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Bayesian Networks
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
• A node is independent of its nondescendents given its
parents.
Example
• Topology of network encodes conditional independence
assertions:
• Weather is independent of the other variables
• Toothache and Catch are conditionally independent
given Cavity
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
Example contd.
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)
Semantics
The full joint distribution is defined as the product of the
local conditional distributions:
P (X1, … ,Xn) = i = 1 P (Xi | Parents(Xi))
e.g., P(j  m  a  b  e)
= P (j | a) P (m | a) P (a | b, e) P (b) P (e)
n
A node is independent of its non-descendents given its parents.
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) = πi =1 P (Xi | X1, … , Xi-1) (chain rule)
= πi =1P (Xi | Parents(Xi)) (by construction)
n
n
• Suppose we choose the ordering M, J, A, B, E
•
P(J | M) = P(J)?
Example
• Suppose we choose the ordering M, J, A, B, E
•
P(J | M) = P(J) No
P(A | J, M) = P(A | J)? P(A | J, M) = P(A)?
Example
• Suppose we choose the ordering M, J, A, B, E
•
P(J | M) = P(J) No
P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No
P(B | A, J, M) = P(B | A)?
P(B | A, J, M) = P(B)?
Example
• Suppose we choose the ordering M, J, A, B, E
•
P(J | M) = P(J) No
P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No
P(B | A, J, M) = P(B | A)? Yes
P(B | A, J, M) = P(B)? No
P(E | B, A ,J, M) = P(E | A)?
P(E | B, A, J, M) = P(E | A, B)?
Example
• Suppose we choose the ordering M, J, A, B, E
•
P(J | M) = P(J) No
P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No
P(B | A, J, M) = P(B | A)? Yes
P(B | A, J, M) = P(B)? No
P(E | B, A ,J, M) = P(E | A)? No
P(E | B, A, J, M) = P(E | A, B)? Yes
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
Conditional independence and
D-separation
• Two sets of nodes, X and Y, are conditionally independent given an
evidence set of nodes, E if every undirected path from a node in X to
a node in Y is d-seperated by E.
• A set of nodes, E d-separates to sets of nodes, X and Y, if every
undirected path from a node in X to a node in Y is blocked by E
• A path is blocked given E if there is a node Z on the path for which
one of the following holds:
Conditional independence and
D-separation - example
Some Applications of BN
▪ Medical diagnosis
▪ Troubleshooting of hardware/software systems
▪ Fraud/uncollectible debt detection
▪ Data mining
▪ Analysis of genetic sequences
▪ Data interpretation, computer vision, image
understanding

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BayesianNetwork-converted.pdf

  • 2. 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 • A node is independent of its nondescendents given its parents.
  • 3. Example • Topology of network encodes conditional independence assertions: • Weather is independent of the other variables • Toothache and Catch are conditionally independent given Cavity
  • 4. 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
  • 6. 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)
  • 7. Semantics The full joint distribution is defined as the product of the local conditional distributions: P (X1, … ,Xn) = i = 1 P (Xi | Parents(Xi)) e.g., P(j  m  a  b  e) = P (j | a) P (m | a) P (a | b, e) P (b) P (e) n A node is independent of its non-descendents given its parents.
  • 8. 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) = πi =1 P (Xi | X1, … , Xi-1) (chain rule) = πi =1P (Xi | Parents(Xi)) (by construction) n n
  • 9. • Suppose we choose the ordering M, J, A, B, E • P(J | M) = P(J)? Example
  • 10. • Suppose we choose the ordering M, J, A, B, E • P(J | M) = P(J) No P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? Example
  • 11. • Suppose we choose the ordering M, J, A, B, E • P(J | M) = P(J) No P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No P(B | A, J, M) = P(B | A)? P(B | A, J, M) = P(B)? Example
  • 12. • Suppose we choose the ordering M, J, A, B, E • P(J | M) = P(J) No P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No P(B | A, J, M) = P(B | A)? Yes P(B | A, J, M) = P(B)? No P(E | B, A ,J, M) = P(E | A)? P(E | B, A, J, M) = P(E | A, B)? Example
  • 13. • Suppose we choose the ordering M, J, A, B, E • P(J | M) = P(J) No P(A | J, M) = P(A | J)? P(A | J, M) = P(A)? No P(B | A, J, M) = P(B | A)? Yes P(B | A, J, M) = P(B)? No P(E | B, A ,J, M) = P(E | A)? No P(E | B, A, J, M) = P(E | A, B)? Yes Example
  • 14. 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
  • 15. Conditional independence and D-separation • Two sets of nodes, X and Y, are conditionally independent given an evidence set of nodes, E if every undirected path from a node in X to a node in Y is d-seperated by E. • A set of nodes, E d-separates to sets of nodes, X and Y, if every undirected path from a node in X to a node in Y is blocked by E • A path is blocked given E if there is a node Z on the path for which one of the following holds:
  • 17. Some Applications of BN ▪ Medical diagnosis ▪ Troubleshooting of hardware/software systems ▪ Fraud/uncollectible debt detection ▪ Data mining ▪ Analysis of genetic sequences ▪ Data interpretation, computer vision, image understanding