bayesian belief network

Bayesian Belief Network

• The decomposition of large probabilistic domains into weakly connected subsets via conditional independence is one of the most important developments in the recent history of AI

• This can work well, even the assumption is not true!

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Naive Bayes assumption:

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Bayesian networks Conditional Independence Inference in Bayesian Networks Irrelevant variables Constructing Bayesian Networks Aprendizagem Redes Bayesianas

Examples - Exercisos

Naive Bayes assumption of conditional independence too restrictive

But it's intractable without some such assumptions...

Bayesian Belief networks describe conditional independence among subsets of variables

allows combining prior knowledge about (in)dependencies amongvariables with observed training data

Bayesian networks A simple, graphical notation for conditional independence

assertions and hence for compact specification of full joint distributions

Syntax: a set of nodes, one per variable a directed, acyclic graph (link ≈ "directly influences") a conditional distribution for each node given its parents:

P (Xi | Parents (Xi))

In the simplest case, conditional distribution represented as a conditional probability table (CPT) giving the distribution over Xi for each combination of parent values

Bayesian Networks

Bayesian belief network allows a subset of the

variables conditionally independent

A graphical model of causal relationships Represents dependency among the variables Gives a specification of joint probability distribution

X Y

ZP

Nodes: random variablesLinks: dependencyX,Y are the parents of Z, and Y is the parent of PNo dependency between Z and PHas no loops or cycles

Conditional Independence Once we know that the patient has cavity we do

not expect the probability of the probe catching to depend on the presence of toothache

Independence between a and b

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Example Topology of network encodes conditional independence assertions:

Weather is independent of the other variables Toothache and Catch are conditionally independent given Cavity

Bayesian Belief Network: An Example

FamilyHistory

LungCancer

PositiveXRay

Smoker

Emphysema

Dyspnea

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(FH, S) (FH, ~S) (~FH, S) (~FH, ~S)

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Bayesian Belief Networks

The conditional probability table for the variable LungCancer:Shows the conditional probability for each possible combination of its parents

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Example I'm at work, neighbor John calls to say my alarm is ringing, but neighbor

Mary doesn't call. Sometimes it's set off by minor earthquakes. Is there a burglar?

Variables: Burglary, Earthquake, Alarm, JohnCalls, MaryCalls

Network topology reflects "causal" knowledge:

A burglar can set the alarm off An earthquake can set the alarm off The alarm can cause Mary to call The alarm can cause John to call

Belief Networks

Burglary P(B)0.001

Earthquake P(E)0.002

Alarm

Burg. Earth. P(A)t t .95t f .94f t .29

f f .001

JohnCalls MaryCallsA P(J)t .90f .05

A P(M)t .7f .01

Full Joint Distribution

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Compactness A CPT for Boolean Xi with k Boolean parents has 2k rows for the

combinations of parent values

Each row requires one number p for Xi = true(the number for Xi = false is just 1-p)

If each variable has no more than k parents, the complete network requires O(n · 2k) numbers

I.e., grows linearly with n, vs. O(2n) for the full joint distribution

For burglary net, 1 + 1 + 4 + 2 + 2 = 10 numbers (vs. 25-1 = 31)

Inference in Bayesian Networks How can one infer the (probabilities of)

values of one or more network variables, given observed values of others?

Bayes net contains all information needed for this inference

If only one variable with unknown value, easy to infer it

In general case, problem is NP hard

Example

In the burglary network, we migth observe the event in which JohnCalls=true and MarryCalls=true

We could ask for the probability that the burglary has occured

P(Burglary|JohnCalls=ture,MarryCalls=true)

Remember - Joint distribution

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P(cavity | toothache) =P(cavity∧toothache)

P(toothache)

€

P(¬ cavity | toothache) =P(¬ cavity∧toothache)

P(toothache)€

=0.108 + 0.012

0.108 + 0.012 + 0.016 + 0.064= 0.6

€

=0.016 + 0.064

0.108 + 0.012 + 0.016 + 0.064= 0.4

Normalization

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Normalization

• X is the query variable• E evidence variable• Y remaining unobservable variable

• Summation over all possible y (all possible values of the unobservable varables Y)

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P(Cavity | toothache) =αP(Cavity, toothache)

=α [P(Cavity, toothache,catch) + P(Cavity, toothache,¬ catch)]

=α [< 0.108,0.016 > + < 0.012,0.064 >] =α < 0.12,0.08 >=< 0.6,0.4 >

€

P(X | e) =αP(X,e) =α P(X,e,y)y

∑

To compute we had to add four terms, each computed by multipling five numbers

In the worst case, where we have to sum out almost all variables, the complexity of the network with n Boolean variables is O(n2n)

P(b) is constant and can be moved out, P(e) term can be moved outside summation a

JohnCalls=true and MarryCalls=true, the probability that the burglary has occured is aboud 28%€

P(b | j,m) =αP(b) P(e) P(a |b,e)P( j | a)P(m | a)a

∑e

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P(B, j,m) =α < 0.00059224,0.0014919 >≈< 0.284,0.716 >

Computation for Burglary=true


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Variable elimination algorithm• Eliminate repeated calculation

• Dynamic programming


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Irrelevant variables• (X query variable, E evidence variables)


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Complexity of exact inference

The burglary network belongs to a family of networks in which there is at most one undiracted path between tow nodes in the network These are called singly connected networks or

polytrees The time and space complexity of exact inference

in polytrees is linear in the size of network Size is defined by the number of CPT entries If the number of parents of each node is bounded by a

constant, then the complexity will be also linear in the number of nodes


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For multiply connected networks variable elimination can have exponentional time and space complexity


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Constructing Bayesian Networks

A Bayesian network is a correct representation of the domain only if each node is conditionally independent of its predecessors in the ordering, given its parents

P(MarryCalls|JohnCalls,Alarm,Eathquake,Bulgary)=P(MaryCalls|Alarm)

Conditional Independence relations in Bayesian networks

The toopological semantics is given either of the spqcifications of DESCENDANTS or MARKOV BLANKET

Local semantics


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Example

JohnCalls is indipendent of Burglary and Earthquake given the value of Alarm


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Example

Burglary is indipendent of JohnCalls and MaryCalls given Alarm and Earthquake


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Constructing Bayesian networks 1. Choose an ordering of variables X1, … ,Xn

2. For i = 1 to n add Xi to the network select parents from X1, … ,Xi-1 such that

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

This choice of parents guarantees:

P (X1, … ,Xn) = πni =1 P (Xi | X1, … , Xi-1)

= πni =1P (Xi | Parents(Xi))

(by construction) (chain rule)

The compactness of Bayesian networks is an example of locally structured systems Each subcomponent interacts directly with only

bounded number of other components

Constructing Bayesian networks is difficult Each variable should be directly influenced by only a

few others The network topology reflects thes direct influences

Suppose we choose the ordering M, J, A, B, E

P(J | M) = P(J)?

Example

Example contd.

Deciding conditional independence is hard in noncausal directions (Causal models and conditional independence seem hardwired for humans!) Network is less compact: 1 + 2 + 4 + 2 + 4 = 13 numbers needed Some links represent tenous relationship that require difficult and unnatural

probability judgment, such the probability of Earthquake given Burglary and Alarm


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Aprendizagem Redes Bayesianas

Como preencher as entradas numa Tabela de Probabilidade Condicional

1º Caso: Se a estrutura da rede bayesiana fôr conhecida, e todas as variavéis podem ser observadas do conjunto de treino.Então: Entrada (i,j) = utilizando os valores observados no conjunto de treino

2º Caso: Se a estrutura da rede bayesiana fôr conhecida, e algumas das variavéis não podem ser observadas no conjunto de treino.

Então utiliza-se método do algoritmo do gradiente ascendente

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Exemplo 1º caso

Person FH S E LC PXRay DPerson FH S E LC PXRay DP1 Sim Sim Não Sim + SimP2 Sim Não Não Sim - SimP3 Sim Não Sim Não + NãoP4 Não Sim Sim Sim - SimP5 Não Sim Não Não + Não

P6 Sim Sim ? ? ? ?

LC

~LC

(FH, S) (FH, ~S)(~FH, S) (~FH, ~S)

0.5

…

…

…

…

…

…

…

P(LC = Sim \ FH=Sim, S=Sim) =0.5

=))(Pr/( ii YsedecessoreyP

FamilyHistory

LungCancer

Smoker

Emphysema

Exemplo 2º caso

Suppose structure known, variables partially observable Similar to training neural network with hidden units In fact, can learn network conditional probability tables using

gradient ascent

Person FH S E LC PXRay DPerson FH S E LC PXRay DP1 --- Sim --- Sim + SimP2 --- Não --- Sim - SimP3 --- Não --- Não + NãoP4 --- Sim --- Sim - SimP5 --- Sim --- Não + Não

P6 Sim Sim ? ? ? ?

Summary

Bayesian networks provide a natural representation for (causally induced) conditional independence

Topology + CPTs = compact representation of joint distribution

Generally easy for domain experts to construct

Bayesian networks Conditional Independence Inference in Bayesian Networks Irrelevant variables Constructing Bayesian Networks Aprendizagem Redes Bayesianas

Examples - Exercisos

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bayesian belief network

Documents

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callthe alarm

boolean parents

parents of z

boolean xi

p xi parents xiin

alarm offan earthquake

joint distributionfor