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Bayesian probabilistic interference
1. Bayesian probabilistic interference
Prof. Neeraj Bhargava
Kapil Chauhan
Department of Computer Science
School of Engineering & Systems Sciences
MDS University, Ajmer
2. Outline
What is a Bayesian network?
Why Bayesian networks are useful?
Why learn a Bayesian network?
Semanitcs
What is probabilities
Types of probabilities
More probabilities
3. What is a Bayesian network?
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
4. Example
Topology of network encodes conditional independence
assertions:
Weather is independent of the other variables
Toothache and Catch are conditionally independent given
Cavity
5. Why is a Bayesian network?
Expressive language
Finite mixture models, Factor analysis, Kalman filter,…
Intuitive language
Can utilize causal knowledge in constructing models
Domain experts comfortable building a network
General purpose “inference” algorithms
P(Bad Battery | Has Gas, Won’t Start)
Exact: Modular specification leads to large computational
efficiencies
Approximate: “Loopy” belief propagation
Gas
Start
Battery
6. Why Learning?
data-based
-Answer Wizard, Office 95, 97, & 2000
-Troubleshooters, Windows 98 & 2000
-Causal discovery
-Data visualization
-Concise model of data
-Prediction
knowledge-based
(expert systems)
7. Semantics
The full joint distribution is defined as the product of the local
conditional distributions:
P (X1, … ,Xn) = πi = 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
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