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CMU CS 10701 - bns-inference-annotated

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Bayesian Networks – Representation (cont.)InferenceAnnouncementsHandwriting recognitionHandwriting recognition 2Car starts BNFactored joint distribution - PreviewThe independence assumptionExplaining awayChain rule & Joint distributionTwo (trivial) special casesThe Representation Theorem – Joint Distribution to BNReal Bayesian networks applicationsA general Bayes netAnother exampleAnother example – Building the BNIndependencies encoded in BNUnderstanding independencies in BNs – BNs with 3 nodesUnderstanding independencies in BNs – Some examplesAn active trail – ExampleActive trails formalizedActive trails and independence?The BN Representation Theorem“Simpler” BNsLearning Bayes netsLearning the CPTsWhat you need to knowGeneral probabilistic inferenceMarginalizationProbabilistic inference exampleInference is NP-hard (Actually #P-complete)Fast probabilistic inference example – Variable eliminationUnderstanding variable elimination – Exploiting distributivityUnderstanding variable elimination – Order can make a HUGE differenceUnderstanding variable elimination – Intermediate resultsUnderstanding variable elimination – Another examplePruning irrelevant variablesVariable elimination algorithmComplexity of variable elimination – (Poly)-tree graphsComplexity of variable elimination – Graphs with loopsComplexity of variable elimination –Tree-widthExample: Large tree-width with small number of parentsChoosing an elimination orderMost likely explanation (MLE)Max-marginalizationExample of variable elimination for MLE – Forward passExample of variable elimination for MLE – Backward passMLE Variable elimination algorithm – Forward passMLE Variable elimination algorithm – Backward passWhat you need to knowAcknowledgements1Required Readings from Koller & Friedman:Representation: 2.1, 2.2Inference: 5.1, 6.1, 6.2, 6.7.1Optional:2.3, 5.2, 5.3, 6.3, 6.7.2Bayesian Networks –Representation (cont.)Inference Machine Learning – 10701/15781Carlos GuestrinCarnegie Mellon UniversityMarch 22st, 20062Announcements  One page project proposal due now We’ll go over midterm in this week’s recitation Homework 4 out later today, due April 5thtwo weeks from today3Handwriting recognitionCharacter recognition, e.g., kernel SVMszcbcacrrrrrr4Handwriting recognition 25Car starts BN 18 binary attributes Inference  P(BatteryAge|Starts=f) 218terms, why so fast? Not impressed? HailFinder BN – more than 354= 58149737003040059690390169 terms6Factored joint distribution -PreviewFluAllergySinusHeadacheNose7The independence assumption FluAllergySinusHeadacheNoseLocal Markov Assumption:A variable X is independentof its non-descendants given its parents8Explaining awayFluAllergySinusHeadacheNoseLocal Markov Assumption:A variable X is independentof its non-descendants given its parents9Chain rule & Joint distributionLocal Markov Assumption:A variable X is independentof its non-descendants given its parents FluAllergySinusHeadacheNose10Two (trivial) special casesEdgeless graph Fully-connected graph11The Representation Theorem –Joint Distribution to BNEncodes independenceassumptionsBN:Joint probabilitydistribution:ObtainIf conditionalindependenciesin BN are subset of conditional independencies in P12Real Bayesian networks applications Diagnosis of lymph node disease Speech recognition Microsoft office and Windows http://www.research.microsoft.com/research/dtg/ Study Human genome Robot mapping Robots to identify meteorites to study Modeling fMRI data Anomaly detection Fault dianosis Modeling sensor network data13A general Bayes net Set of random variables Directed acyclic graph  Encodes independence assumptions CPTs Joint distribution:14Another example Variables: B – Burglar E – Earthquake  A – Burglar alarm N – Neighbor calls R – Radio report Both burglars and earthquakes can set off the alarm If the alarm sounds, a neighbor may call An earthquake may be announced on the radio15Another example – Building the BN B – Burglar E – Earthquake  A – Burglar alarm N – Neighbor calls R – Radio report16Independencies encoded in BN We said: All you need is the local Markov assumption (Xi⊥ NonDescendantsXi| PaXi) But then we talked about other (in)dependencies e.g., explaining away What are the independencies encoded by a BN? Only assumption is local Markov But many others can be derived using the algebra of conditional independencies!!!17Understanding independencies in BNs– BNs with 3 nodesLocal Markov Assumption:A variable X is independentof its non-descendants given its parents Z YXIndirect causal effect:ZYXZ YXIndirect evidential effect:Common effect:ZYXCommon cause:18Understanding independencies in BNs– Some examplesAHCEGDBFKJI19An active trail – ExampleA HCEGDBFF’’F’When are A and H independent?20Active trails formalized A path X1 –X2 –···–Xkis an active trail when variables O⊆{X1,…,Xn} are observed if for each consecutive triplet in the trail: Xi-1→Xi→Xi+1, and Xiis not observed (Xi∉O) Xi-1←Xi←Xi+1, and Xiis not observed (Xi∉O) Xi-1←Xi→Xi+1, and Xiis not observed (Xi∉O) Xi-1→Xi←Xi+1, and Xiis observed (Xi∈O), or one of its descendents21Active trails and independence?AHCEGDBFKJI Theorem: Variables Xiand Xjare independent given Z⊆{X1,…,Xn} if the is no active trail between Xiand Xjwhen variables Z⊆{X1,…,Xn} are observedThe BN Representation Theorem22Joint probabilitydistribution:ObtainIf conditionalindependenciesin BN are subset of conditional independencies in PImportant because: Every P has at least one BN structure GIf joint probabilitydistribution:ObtainThen conditionalindependenciesin BN are subset of conditional independencies in PImportant because: Read independencies of P from BN structure G23“Simpler” BNs A distribution can be represented by many BNs: Simpler BN, requires fewer parameters24Learning Bayes netsKnown structure Unknown structureFully observable dataMissing datax(1)…x(m)Datastructure parametersCPTs –P(Xi| PaXi)25Learning the CPTsx(1)…x(m)DataFor each discrete variable Xi26What you need to know Bayesian networks A compact representation for large probability distributions  Not an algorithm Semantics of a BN Conditional independence assumptions Representation Variables Graph CPTs Why BNs


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CMU CS 10701 - bns-inference-annotated

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