Transcript slides
Bayesian Belief Network
P(a b) P(a ) P(b)
P(toothache, catch, cavity, Weather cloudy )
P(Weather cloudy ) P(toothache, catch, cavity)
• 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!
vNB
Naive Bayes assumption:
which gives
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 among
variables 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
Y
X
Z
P
Nodes: random variables
Links: dependency
X,Y are the parents of Z, and Y is the
parent of P
No dependency between Z and P
Has 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
P(catch | cavity toothache) P(catch | cavity)
P(toothache | cavity catch) P(toothache | cavity)
Independence between a and b
P ( a | b) P ( a )
P (b | a ) P (b)
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
Family
History
Smoker
(FH, S)
LungCancer
PositiveXRay
Emphysema
Dyspnea
Bayesian Belief Networks
(FH, ~S) (~FH, S) (~FH, ~S)
LC
0.8
0.5
0.7
0.1
~LC
0.2
0.5
0.3
0.9
The conditional probability table
for the variable LungCancer:
Shows the conditional probability
for each possible combination of its
parents
P( z1,..., zn )
n
P( z i | Parents( Z i ))
i 1
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
Alarm
Burg.
t
t
f
f
JohnCalls
A
t
f
P(J)
.90
.05
P(E)
0.002
Earthquake
Earth. P(A)
t
.95
f
.94
t
.29
f
.001
MaryCalls
A
t
f
P(M)
.7
.01
Full Joint Distribution
n
P( x1 ,..., xn ) P( xi | parents( X i ))
i 1
P( j m a b e)
P( j | a) P(m | a) P(a | b e) P(b) P(e)
0.9 0.7 0.001 0.999 0.998 0.00062
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)
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0.108 0.012
0.6
0.108 0.012 0.016 0.064
P(cavity | toothache)
P(cavity toothache)
P(toothache)
0.016 0.064
0.4
0.108 0.012 0.016 0.064
Normalization
1 P ( y | x ) P ( y | x )
P(Y | X ) P( X | Y ) P(Y )
P( y | x), P(y | x)
0.12,0.08 0.6,0.4
Normalization
P(Cavity | toothache) P(Cavity,toothache)
[P(Cavity,toothache,catch) P(Cavity,toothache,catch)]
[ 0.108,0.016 0.012,0.064 ] 0.12,0.08 0.6,0.4
• X is the query variable
• E evidence variable
• Y remaining unobservable variable
P(X | e) P(X,e) P(X,e, y)
y
• Summation over all possible y (all possible values of the
unobservable varables Y)
P(Burglary|JohnCalls=ture,MarryCalls=true)
• The hidden variables of the query are Earthquake
and Alarm
P(B | j,m) P(B, j,m) P(B,e,a, j,m)
e
a
• For Burglary=true in the Bayesain network
P(b | j,m) P(b)P(e)P(a | b,e)P( j | a)P(m | a)
e
a
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
P(b | j,m) P(b) P(e) P(a | b,e)P( j | a)P(m | a)
e
a
JohnCalls=true and MarryCalls=true, the probability
that the burglary has occured is aboud 28%
P(B, j,m) 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
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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
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
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JohnCalls is indipendent of Burglary and
Earthquake given the value of Alarm
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Example
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Burglary is indipendent of JohnCalls and
MaryCalls given Alarm and Earthquake
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)
(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
Example
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)? 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 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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Dekompressor „TIFF (LZW)“
benötigt.
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) = P( yi / Pr edecessore s(Yi )) 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
Family
History
Exemplo 1º caso
Smoker
Person
P5
FH
Sim
Sim
Sim
Não
Não
S
Sim
Não
Não
Sim
Sim
E
Não
Não
Sim
Sim
Não
P6
Sim
Sim
?
P1
P2
LungCancer
Emphysema
P3
P4
(FH, S) (FH, ~S)(~FH, S) (~FH, ~S)
LC
0.5
…
…
…
~LC
…
…
…
…
LC PXRay D
Sim +
Sim
Sim Sim
Não +
Não
Sim Sim
Não +
Não
?
?
?
P( yi / Pr edecessore s(Yi ))
P(LC = Sim \ FH=Sim, S=Sim) =0.5
Exemplo 2º caso
Person
P1
P2
P3
P4
P5
P6
FH
S
--- Sim
--- Não
--- Não
--- Sim
--- Sim
Sim
Sim
E
-----------
LC
Sim
Sim
Não
Sim
Não
?
?
PXRay D
+
Sim
Sim
+
Não
Sim
+
Não
?
?
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
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
-> P(d|a,b,c)=P(d|a,c)=0.66
P(d | a,b,c) P(a)P(b)P(c | a,b)P(d | a,c)
P(D | a,b,c) 0.0825,0.0425 0.66,034
->
P(b | a,c,d) P(a)P(b)P(c | a,b)P(d | a,c)
c
P(b | a,c,d) P(a)P(b) P(c | a,b)P(d | a,c)
c
P(B | a,c,d) 0.05,0.075 0.4,0.6
P(b | a,c,d) 0.6
Bayesian networks
Conditional Independence
Inference in Bayesian Networks
Irrelevant variables
Constructing Bayesian Networks
Aprendizagem Redes Bayesianas
Examples - Exercisos
árv dec ID3