bayesian network. introduction independence assumptions seems to be necessary for probabilistic...

Bayesian Network

Introduction

Independence assumptions Seems to be necessary for probabilistic inference

to be practical.Naïve Bayes Method Makes independence assumptions that are often

not true Also called Idiot Bayes Method for this reason.

Bayesian Network Explicitly models the independence relationships

in the data. Use these independence relationships to make

probabilistic inferences. Also known as: Belief Net, Bayes Net, Causal Net,

…

Why Bayesian Networks?Intuitive language

Can utilize causal knowledge in constructing models

Domain experts comfortable building a network

General purpose “inference” algorithms P(Bad Battery | Has Gas, Won’t Start)

Exact: Modular specification leads to large computational efficiencies

Gas

Start

Battery

Random Variables

A random variable is a set of exhaustive and mutually exclusive possibilities.Example:

throwing a die: small {1,2} medium: {3,4} large: {5,6}

Medical data patient’s age blood pressure

Variable vs. Eventa variable taking a value = an event.

Independence of Variables

Instantiation of a variable is an event.A set of variables are independent iff all possible instantiations of the variables are independent.Example:

X: patient blood pressure {high, medium, low}Y: patient sneezes {yes, no}P(X=high, Y=yes) = P(X=high) x P(Y=yes)P(X=high, Y=no) = P(X=high) x P(Y=no)... ...P(X=low, Y=yes) = P(X=low) x P(Y=yes)P(X=low, Y=no) = P(X=low) x P(Y=no)

Conditional independence between a set of variables holds iff the conditional independence between all possible instantiations of the variables holds.

Bayesian Networks: Definition

Bayesian networks are directed acyclic graphs (DAGs).

Nodes in Bayesian networks represent random variables, which is normally assumed to take on discrete values.

The links of the network represent direct probabilistic influence.

The structure of the network represents the probabilistic dependence/independence relationships between the random variables represented by the nodes.

Example

family-out (fo)

light-on (lo) dog-out (do)

bowel-problem (bp)

hear-bark (hb)

Bayesian Network: Probabilities

The nodes and links are quantified with probability distributions.

The root nodes (those with no ancestors) are assigned prior probability distributions.

The other nodes are assigned with the conditional probability distribution of the node given its parents.

Noisy-OR-Gate

Exception Independence

Noisy-OR-Gate—the exceptions to the causations are independent.

P(E|C1, C2)=1-(1-P(E|C1))(1-P(E|C2))

C1 C2

E

Inhibitor1 Inhibitor2

Inference in Bayesian Networks

Given a Bayesian network and its CPTs, we can compute probabilities of the following form:

P(H | E1, E2,... ... , En)

where H, E1, E2,... ... , En are assignments to nodes (random variables) in the network.

Example:

The probability of family-out given lights out and hearing bark:

P( fo | lo, hb).

Example: Car Diagnosis

MammoNet

Applications of Bayesian NetworksDoctor's

NoteStudent

Ill

Frequent Absence

Student Disinterested

Computer Crash

Paper Late

Dog Ate It

“Dog Ate It”

Power Failure

Clocks Slow

Lives in Dorm

Hungry Dog

“Computer Crash”

Make up Excuse

Application of Bayesian Network:Diagnosis

ARCO1: Forecasting Oil Prices

Semantics of Belief Networks

Two ways understanding the semantics of belief network Representation of the joint probability

distribution Encoding of a collection of conditional

independence statements

Terminology

Descendent

Ancestor

Parent

Non-descendent

X

Y1 Y2

Non-descendent

Three Types of Connections

a

b

ab

ca

c

b

c

Linear

Converging Diverging

family-out

dog-out

bowel-problemfamily-out

dog-out

hear-bark

family-out

dog-outlight-on

Connection Pattern and IndependenceLinear connection: The two end variables are

usually dependent on each other. The middle variable renders them independent.

Converging connection: The two end variables are usually independent on each other. The middle variable renders them dependent.

Divergent connection: The two end variables are usually dependent on each other. The middle variable renders them independent.

family-out

dog-out

bowel-problemfamily-out

dog-out

hear-bark

family-out

dog-outlight-on

D-Separation

A variable a is d-separated from b by a set of variables E if there does not exist a d-connecting path between a and b such that None of its linear or diverging nodes is in E

For each of the converging nodes, either it or one of its descendents is in E.

Intuition: The influence between a and b must propagate

through a d-connecting path

If a and b are d-separated by E, then they are conditionally independent of each other given E:

P(a, b | E) = P(a | E) x P(b | E)

Example Independence Relationships

family-out (fo)


bowel-problem (bp)

hear-bark (hb)

Compute the Joint Probability

Given a Bayesian network, let X1, X2, ..., Xn be an ordering of the nodes such that only the nodes that are indexed lower than i may have directed path to Xi.

Since the parents of Xi, d-separates Xi and all the other nodes that are indexed lower than i,

P(Xi| X1, ...Xi-1)=P(Xi| parents(Xi))

This probability is available in the Bayesian network.

Therefore, P(X1, X2, ..., Xn) can be computed from the probabilities available in Beyesian network.

What can Bayesian Networks Compute?The inputs to a Bayesian Network

evaluation algorithm is a set of evidences: e.g.,

E = { hear-bark=true, lights-on=true }

The outputs of Bayesian Network evaluation algorithm are

P(Xi=v | E)

where Xi is an variable in the network.

For example: P(family-out=true| E) is the probability of family being out given hearing dog's bark and seeing the lights on.

Computation in Bayesian Networks

Computation in Bayesian networks is NP-hard. All algorithms for computing the probabilities are exponential to the size of the network.

There are two ways around the complexity barrier: Algorithms for special subclass of networks,

e.g., singly connected networks.

Approximate algorithms.

The computation for singly connected graph is linear to the size of the network.

Bayesian Network Inference

Inference: calculating P(X |Y ) for some variables or sets of variables X and Y.Inference in Bayesian networks is #P-hard!

Reduces to

How many satisfying assignments?

I1 I2 I3 I4 I5

O

Inputs: prior probabilities of .5

P(O) must be(#sat. assign.)*(.5^#inputs)

www.cs.cmu.edu/~awm/381/lec/bayesinfer/bayesinf.ppt

Bayesian Network Inference

But…inference is still tractable in some cases.Let’s look a special class of networks: trees / forests in which each node has at most one parent.


Decomposing the probabilities

Suppose we want P(Xi | E ) where E is some set of evidence variables.Let’s split E into two parts:

Ei- is the part consisting of assignments to variables in

the subtree rooted at Xi

Ei+ is the rest of it

Xi


Decomposing the probabilities

)(λ)(απ

)|(

)|()|(

)|(

)|(),|(

),|()|(

ii

ii

ii

ii

iii

iiii

XX

EEP

EXPXEP

EEP

EXPEXEP

EEXPEXP

Xi

Where:• is a constant independent of Xi

• (Xi) = P(Xi |Ei+)

• (Xi) = P(Ei-| Xi)


Using the decomposition for inference

We can use this decomposition to do inference as follows. First, compute (Xi) = P(Ei

-| Xi) for all Xi recursively, using the leaves of the tree as the base case.If Xi is a leaf: If Xi is in E : (Xi) = 0 if Xi matches E, 1

otherwise If Xi is not in E : Ei

- is the null set, so P(Ei

-| Xi) = 1 (constant)


Quick aside: “Virtual evidence”

For theoretical simplicity, but without loss of generality, let’s assume that all variables in E (the evidence set) are leaves in the tree.Why can we do this WLOG:

Xi

Xi

Xi’Observe Xi

Equivalent to

Observe Xi’

Where P(Xi’| Xi) =1 if Xi’=Xi, 0 otherwise


Calculating (Xi) for non-leaves

Suppose Xi has one child, Xj

Then:

Xi

Xj

j

j

j

j

Xjij

Xjiij

Xjiiij

Xijiiii

XXXP

XEPXXP

XXEPXXP

XXEPXEPX

)(λ)|(

)|()|(

),|()|(

)|,()|()(λ


Calculating (Xi) for non-leaves

Now, suppose Xi has a set of children, C.

Since Xi d-separates each of its subtrees, the contribution of each subtree to (Xi) is independent:

CX Xjij

CXijiii

j j

j

XXXP

XXEPX

)λ()|(

)(λ)|()(λ

where j(Xi) is the contribution to P(Ei-| Xi) of the

part of the evidence lying in the subtree rooted at one of Xi’s children Xj.


We are now -happySo now we have a way to recursively compute all the (Xi)’s, starting from the root and using the leaves as the base case.If we want, we can think of each node in the network as an autonomous processor that passes a little “ message” to its parent.


The other half of the problem

Remember, P(Xi|E) = (Xi)(Xi). Now that we have all the (Xi)’s, what about the (Xi)’s?(Xi) = P(Xi |Ei

+).What about the root of the tree, Xr? In that case, Er

+ is the null set, so (Xr) = P(Xr). No sweat. Since we also know (Xr), we can compute the final P(Xr).So for an arbitrary Xi with parent Xp, let’s inductively assume we know (Xp) and/or P(Xp|E). How do we get (Xi)?


Computing (Xi)

Xp

Xi

Where i(Xp) is defined as

p

p

p

p

p

Xpipi

X pi

ppi

Xippi

Xipipi

Xipiiii

XXXP

X

EXPXXP

EXPXXP

EXPEXXP

EXXPEXPX

)(π)|(

)(λ

)|()|(

)|()|(

)|(),|(

)|,()|()(π

)(λ

)|(

pi

p

X

EXP


We’re done. Yay!

Thus we can compute all the (Xi)’s, and, in turn, all the P(Xi|E)’s.Can think of nodes as autonomous processors passing and messages to their neighbors


Polytrees

Technique can be generalized to polytrees: undirected versions of the graphs are still trees, but nodes can have more than one parent


Dealing with cyclesCan deal with undirected cycles in graph by clustering variables together

Conditioning

A

B C

D

A

D

BC

Set to 0 Set to 1


Join trees

Arbitrary Bayesian network can be transformed via some evil graph-theoretic magic into a join tree in which a similar method can be employed.

A

B

E D

F

C

G

ABC

BCD BCD

DF

In the worst case the join tree nodes must take on exponentiallymany combinations of values, but often works well in practice


bayesian network. introduction independence assumptions seems to be necessary for probabilistic...

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