predict_bayesian
Update prior probabilities with weighted evidence using Bayesian inference. Ideal for incremental belief revision in fraud-risk scoring, A/B testing, and diagnostic stacking.
Instructions
Update a prior probability with weighted evidence using a Beta-Bayesian posterior. Use for incremental belief revision: starting from a baseline probability, fold in new signals (each with a value in [0,1] and a weight) and get an updated posterior plus calibration score. Suited to fraud-risk scoring, A/B test stopping decisions, diagnostic probability stacking. For combining N independent model predictions, use predict_ensemble. For full distribution sampling, use simulate_montecarlo. Free.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| prior | Yes | Prior probability of the event (0..1). Used to seed Beta(prior*10, (1-prior)*10). | |
| evidence | Yes | Pieces of evidence to fold in. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| posterior | Yes | Updated probability after folding in evidence. | |
| priorProbability | No | ||
| factors | No | ||
| posteriorMean | Yes | ||
| posteriorVariance | Yes | ||
| calibrationScore | No | 1 - sqrt(variance); higher = sharper posterior. |