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Misusing Infer.NET For Fun and Profit

I’ve recently started looking into Infer.NET – I’m trying to learn some Bayesian inference, and it seems like a good tool for the job (I’m a bear of little brain, and need all the help I can get).  However, it’s an exciting library, so I’ve been playing with it in other contexts – the subject of this post.

One thing I find myself doing on occasion is using random variables to drive some heuristic, whether it’s messing about with genetic programming or just driving some randomization in tests.  Currently, the main way to do this is to instantiate a random number generator and use it to generate either ints or doubles, using those values to drive decisions:

Random dist = new Random();
if (dist.NextDouble() <= 0.5)
{
// Do something...
}

With Infer.NET, you have a host of distributions to choose from, so you can be a bit more selective.  For instance, if you were to implement the above code using Infer.NET, you could use:

Beta dist = new Beta(1,1);
if (dist.Sample() <= 0.5)
{
// Do something...
}

Using a uniform Beta distribution to provide a pseudo-random that matches the behavior above.  However, you could go one step further:

Bernoulli dist = new Bernoulli(0.5);
if (dist.Sample())
{
// Do something...
}

With a Bernoulli distribution, you make your intent plain – a software coin-flip with the behavior as expected.  I’m a big fan of making my intent plain when coding – it fits my laziness theory, I’ll have less to remember the next time I look at the code.

There are some other distributions available to you with Infer.NET, which you might find handy.  For instance, sometimes I need to implement exponential backoff scenarios with jitter.  Normally, I’d just use a simple random and fuzz uniformly around the delay, but in many cases I’d prefer to have a tighter grouping around the delay – one which a uniform distribution can’t provide.  Now with Infer.NET, I can use a Gaussian:

Gaussian dist = new Gaussian(1, 2);
// ...
delay += dist.Sample();

I realize these examples are somewhat contrived, but I’m excited by the possibilities behind Infer.NET – both great and small – and examples like these help me work through them.  I’m hoping that this post will help bring Infer.NET to a wider audience - well, all two people who read my blog :)

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