06 Bayesian Networks
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Transcript of 06 Bayesian Networks
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Bayesian
Networks
Chapter 14
Section 1 2
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Updating the Belief State
0.5760.1440.0640.016cavity
0.0080.0720.0120.108cavity
pcatchpcatchpcatchpcatch
toothache toothache
Let D now observe toothache with probability0.8 (e.g., the patient says so)
How should D update its belief state?
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Updating the Belief State
0.5760.1440.0640.016cavity
0.0080.0720.0120.108cavity
pcatchpcatchpcatchpcatch
toothache toothache
Let E be the evidence such that P(toothache|E) = 0.8
We want to compute P(ctpc|E) = P(cpc|t,E) P(t|E)
Since E is not directly related to the cavity or theprobe catch, we consider that c and pc are independentof E given t, hence: P(cpc|t,E) = P(cpc|t)
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Let E be the evidence such that P(Toothache|E) = 0.8
We want to compute P(ctpc|E) = P(cpc|t,E) P(t|E)
Since E is not directly related to the cavity or theprobe catch, we consider that c and pc are independentof E given t, hence: P(cpc|t,E) = P(cpc|t)
To get these 4 probabilitieswe normalize their sum to 0.2
To get these 4 probabilitieswe normalize their sum to 0.8
Updating the Belief State
0.5760.1440.0640.016Cavity
0.0080.0720.0120.108Cavity
PCatchPCatchPCatchPCatch
Toothache Toothache
0.432
0.064 0.256
0.048 0.018
0.036 0.144
0.002
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Issues
If a state is described by n propositions,then a belief space contains 2n states(possibly, some have probability 0)
Modeling difficulty: many numbersmust be entered in the first place
Computational issue: memory size andtime
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Bayesian networks
A simple, graphical notation for conditionalindependence assertions and hence for compactspecification 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 thedistribution overXi for each combination of parent values
Following slides by Hwee Tou Ng (Singapore)
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Example (1)
Topology of network encodes conditional independenceassertions:
Weatheris independent of the other variables
Toothache and Catch are conditionally independentgiven Cavity
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Bayesian Network
Notice that Cavity is the cause of both Toothacheand PCatch, and represent the causality links explicitly
Give the prior probability distribution of Cavity
Give the conditional probability tables of Toothacheand PCatch
Cavity
Toothache
0.2
P(Cavity)
0.6
0.1
CavityCavity
P(Toothache|c)
PCatch
0.9
0.02
CavityCavity
P(PCatch|c)
5 probabilities, instead of 7
P(ctpc) = P(tpc|c) P(c)= P(t|c) P(pc|c) P(c)
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Example (2)
I'm at work, neighbor John calls to say my alarm is ringing, but neighborMary doesn't call. Sometimes it's set off by minor earthquakes. Is there aburglar?
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
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A More Complex BN
Burglary Earthquake
Alarm
MaryCallsJohnCalls
causes
effects
Directedacyclic graph
Intuitive meaningof arc from x to y:
x has directinfluence on y
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0.950.940.290.001
TFTF
TTFF
P(A|)EB
Burglary Earthquake
Alarm
MaryCallsJohnCalls
0.001
P(B)
0.002
P(E)
0.900.05
TF
P(J|)A0.700.01
TF
P(M|)A
Size of theCPT for anode with kparents: 2k
A More Complex BN
10 probabilities, instead of 31
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What does the BN encode?
Each of the beliefs JohnCallsand MaryCalls is independent ofBurglary and Earthquake givenAlarm or Alarm
Burglary Earthquake
Alarm
MaryCallsJohnCalls
For example, John doesnot observe any burglariesdirectly
P(bj) P(b) P(j)P(bj|a) = P(b|a) P(j|a)
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The beliefs JohnCallsand MaryCalls are
independent givenAlarm or AlarmFor instance, the reasons whyJohn and Mary may not call ifthere is an alarm are unrelated
Burglary Earthquake
Alarm
MaryCallsJohnCalls
What does the BN encode?
A node is independent ofits non-descendantsgiven its parents
P(bj|a) = P(b|a) P(j|a)P(jm|a) = P(j|a) P(m|a)
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The beliefs JohnCallsand MaryCalls are
independent givenAlarm or AlarmFor instance, the reasons whyJohn and Mary may not call ifthere is an alarm are unrelated
Burglary Earthquake
Alarm
MaryCallsJohnCalls
What does the BN encode?
A node is independent ofits non-descendantsgiven its parents
Burglary andEarthquake areindependent
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Locally Structured World
A world is locally structured (or sparse) if each of its componentsinteracts directly with relatively few other components
In a sparse world, the CPTs are small and the BN contains muchfewer probabilities than the full joint distribution
If the # of entries in each CPT is bounded by a constant, i.e., O(1),
then the # of probabilities in a BN is linear in n the # ofpropositions instead of 2n for the joint distribution
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Semantics
The full joint distribution is defined as the product of the local
conditional distributions:
P(X1, ,Xn) = i = 1P(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
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Calculation of Joint Probability
0.950.940.290.001
TFTF
TTFF
P(A|)EB
Burglary Earthquake
Alarm
MaryCallsJohnCalls
0.001
P(B)
0.002
P(E)
0.900.05
TF
P(J|)A0.700.01
TF
P(M|)A
P(J
M
A
B
E) = ??
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P(JMABE)= P(JM|A,B,E) P(ABE)= P(J|A,B,E) P(M|A,B,E) P(ABE)(J and M are independent given A)
P(J|A,B,E) = P(J|A)
(J and
B
E are independent given A) P(M|A,B,E) = P(M|A)
P(ABE) = P(A|B,E) P(B|E) P(E)= P(A|B,E) P(B) P(E)
(B and E are independent)
P(JMABE) = P(J|A)P(M|A)P(A|B,E)P(B)P(E)
Burglary Earthquake
Alarm
MaryCallsJohnCalls
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Calculation of Joint Probability
0.950.940.290.001
TFTF
TTFF
P(A|)EB
Burglary Earthquake
Alarm
MaryCallsJohnCalls
0.001
P(B)
0.002
P(E)
0.900.05
TF
P(J|)A0.700.01
TF
P(M|)A
P(J
M
A
B
E)= P(J|A)P(M|A)P(A|B,E)P(B)P(E)= 0.9 x 0.7 x 0.001 x 0.999 x 0.998= 0.00062
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Calculation of Joint Probability
0.950.940.290.001
TFTF
TTFF
P(A|)EB
Burglary Earthquake
Alarm
MaryCallsJohnCalls
0.001
P(B)
0.002
P(E)
0.900.05
TF
P(J|)A0.700.01
TF
P(M|)A
P(J
M
A
B
E)= P(J|A)P(M|A)P(A|B,E)P(B)P(E)= 0.9 x 0.7 x 0.001 x 0.999 x 0.998= 0.00062
P(x1x2xn) = i=1,,nP(xi|parents(Xi)) full joint distribution table
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Calculation of Joint Probability
0.950.940.290.001
TFTF
TTFF
P(A|)EB
Burglary Earthquake
Alarm
MaryCallsJohnCalls
0.001
P(B)
0.002
P(E)
0.900.05
TF
P(J|)A0.700.01
TF
P(M|)A
P(JMABE)= P(J|A)P(M|A)P(A|B,E)P(B)P(E)= 0.9 x 0.7 x 0.001 x 0.999 x 0.998= 0.00062
Since a BN defines thefull joint distribution of aset of propositions, it
represents a belief space
P(x1x2xn) = i=1,,nP(xi|parents(Xi)) full joint distribution table
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Constructing Bayesian networks
1. Choose an ordering of variablesX1, ,Xn 2. For i= 1 to n
addXi to the network
select parents fromX1, ,Xi-1 such that
P(Xi | Parents(Xi)) = P(Xi | X1, ... Xi-1)
This choice of parents guarantees:
P(X1, ,Xn) = i =1P(Xi | X1, , Xi-1) (chain rule)
= i =1P(Xi| Parents(Xi)) (by construction)
n
n
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Suppose we choose the ordering M, J, A, B, E
P(J | M) = P(J)?
Example
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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
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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)? NoP(E | B, A ,J, M) = P(E | A)?
P(E | B, A, J, M) = P(E | A, B)?
Example
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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
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The BN gives P(t|c) What about P(c|t)? P(Cavity|t)
= P(Cavity t)/P(t)= P(t|Cavity) P(Cavity) / P(t)
[Bayes rule]
P(c|t) = P(t|c) P(c)
Querying a BN is just applying thetrivial Bayes rule on a larger scale
Querying the BN
Cavity
Toothache
0.1
P(C)
0.40.01111
TF
P(T|c)C
Slides:Jean Claude Latombe
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New evidence E indicates that JohnCalls withsome probability p
We would like to know the posterior probabilityof the other beliefs, e.g. P(Burglary|E)
P(B|E) = P(BJ|E) + P(B J|E)= P(B|J,E) P(J|E) + P(B |J,E) P(J|E)= P(B|J) P(J|E) + P(B|J) P(J|E)= p P(B|J) + (1-p) P(B|J)
We need to compute P(B|J) and P(B|J)
Querying the BN
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P(b|J) = P(bJ)= maeP(bJmae) [marginalization]
= maeP(b)P(e)P(a|b,e)P(J|a)P(m|a) [BN]
= P(b)eP(e)aP(a|b,e)P(J|a)mP(m|a) [re-ordering]
Querying the BN
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Depth-first evaluation of P(b|J) leads to computing
each of the 4 following products twice:P(J|A) P(M|A), P(J|A) P(M|A), P(J|A) P(M|A), P(J|A) P(M|A)
Bottom-up (right-to-left) computation + caching e.g.,variable elimination algorithm (see R&N) avoids suchrepetition
For singly connected BN, the computation takes timelinear in the total number of CPT entries ( time linearin the # propositions if CPTs size is bounded)
Querying the BN
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Singly Connected BN
A BN is singly connected if there is at most oneundirected path between any two nodes
Burglary Earthquake
Alarm
MaryCallsJohnCalls
is singly connected
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Comparison to Classical Logic
Burglary Alarm
Earthquake Alarm
Alarm JohnCalls
Alarm MaryCalls
If the agent observesJohnCalls,it infers Alarm,Burglary, and Earthquake
If it observes JohnCalls, then itinfers nothing
Burglary Earthquake
Alarm
MaryCallsJohnCalls
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Summary
Bayesian networks provide a natural
representation for (causally induced)
conditional independence
Topology + CPTs = compactrepresentation of joint distribution
Generally easy for domain experts to
construct