Created
February 22, 2018 13:19
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Monty-Hall with Probability-Monad in F#
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type Probability = double | |
type Distribution<'a> = ('a * Probability) list | |
type Event<'a> = 'a -> bool | |
let printDistribution (v : Distribution<'a>) = | |
let negate x = -x | |
v |> List.sortBy (snd >> negate) |> List.iter (fun (a,p) -> printfn "%A: %.2f%%" a (p * 100.0)) | |
let sure (a : 'a) : Distribution<'a> = | |
[a, 1.0] | |
let uniformDist (ls : 'a list) = | |
let ws = 1.0 / float (List.length ls) | |
List.map (fun l -> (l, ws)) ls | |
let eventProbability (e : Event<'a>) (vs : Distribution<'a>) : Probability = | |
vs |> List.filter (fst >> e) | |
|> List.sumBy snd | |
let (>?) a b = eventProbability b a | |
[<AutoOpen>] | |
module internal Operations = | |
let normalize (v : Distribution<'a>) = | |
let dict = new System.Collections.Generic.Dictionary<_,_>() | |
let get a = if dict.ContainsKey a then dict.[a] else 0.0 | |
let add (a,p) = dict.[a] <- get a + p | |
v |> List.iter add | |
dict |> Seq.map (fun kvp -> (kvp.Key, kvp.Value)) | |
|> List.ofSeq | |
[<AutoOpen>] | |
module Monad = | |
let returnM (a : 'a) : Distribution<'a> = | |
sure a | |
let bind (v : Distribution<'a>) (f : 'a -> Distribution<'b>) : Distribution<'b> = | |
[ for (a,p) in v do | |
for (b,p') in f a do | |
yield (b, p*p') | |
] |> normalize | |
let (>>=) f m = | |
bind f m | |
type VertBuilder internal () = | |
member x.Bind(m, f) = m >>= f | |
member x.Return(v) = returnM v | |
member x.ReturnFrom(v) = v | |
member x.Delay(f) = f () | |
let vert = Monad.VertBuilder() | |
let montyHall = | |
vert { | |
let! gate = uniformDist [1..3] | |
let! guess = uniformDist [1..3] | |
let opened = Set.ofList [1..3] |> Set.remove gate |> Set.remove guess |> Set.minElement | |
let switched = Set.ofList [1..3] |> Set.remove opened |> Set.remove guess |> Set.minElement | |
return (if gate = guess then "stick with it" elif switched = gate then "better switch" else "wtf?") | |
} | |
printDistribution montyHall |
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