Transcript Lec13-BayesNet

Bayesian Networks
What is the likelihood of X given
evidence E? i.e. P(X|E) = ?
Issues
• Representational Power
– allows for unknown, uncertain information
• Inference
– Question: What is Probability of X if E is true.
– Processing: in general, exponential
• Acquisition or Learning
– network: human input
– probabilities: data+ learning
Bayesian Network
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Directed Acyclic Graph
Nodes are RV’s
Edges denote dependencies
Root nodes = nodes without predecessors
– prior probability table
• Non-root nodes
– conditional probabilites for all predecessors
Bayes Net Example: Structure
Earthquake
Burglary
Alarm
John Calls
Mary Calls
Probabilities
Structure dictates what probabilities are needed
P(B) = .001 P(-B) = .999
P(E) = .002 P(-E) = .998 etc.
P(A|B&E) = .95 P(A|B&-E) = .94
P(A|-B&E) = .29 P(A|-B&-E) = .001
P(JC|A) = .90 P(JC|-A) = .05
P(MC|A) = .70 P(MC|-A) = .01
Joint Probability yields all
• Event = fully specified values for RVs.
• Prob of event: P(x1,x2,..xn) =
P(x1|Parents(X1))*..P(xn|Parents(Xn))
• E.g. P(j&m&a&-b&-e) =
P(j|a)*P(m|a)*P(a|-b^-e)*P(-b)*P(-e) =
.9*.7*.001*.999*..998 = .00062.
• Do this for all events and then sum as needed.
• Yields exact probability (assumes table right)
Many Questions
• With 5 boolean variables, joint probability
has 2^5 entries, 1 for each event.
• A query corresponds to the sum of a subset
of these entries.
• Hence 2^2^5 queries possibles. – 4 billion
possible queries.
Probability Calculation Cost
• With 5 boolean variables need 2^5 entries.
In general 2^n entries with n booleans.
• For Bayes Net, only need tables for all
conditional probabilities and priors.
• If max k inputs to a node, and n RVs, then
need at most n*2^k table entries.
• Data and computation reduced.
Example Computation
Method: transform query so matches tables
Bold = in a table
P(Burglary|Alarm) = P(B|A) =
P(A|B)*P(B)/ P(A)
P(A|B) =
P(A|B,E)*P(E)+P(A|B,~E)*P(~E).
Done. Plug and chug.
Query Types
• Diagnostic: from effects to causes
– P(Burglary | JohnCalls)
• Causal: from causes to effects
– P(JohnCalls | Burglary)
• Explaining away: multiple causes for effect
– P(Burglary | Alarm and Earthquake)
• Everything else
Approximate Inference
• Simple Sampling: logic sample
• Use BayesNetwork as a generative model
• Eg. generate million or more models, via
topological order.
• Generates examples with appropriate
distribution.
• Now use examples to estimate probabilities.
Logic Sampling: simulation
• Query: P(j&m&a&-b&-e)
• Topological sort Variables, i.e
– Any order that preserves partial order
– E.g B, E, A, MC, JC
• Use prob tables, in order to set values
– E.g. p(B = t) = .001 => create a world with B being true
once in a thousand times.
– Use value of B and E to set A, then MC and JC
• Yields (1 million) .000606 rather than .00062
• Generally huge number of simulations for small
probabilities.
Sampling -> probabilities
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Generate examples with proper probability
density.
Use the ordering of the nodes to construct
events.
Finally count to yield an estimate of the
exact probability.
Sensitivity Analysis:
Confidence of Estimate
• Given n examples and k are heads.
• How many examples needed to be 99%
certain that k/n is within .01 of the true p.
• From statistic: Mean = np, Variance = npq
• For confidence of .99, t = 3.25 (table)
• 3.25*sqrt(pq/N) < .01 => N >6,400.
• But correct probabilities not needed, just
correct ordering.
Lymphoma Diagnosis
PathFinder systems
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60 diseases, 130 features
I: rule based, performance ok
II: used mycin confidence, better
III: Do Bayes Net: best
IV: Better Bayes Net: (add utility theory)
– outperformed experts
– solved the combination of expertise problem
Summary
• Bayes nets easier to construct then rulebased expert systems
– Years for rules, days for random variables and
structure
• Probability theory provides sound basis for
decisions
– Correct probabilities still a problem
• Many diagnostic applications
• Explanation less clear: use strong influences