Lirong Xia Bayesian networks (2) Thursday, Feb 25, 2014.

Lirong Xia

Bayesian networks (2)

Thursday, Feb 25, 2014

• Pay attention to all reminders

• Written HW 1 out: due this Friday before the class

– type+printout preferred

– or it must be in print handwriting. We may return illegible

HWs without grading

– no email submissions

• Midterm Mar 7

– in-class

– open book

– cannot use smartphone/laptops/wifi

• Project 2 deadline Mar 18 midnight 2

Reminder

• Avg score for reassigned project 1: 15.97

• Usage of old util.py

– should not matter if you only use the member

functions

• if so, let me know

– might be problematic if you directly access the

member variables

– advise: make sure you use all files with the

autograder for project 23

Reassigned project 1

• Bayesian networks

– compact, graphical representation of a joint

probability distribution

– conditional independence

4

Last class

Bayesian network

5

• Definition of Bayesian network (Bayes’ net or BN)

• A set of nodes, one per variable X

• A directed, acyclic graph

• A conditional distribution for each node

– A collection of distributions over X, one for each combination of parents’ values

p(X|a1,…, an)

– CPT: conditional probability table

– Description of a noisy “causal” process

A Bayesian network = Topology (graph) + Local Conditional Probabilities

Probabilities in BNs

6

• Bayesian networks implicitly encode joint distributions– As a product of local conditional distributions

– Example:

• This lets us reconstruct any entry of the full joint

• Not every BN can represent every joint distribution– The topology enforces certain conditional independencies

Reachability (D-Separation)

7

• Question: are X and Y conditionally independent given evidence vars {Z}?– Yes, if X and Y “separated” by Z– Look for active paths from X to Y– No active paths = independence!

• A path is active if each triple is active:– Causal chain where B is

unobserved (either direction)– Common cause where B is

unobserved– Common effect where B or

one of its descendents is observed

• All it takes to block a path is a single inactive segment

A B C

A B C

A B C

• Given random variables Z1,…Zp,

we are asked whether X Y|Z⊥ 1,…Zp

• Step 1: shade Z1,…Zp

• Step 2: for each undirected path

from X to Y

– if all triples are active, then X and Y

are NOT conditionally independent

• If all paths have been checked and

none of them is active, then X Y|⊥

Z1,…Zp8

Checking conditional independence from BN graph

Example

9

'

R B

R B T

R B T

Yes!

Example

10

'

'

,

L T T

L B

L B T

L B T

L B T R

Yes!

Yes!

Yes!

Example

11

,

T D

T D R

T D R S

Yes!

• Variables:– R: Raining

– T: Traffic

– D: Roof drips

– S: I am sad

• Questions:

12

Today: Inference---variable elimination

Inference

13

• Inference: calculating some useful quantity from a joint probability distribution

• Examples:– Posterior probability:

– Most likely explanation:

Inference

14

• Given unlimited time, inference in BNs is easy

• Recipe:– State the marginal probabilities you need– Figure out ALL the atomic probabilities you need– Calculate and combine them

• Example:

, ,,

,

p b j mp b j m

p j m

Example: Enumeration

15

• In this simple method, we only need the BN to synthesize the joint entries

, ,

,

,

,

,

p b j m

p b p e p a b e p j a p m a




Inference by Enumeration?

16

p(+R)Σsp(s)Σgp(g|+R,s)Σn p(n|+R)p(+D|n,g)

• Order: s>g>n

• only involves s

• only involves s and g

• only involves s, g, and n 20

Staring at the formula…

• Compute a marginal probability p(x1,…,xp) in a

Bayesian network

– Let Y1,…,Yk denote the remaining variables

– Step 1: fix an order over the Y’s (wlog Y1>…>Yk)

– Step 2: rewrite the summation as

Σy1 Σy2

…Σyk-1 Σyk

anything

– Step 3: variable elimination from right to left 23

General method for variable elimination

sth only

involving

X’s

sth only

involving Y1

and X’s

sth only

involving Y1,

Y2 and X’s

sth only

involving Y1,

Y2,…,Yk-1

and X’s

Trees make our life much easier

• Choose an extreme variable to eliminate first

• …Σx4 P(x4|x1,x2)…Σx5 P(x5|x4) = …Σx4 P(x4|x1,x2)[Σx5 P(x5|x4)]…

• Why this does not work well for general BNs?

X1 X2 X3

X4

X6X5

X7 X8

Lirong Xia Bayesian networks (2) Thursday, Feb 25, 2014.

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