Probabilistic Programming with monad‑bayes, Part 3: A Bayesian Neural Network

26 February 2020 — by Siddharth Bhat, Simeon Carstens, Matthias Meschede

This post is the third instalment of Tweag’s Probabilistic Programming with monad‑bayes Series. You can find the previous parts here:

Want to make this post interactive? Try our notebook version. It includes a Nix shell, the required imports, and some helper routines for plotting. Let’s start modeling!


Where we left off, we had learned to see linear regression not as drawing a line through a data set — we have seen it rather as figuring out how likely it is that a line from a whole distribution of lines generates the observed data set.

The entire point of this is that once you know how to do this for lines, you can start fitting any model in the same fashion. In this blog post, we shall use a neural network.

This will demonstrate one of the great strengths of monad-bayes: it doesn’t have a preconceived idea of what a model should look like. It can define distributions of anything that you can define in Haskell.

We will need to do some linear algebra computations, which we will do with the hmatrix package.

Model Setup

In our last blog post, we have illustrated that a likelihood model defines a parametrized family of data distributions. In linear regression these data distributions are centered around lines parametrized by their slope, and intercept, with variations around them parametrized by sigma. In this post, we again setup such a likelihood model, but now the distributions aren’t centered on lines. Instead, they are centered on the output of a neural network that is parametrized by a weight vector and a bias vector, with a sigma parameter defining variations around the network output. Therefore, our (very simple) neural network will be represented by:

data NN
  = NN
      { biass :: Vector Double,
        weights :: Vector Double,
        sigma :: Double
  deriving (Eq, Show)

In a Bayesian approach, a neural network computes, given some input, a probability distribution for possible outputs. For instance, the input may be a picture, and the output a distribution of picture labels of what is in the picture (is it a camel, a car, or a house?). For this blog post, we will consider the x-coordinate as the input, and a distribution of y-coordinates (y-distribution) as the output. This will be represented by the following:

data Data
  = Data
      { xValue :: Double,
        yValue :: Double
  deriving (Eq, Show)

Let’s start by defining the x-dependent mean of the y-distribution (y-mean):

forwardNN :: NN -> Double -> Double
forwardNN (NN bs ws _) x =
    ws `dot` cmap activation (scalar x - bs)
  where activation x = if x < 0 then 0 else 1

For a given set of neural network parameters NN, forwardNN returns a function from Double to Double, from x to the y-mean of the data distribution. A full y-distribution can easily be obtained by adding normally-distributed variations around the y-mean:

errorModel :: Double -> Double -> Double -> Log Double
errorModel mean std = normalPdf mean std

The first two arguments of errorModel are the y-mean and y-sigma of the normal distribution. When this normal distribution is evaluated at a position y, which is the third parameter, the errorModel function returns the log-probability. What we’ve just said in two lengthy sentences can be combined into a single likelihood model like this:

likelihood :: NN -> Data -> Log Double
likelihood nn (Data xObs yObs) =
    errorModel yMean ySigma yObs
    ySigma = sigma nn
    yMean = forwardNN nn xObs

This function embodies our likelihood model: for given parameter values NN, it returns a data distribution, a function that assigns a log-probability to each data point. We can, for example, pick a specific neural network:

nn = NN
  { biass=vector [1, 5, 8]
  , weights=vector [2, -5, 1]
  , sigma=2.0

and then plot the corresponding distribution:

points1 =
  [ (x, y, exp . ln $ likelihood nn (Data x y))
  | x <- [0 .. 10]
  , y <- [-10 .. 10]

vlShow $ -- checkout the notebook for the plotting code


We can see that our neural networks computes distributions centered around a step function. The positions of the steps are determined by the biases, while their height is determined by the weights. There is one step per node in our neural network (3 in this example).

Prior, Posterior and Predictive Distribution

Now let’s try and train this step-function network. But instead of traditional training, we will find out a whole distribution of neural networks, weighted by how likely they are to generate the observed data. Monad-bayes knows nothing of our NN data type, so it may sound like we have to do something special to teach NN to monad-bayes. But none of that is necessary: monad-bayes simply lets us specify distributions of any data type. In the NN case, this is represented by m NN for some MonadInfer m.

In the Bayesian context, training consists in computing a posterior distribution after observing the data in the training set. In standard monad-bayes fashion this is achieved by scoring with the likelihood that a model generates all points in the training set. Haskell’s combinators make this very succinct.

postNN :: MonadInfer m => m NN -> [Data] ->  m NN
postNN pr obs = do
  nn <- pr
  forM_ obs (score . likelihood nn)
  return nn

We also need an uninformative prior to initiate the computation. Let’s choose a uniform distribution on the permissible parameters.

uniformVec :: MonadSample m => (Double, Double) -> Int -> m (Vector Double)
uniformVec (wmin, wmax) nelements =
  vector <$> replicateM nelements (uniform wmin wmax)

priorNN :: MonadSample m => Int -> m NN
priorNN nnodes = do
  bias <- uniformVec (0, 10) nnodes
  weight <- uniformVec (-10, 10) nnodes
  sigma <- uniform 0.5 1.5
  return $ NN bias weight sigma

Notice how we create a distribution of vectors in uniformVec, as m (Vector Double). As was the case for neural networks, monad-bayes doesn’t know anything about vectors.

Finally, we can use the posterior distribution to predict more data. To predict a data point, we literally draw uniformly from permissible points, then score them according to the neural network distribution. Monad-bayes ensures that this can be done efficiently.

predDist :: MonadInfer m => m NN -> m (NN, Data)
predDist pr = do
  nn <- pr
  x <- uniform 0 10
  y <- uniform (-5) 10
  score $ likelihood nn (Data x y)
  return (nn, Data x y)

We return the neural network alongside the actual data point, this is mere convenience.

Some Examples

With this setup, we can infer a predictive data distribution from observations. Let’s see how our network handles a line with slope 0.5 and intercept -2:

nsamples = 200
noise <- sampleIOfixed $ replicateM nsamples $ normal 0.0 0.5
observations =
  [ Data x (0.5 * x - 2 + n)
  | (x,n) <- zip [0, (10 / nsamples) ..] noise

We can sample from the predictive data distribution with this snippet:

nnodes = 3
mkSampler = prior . mh 60000
predicted <-
  sampleIOfixed $ mkSampler $ predDist $
  postNN (priorNN nnodes) observations

And we get this distribution:

hist =
  histo2D (0, 10, 10) (-10, 20, 10)
    ((\(_, d)-> (xValue d, yValue d)) <$> predicted)
cents = Vec.toList $ DH.binsCenters $ DH.bins hist
val = Vec.toList $ DH.histData hist
vlShow $ plot -- checkout the notebook for the plotting code


The predictive data distribution, shown with a blue histogram, neatly follows the observed blue scatter points. We have thus successfully “fitted” a line with a neural network using Bayesian inference! Of course, the predictive distribution is less precise than if it were, in fact, a line, since our networks’ distributions are always in the form of a step function.

Lines are not very interesting, so let’s observe a sine wave next:

nsamples = 200
noise <- sampleIOfixed $ replicateM nsamples $ normal 0.0 0.5
observations = take nsamples
  [ Data x (2 * sin x + 1 + n)
  | (x, n) <- zip [0, (10 / nsamples) ..] noise

nnodes = 3
mkSampler = prior . mh 60000
predicted <-
  sampleIOfixed $ mkSampler $ predDist $
  postNN (priorNN nnodes) observations

hist =
  histo2D (0, 10, 10) (-10, 20, 10)
    ((\(nn, d) -> (xValue d, yValue d)) <$> predicted)
cents = Vec.toList $ DH.binsCenters $ DH.bins hist
val = Vec.toList $ DH.histData hist
vlShow $ plot -- checkout the notebook for the plotting code


Pretty neat! We can still see the three steps. Still, we get a reasonable approximation of our sine wave.

What if, instead of visualising the data distribution, we observed the distribution of neural networks themselves? That is, the distributions of weights and biases.

ws = mconcat $ toList . weights . fst <$> predicted
bs = mconcat $ toList . biass . fst <$> predicted

hist = histo2D (-5, 20, 10) (-5, 20, 5) (zip bs ws)
cents = Vec.toList $ DH.binsCenters $ DH.bins hist
val = Vec.toList $ DH.histData hist
vlShow $ plot -- checkout the notebook for the plotting code


The x-axis shows the step positions (biass) and the y-axis shows the step amplitudes (weights). We have trained a three-node (i.e. three-step) neural network, so we see three modes in the histogram: around (0, 2), around (3, -3) and around (6, 2). Indeed, these are the steps that are fitting the sinus. These values are rather imprecise because we are trying to fit a sine wave with step functions.


In a handful of lines of Haskell, we have trained a simple neural network. We could do this not because monad-bayes has some prior knowledge of neural networks, but because monad-bayes is completely agnostic on the types over which it can sample.

We’re not advertising, of course, using this method to train real-life neural network. It’s pretty naive, but you will probably agree that it was very short, and hopefully illuminating.

The forwardNN, and errorModel function play roles that are somewhat similar to the roles of the forward model and the loss function in more standard, optimization-based neural network training algorithms.

Real-life neural networks have millions of parameters, and you will need to use more bespoke methods to use them for Bayesian inference. That being said, there are practical implementation based on Bayesian inference, such as this tensorflow/edward example. Such implementations use domain-specific sampling methods.

Stay tuned for future blog posts, where we will further explore the expressiveness of monad-bayes.

About the authors

Siddharth Bhat

Simeon Carstens

Simeon is a theoretical physicist who has undergone several transformations. A journey through Markov chain Monte Carlo methods, computational structural biology, a wet lab and renowned research institutions in Germany, Paris and New York finally led him back to Paris and to Tweag, where he is currently leading projects for a major pharma company. During pre-meeting smalltalk, ask him about rock climbing, Argentinian tango or playing the piano!

Matthias Meschede

Matthias initiates and coordinates projects at Tweag. He says he's a generalist "half scientist, half musician, and a third half of other things" but you'll have to ask him what that means exactly! He lives in Paris, and is regularly in Tweag's Paris office where you'll most likely find him in a discussion, writing long-form texts in vim or reading and occasionally writing code.

If you enjoyed this article, you might be interested in joining the Tweag team.

This article is licensed under a Creative Commons Attribution 4.0 International license.


AboutOpen SourceCareersContact Us

Connect with us

© 2024 Modus Create, LLC

Privacy PolicySitemap