SWARTHMORE CS 63 - Bayesian Networks

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Bayesian NetworksOutlineBayesian Belief Networks (BNs)Example BNConditional independence and chainingChaining: ExampleTopological semanticsInference tasksApproaches to inferenceDirect inference with BNsInference by enumerationExample: EnumerationExercise: EnumerationSummary1Bayesian NetworksBayesian NetworksChapter 14.1-14.2; 14.4CS 63CS 63Adapted from slides byTim Finin andMarie desJardins.Some material borrowedfrom Lise Getoor.2Outline•Bayesian networks–Network structure–Conditional probability tables–Conditional independence•Inference in Bayesian networks–Exact inference–Approximate inference3Bayesian Belief Networks (BNs)•Definition: BN = (DAG, CPD) –DAG: directed acyclic graph (BN’s structure)•Nodes: random variables (typically binary or discrete, but methods also exist to handle continuous variables)•Arcs: indicate probabilistic dependencies between nodes (lack of link signifies conditional independence)–CPD: conditional probability distribution (BN’s parameters)•Conditional probabilities at each node, usually stored as a table (conditional probability table, or CPT)–Root nodes are a special case – no parents, so just use priors in CPD:iiiixxP of nodesparent all ofset theis where)|()()|( so ,iiiixPxP 4Example BNab cd e P(C|A) = 0.2 P(C|A) = 0.005P(B|A) = 0.3 P(B|A) = 0.001P(A) = 0.001P(D|B,C) = 0.1 P(D|B,C) = 0.01P(D|B,C) = 0.01 P(D|B,C) = 0.00001P(E|C) = 0.4 P(E|C) = 0.002Note that we only specify P(A) etc., not P(¬A), since they have to add to one5•Conditional independence assumption– where q is any set of variables (nodes) other than and its successors– blocks influence of other nodes on and its successors (q influences onlythrough variables in )–With this assumption, the complete joint probability distribution of all variables in the network can be represented by (recovered from) local CPDs by chaining these CPDs:ix )|(),...,(11 iininxPxxP)|(),|(iiiixPqxPix i ix i qix i Conditional independence and chaining6Chaining: ExampleComputing the joint probability for all variables is easy:P(a, b, c, d, e) = P(e | a, b, c, d) P(a, b, c, d) by the product rule= P(e | c) P(a, b, c, d) by cond. indep. assumption= P(e | c) P(d | a, b, c) P(a, b, c) = P(e | c) P(d | b, c) P(c | a, b) P(a, b)= P(e | c) P(d | b, c) P(c | a) P(b | a) P(a)ab cd e7Topological semantics•A node is conditionally independent of its non-descendants given its parents•A node is conditionally independent of all other nodes in the network given its parents, children, and children’s parents (also known as its Markov blanket)•The method called d-separation can be applied to decide whether a set of nodes X is independent of another set Y, given a third set Z8Inference tasks•Simple queries: Computer posterior marginal P(Xi | E=e)–E.g., P(NoGas | Gauge=empty, Lights=on, Starts=false)•Conjunctive queries: –P(Xi, Xj | E=e) = P(Xi | e=e) P(Xj | Xi, E=e)•Optimal decisions: Decision networks include utility information; probabilistic inference is required to find P(outcome | action, evidence)•Value of information: Which evidence should we seek next?•Sensitivity analysis: Which probability values are most critical?•Explanation: Why do I need a new starter motor?9Approaches to inference•Exact inference –Enumeration–Belief propagation in polytrees–Variable elimination–Clustering / join tree algorithms•Approximate inference–Stochastic simulation / sampling methods–Markov chain Monte Carlo methods–Genetic algorithms–Neural networks–Simulated annealing–Mean field theory10Direct inference with BNs•Instead of computing the joint, suppose we just want the probability for one variable•Exact methods of computation:–Enumeration–Variable elimination•Join trees: get the probabilities associated with every query variable11Inference by enumeration•Add all of the terms (atomic event probabilities) from the full joint distribution•If E are the evidence (observed) variables and Y are the other (unobserved) variables, then:P(X|e) = α P(X, E) = α ∑ P(X, E, Y)•Each P(X, E, Y) term can be computed using the chain rule•Computationally expensive!12Example: Enumeration•P(xi) = Σ πi P(xi | πi) P(πi)•Suppose we want P(D=true), and only the value of E is given as true•P (d|e) =  ΣABCP(a, b, c, d, e) =  ΣABCP(a) P(b|a) P(c|a) P(d|b,c) P(e|c)•With simple iteration to compute this expression, there’s going to be a lot of repetition (e.g., P(e|c) has to be recomputed every time we iterate over C=true)ab cd e13Exercise: Enumerationsmart studyprepared fairpassp(smart)=.8 p(study)=.6p(fair)=.9p(prep|…) smartsmartstudy .9 .7study.5 .1p(pass|…)smartsmartprepprepprepprepfair .9 .7 .7 .2fair.1 .1 .1 .1Query: What is the probability that a student studied, given that they pass the exam?14Summary•Bayes nets–Structure–Parameters–Conditional independence–Chaining•BN inference–Enumeration–Variable elimination–Sampling


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SWARTHMORE CS 63 - Bayesian Networks

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