area is about 25% of the total area under the curve, so we have a 25% chance that a coin will be between 0.6 and 0.8 fair.

Similarly, the area between 0.4 and 0.6 is about 30% of the total area, so we have a 30% chance of getting a coin whose fairness is between 0.4 and 0.6. You see how this goes I’m sure.

Suppose we mint a coin; we do not know its true fairness, just the distribution of fairness above. We flip the coin 100 times, and we get 72 heads, 28 tails. **What is the most probable fairness of the coin? **

Well, *obviously* the most probable fairness of a coin that comes up heads 72 times out of 100 is 0.72, right?

Well, no, not *necessarily* right. Why? Because the *prior* *probability* that we got a coin that is between 0.0 and 0.6 is rather a lot *higher* than the prior probability that we got a coin between 0.6 and 1.0. It is possible by sheer luck to get 72 heads out of 100 with a coin between 0.0 and 0.6 fairness, and those coins are more likely overall.

**Aside:** If that is not clear, try thinking about an easier problem that I discussed in my earlier series. You have 999 fair coins and one double-headed coin. You pick a coin at random, flip it ten times and get ten heads in a row. What is the most likely fairness, 0.5 or 1.0? Put another way: what is the probability that you got the double-headed coin? Obviously it is not 0.1%, the prior, but nor is it 100%; you could have gotten ten heads in a row just by luck with a fair coin. **What is the true posterior probability of having chosen the double-headed coin given these observations?**

What we have to do here is balance between two competing facts. First, the fact that we’ve observed some coin flips that are most consistent with 0.72 fairness, and second, the fact that the coin could easily have a smaller (or larger!) fairness and we just got 72 heads by luck. **The math to do that balancing act to work out the true distribution of possible fairness is by no means obvious.**

What we want to do is use a PPL like Bean Machine to answer this question for us, so let’s build a model!

The code will probably look very familiar, and that’s because Bean Machine is a declarative language based on Python; **all Bean Machine programs are also legal Python programs. **We begin by saying what our “random variables” are.

**Aside**: Statisticians use “variable” in a way very different than computer programmers, so do not be fooled here by your intuition. By “random variable” we mean that we have a distribution of possible random values; **a representation of any single one of those values drawn from a distribution is a “random variable”. **

To represent random variables we declare **a function that returns a pytorch distribution object** for the distribution from which the random variable has been drawn. The curve above is represented by the function beta(2, 2), and we have a constructor for an object that represents that distribution in the pytorch library that we’re using, so:

@random_variable def coin(): return Beta(2.0, 2.0)

Easy as that. Every usage in the program of **coin()** is logically a *single* random variable; that random variable is a *coin fairness* that was generated by sampling it from the beta(2, 2) distribution graphed above.

**Aside: **The code might seem a little weird, but remember we do these sorts of shenanigans all the time in C#. In C# we might have a method that looks like it returns an int, but the return type is Task<int>; we might have a method that yield returns a double, but the return type is IEnumerable<double>. This is very similar; the method *looks* like it is returning a *distribution of fairnesses*, but logically we treat it like *a specific fairness drawn from that distribution*.

What do we then do? We flip a coin 100 times. We therefore need a random variable for each of those coin flips:

@random_variable def flip(i): return Bernoulli(coin())

Let’s break that down. Each call **flip(0)**, **flip(1)**, and so on on, are **distinct** random variables; they are outcomes of a Bernoulli process — the “flip a coin” process — where the fairness of the coin is given by the single random variable **coin()**. But *every* call to **flip(0)** is logically the same specific coin flip, no matter how many times it appears in the program.

For the purposes of this exercise I generated a coin and simulated 100 coin tosses to simulate our observations of the real world. I got 72 heads. Because I can peek behind the curtain for the purposes of this test, I can tell you that the coin’s true fairness was 0.75, but of course in a real-world scenario we would not know that. (And of course it is perfectly plausible to get 72 heads on 100 coin flips with a 0.75 fair coin.)

We need to say what our observations are. The Bernoulli distribution in pytorch produces a 1.0 tensor for “heads” and a 0.0 tensor for “tails”. Our observations are represented as **a dictionary mapping from random variables to observed values.**

heads = tensor(1.0) tails = tensor(0.0) observations = { flip(0) : heads, flip(1) : tails, ... and so on, 100 times with 72 heads, 28 tails. }

Finally, we have to tell Bean Machine what to infer. We want to know the posterior probability of fairness of the coin, so we make a list of the random variables we care to infer posteriors on; there is only one in this case.

inferences = [ coin() ] posteriors = infer(observations, inferences) fairness = posteriors[coin()]

and we get an object representing *samples from the posterior fairness of the coin given these observations*. (I’ve simplified the call site to the inference method slightly here for clarity; it takes more arguments to control the details of the inference process.)

The “fairness” object that is handed back is the result of **efficiently simulating the possible worlds that get you to the observed heads and tails**; we then have methods that allow you to graph the results of those simulations using standard graphing packages:

The orange marker is our original guess of observed fairness: 0.72. The red marker is the actual fairness of the coin used to generate the observations, 0.75. The blue histogram shows the results of 1000 simulations; the vast majority of simulations that produced those 72 heads had a fairness between 0.6 and 0.8, even though only 25% of the coins produced by the mint are in that range. As we would hope, both the orange and red markers are near the peak of the histogram.

So yes, 0.72 is *close* to the most likely fairness, but we also see here that a great many other fairnesses are possible, and moreover, **we clearly see how likely they are compared to 0.72.** For example, 0.65 is also pretty likely, and it is much more likely than, say, 0.85. This should make sense, since the prior distribution was that fairnesses closer to 0.5 are more likely than those farther away; **there’s more “bulk” to the histogram to the left than the right: that is the influence of the prior on the posterior!**

Of course because we only did 1000 simulations there is some noise; if we did more simulations we would get a smoother result and a clear, single peak. But **this is a pretty good estimate for a Python program with six lines of model code that only takes a few seconds to run.**

Why do we care about coin flips? Obviously we don’t care about solving coin flip problems for their own sake. Rather, there are a huge number of real-world problems that can be modeled as coin flips where the “mint” produces unfair coins and we know the distribution of coins that come from that mint:

- A factory produces routers that have some “reliability”; each packet that passes through each router in a network “flips a coin” with that reliability; heads, the packet gets delivered correctly, tails it does not. Given some observations from a real data center, which is the router that is most likely to be the broken one? I described this model in my Fixing Random series.
- A human reviewer classifies photos as either “a funny cat picture” or “not a funny cat picture”. We have a source of photos — our “mint” — that produces pictures with some probability of them being a funny cat photo, and we have human reviewers each with some individual probability of making a mistake in classification. Given a photo and ten classifications from ten reviewers, what is the probability that it is a funny cat photo? Again, each of these actions can be modeled as a coin flip.
- A new user is either a real person or a hostile robot, with some probability. The new user sends a friend request to you; you either accept it or reject it based on your personal likelihood of accepting friend requests. Each one of these actions can be modeled as a coin flip; given some observations of all those “flips”, what is the posterior probability that the account is a hostile robot?

And so on; there are a huge number of real-world problems we can solve just with modeling coin flips, and Bean Machine does a lot more than just coin flip models!

I know that was rather a lot to absorb, but it is not every day you get a whole new programming language to explain! In future episodes I’ll talk more about how Bean Machine works behind the scenes, how we traded off between declarative and imperative style, and that sort of thing. It’s been a fascinating journey so far and I can’t hardly wait to share it.

Hi, awesome blog post!

Just a note, I had quite a bit of problem understanding “But every call to flip(0) is logically the same specific coin flip, no matter how many times it appears in the program.”.

I know it logically follows from “Easy as that. Every usage in the program of coin() is logically a single random variable; that random variable is a coin fairness that was generated by sampling it from the beta(2, 2) distribution graphed above.”.

But being more explicit that the “@random_variable” decorator essentially maintains a singleton of the the underlying distribution and due to “This is very similar; the method looks like it is returning a distribution of fairnesses, but logically we treat it like a specific fairness drawn from that distribution.” also the “drawn” observation (or instance if you will) of such distribution might help a bit.

Thanks!

Your comment is insightful; this is exactly the same critique I had when I first joined the team and reviewed this design, and I struggled with how to present it in this introduction. I didn’t really “get it” until I understood more about what is happening behind the scenes, which is some indication that the abstraction of random variables and the abstraction of functions have some mismatch that is impairing our intuition here.

Basically the issue is that a call to a “random variable function” has at least two distinct meanings. In the call to “Bernoulli(coin())” we are treating coin() as though it was a value; Bernoulli expects a tensor containing a probability. But in our observations, when we say “flip(0) = heads” we are treating flip(0) as though it is a distinct, unique object representing the random variable in the abstract, and not the specific *value* of that random variable. That is, sometimes the call is *the flip*, and sometimes it is *the result of the flip*, and that’s a little hard to wrap your head around.

I’ll discuss this problem in more detail in later posts, I’m sure.

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I’m curious about “all Bean Machine programs are also legal Python programs”. Does this mean it could be a library instead of a new language? If so, why is it a language – is this so future versions could branch away from Python, or are the Bean Machine language tools doing something different from the existing Python equivalents?

Great question. We made the decision early on to treat Bean Machine as a sub-language of Python, rather than as a Python library, but there is an argument to be made on both sides.

I will do a whole post on this subject soon, but the short version is: though the implementation is basically just a few library methods — a couple of decorators and some objects that represent inference engines, random variables, and so on — they so thoroughly change the meaning of the decorated methods that it feels like a different language.

There is a spectrum here; I’ve been meaning for years to write a blog article about that spectrum and now I have a good reason to. 🙂

How much standard python will work? Just enough to run common PPL tasks, or most/all of the core language features? Will we be able to “import pandas” or other standard libraries to pull in real data for processing? Maybe only if they don’t require C extensions? I have a feeling that to be a practical tool for real-world problems, the ability to integrate with existing codebases for data processing will be a common request.

All of Python will work; we actually run the program through the Python interpreter. But the random_variable decorator changes significantly how the program actually runs as the inference engine executes the code in the random variables to build up the Bayesian inference network.

The ability to just keep on using whatever normal code you use to pull in data, make observations, graph inference results, and so on, is indeed a key value prop of the language.

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Hi Eric! Great explanation of a topic that often bends minds. Quite excited about the library, especially knowing it’s python at its core and built around pytorch which I love and is where I spend most of my time these days.

Minor quip which I think is just a typo in the example code to initialize observations. In python, dicts are initialized either by saying “d = {k: v}” for variables k, v or with “d = dict(k=v)” which uses the string “k” as the key, and v as a variable. Your example mixes these two. I’m assuming BM actually follows python here.

To check my understanding, there’d be nothing wrong with populating the observations dict programmatically with coins 0-71 heads, and 72-99 as tails, right? Doesn’t matter if the observations are presented in an unrealistic order. The order doesn’t matter in dicts anyway – the data structure making that fact clear, which is nice. And the input parameter to flip is ignored anyway.

Hey Leo, good to hear from you.

First off, absolutely we are designing this to be attractive to data scientists and machine learning experts such as yourself who are already very comfortable working in Python.

I’ll fix the typo; thanks for pointing that out.

Yes, you could present the observations in any order; we construct the Bayesian network associated with the model, and then the observations simply become restrictions on the values associated with those nodes in the DAG.

The fact that the input parameter is ignored is a potential point of confusion. Basically what we are saying here is “the parameter identifies a particular random variable, the body of the function identifies the distribution of that variable”. However we will have scenarios where the parameter is not ignored. For example, I’m working on a Bayesian Meta Analysis explainer right now where we have a model for analysis of experiments. Suppose we have a collection of experiments, each experiment has its own standard deviation, and we assume that each experiment is measuring the same true value plus a bias associated with the experiment. We might build a model like:

And then we observe the results of 100 experiments and query “what is the likely true value?” or “what is the likely bias of each experiment?”

In this scenario we are actually using the properties of the experiment object, not just using it as an index into a collection of random variables.

Hi Eric,

Great post that seems intuitive even as a newbie to the field. I had a question about a few things that didn’t look super-fluid just based on a reading of the code. Please ignore me if it sounds nitpicky but I am asking to ensurte my understanding is not very off.

1. Shouldn’t flip(i) return Bernoulli(coin(), i) indicating a vector of flips instead of a single flip? If not, then what is the i argument really doing there?

2. You write the variable inferences = [coin()] but isn’t it a better idea to rename it to (or more conventional way of how this is framed) a prior = [coins()] seeing as how the next line uses the variable posteriors to “infer over the inferences” (sounded odd to me at least)?

Just those two technicalities but regardless, great post. Happy to discuss this further!

Thanks for the note. Both your points are very similar to questions I raised when I first learned how Bean Machine was proposed to work; it is a little bit surprising. It makes more intuitive sense to statisticians I think. I will probably at some point write an article going into your observations in more detail!

I think a good name for [coin()] could be ‘queries’ (or ‘query_variables’), because it indicates which variables we are asking the posterior of. It is not the prior because the prior is provided in the program itself, not in this data structure.

Hi Eric,

Thanks for the post – this sounds like it could be an interesting new tool to perform inference in python. I have a few questions regarding the nature of the inference Bean Machine uses and, I guess in part as a consequence of this, the models that Bean Machine would allow one to write.

From your example of how the inference is performed it seems like one might not need to specify a likelihood. I say this because it seems that you are defining your model and then, in a separate stage, specifying the observations and finally specifying which variables to have the posterior be defined over. This seems much more similar to an inference framework like `infer.net` than the more classical PPLs like `pyro` or `pymc3` or `Stan`. This would be very exciting; is my observation correct? If so, could you maybe write a few words about the difference between the approach that Bean Machine takes and these other PPLs/frameworks? Related to this. If it is true that Bean Machine offers the possibility to separate the concerns between model definition and inference (something that is also true of `infer.net` but not of the PPL’s I mentioned) is it able to do this efficiently because it exploits the structure of the graphical model – similar to exploiting the graphical structure in a factor graph?

Finally, related to this, would this mean that this allows one to define `deterministic` factors and have those be observed?

I’ll finish by thanking you again for the post and the Bean Machine team for (soon) providing us with an alternative inference tool which I’m very much looking forward to trying out!

Thanks.