This lecture. Reading. Conditional Independence Bayesian (Belief) Networks: Syntax and semantics. Chapter CS151, Spring 2004
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1 This lecture Conditional Independence Bayesian (Belief) Networks: Syntax and semantics Reading Chapter
2 Propositions and Random Variables Letting A refer to a proposition which may either be true or false, A) denotes the probability that A is true also denoted A=TRUE). A is a called a binary or propositional random variable. We also have multi-valued random variables e.g., Weather is one of <sunny,rain,cloudy,snow>
3 Priors, Distribution, Joint Prior or unconditional probabilities of propositions e.g., Cavity) =Cavity=TRUE)= 0.1 Weather=sunny) = 0.72 correspond to belief prior to arrival of any (new) evidence Probability distribution gives probabilities of all possible values of the random variable. Weather is one of <sunny,rain,cloudy,snow> Weather) = <0.72, 0.1, 0.08, 0.1> (normalized, i.e., sums to 1)
4 Joint probability distribution Joint probability distribution for a set of variables gives values for each possible assignment to all the variables Toothache, Cavity) is a 2 by 2 matrix. Cavity=true Cavity=false Toothache=true Toothache = false NOTE: Elements in table sum to 1 3 independent numbers. Weather,Cavity) is a 4 by 2 matrix of values: Weather= sunny rain cloudy snow Cavity=True Cavity=False
5 Conditional Probabilities Conditional or posterior probabilities e.g., Cavity Toothache) = 0.8 What is the probability of having a cavity given that the patient has a toothache? Definition of conditional probability: A B) = A, B) / B) if B) 0 Product rule gives an alternative formulation: A, B) = A B)B) = B A)A)
6 Bayes Rule From product rule A, B) = A B)B) = B A)A), we can obtain Bayes' rule P ( A B) = B A) A) B)
7 Bayes Rule: Example P ( Cause Effect) = Effect Cause) Cause) Effect) Let M be meningitis, S be stiff neck M)= S)= 0.1 S M) = 0.8 S M ) M ) M S) = = = S) Note: posterior probability of meningitis still very small!
8 A generalized Bayes Rule More general version conditionalized on some background evidence E P ( A B, E) = B A, E) A B E) E)
9 Using the full joint distribution Cavity=true Cavity=false Toothache=true Toothache = false What is the unconditional probability of having a Cavity? Cavity) = Cavity ^ Toothache) + Cavity^ ~Toothache) = = 0.1 What is the probability of having either a cavity or a Toothache? Cavity Toothache) = Cavity,Toothache) + Cavity, ~Toothache) + ~Cavity,Toothache) = = 0.11
10 Using the full joint distribution Cavity=true Cavity=false Toothache=true Toothache = false What is the probability of having a cavity given that you already have a toothache? Cavity Toothache) 0.04 Cavity Toothache) = = = Toothache)
11 Normalization Suppose we wish to compute a posterior distribution over random variable A given B=b, and suppose A has possible values a 1... a m We can apply Bayes' rule for each value of A: A=a 1 B=b) = B=b A=a 1 )A=a 1 )/B=b)... A=a m B=b) = B=b A=a m )A=a m )/B=b) Adding these up, and noting that Σ i A=a i B=b) = 1: B=b) = Σ i B=b A=a i )A=a i ) This is the normalization factor denoted α = 1/B=b): A B=b) = α B=b A)A) Typically compute an unnormalized distribution, normalize at end e.g., suppose B=b A)A) = <0.4,0.2,0.2> then A B=b) = α <0.4,0.2,0.2> = <0.4,0.2,0.2> / ( ) = <0.5,0.25,0.25>
12 Marginalization Given a condition distribution X Z), we can create the unconditional distribution X) by marginalization: X) = Σ z X Z=z) Z=z) = Σ z X, Z=z) In general, given a joint distribution over a set of variables, the distribution over any subset (called a marginal distribution for historical reasons) can be calculated by summing out the other variables.
13 Conditioning Introducing a variable as an extra condition: X Y) = Σ z X Y, Z=z) Z=z Y) Intuition: often easier to assess each specific circumstance, e.g., RunOver Cross) = RunOver Cross, Light=green)Light=green Cross) + RunOver Cross, Light=yellow)Light=yellow Cross) + RunOver Cross, Light=red)Light=red Cross)
14 Absolute Independence Two random variables A and B are (absolutely) independent iff A, B) = A)B) Using product rule for A & B independent, we can show: A, B) = A B)B) = A)B) Therefore A B) = A) If n Boolean variables are independent, the full joint is: X 1,, X n ) = Π i X i ) Full joint is generally specified by 2 n - 1 numbers, but when independent only n numbers are needed. Absolute independence is a very strong requirement, seldom met!!
15 Conditional Independence Some evidence may be irrelevant, allowing simplification, e.g., Cavity Toothache, CubsWin) = Cavity Toothache) = 0.8 This property is known as Conditional Independence and can be expressed as: X Y, Z) = X Z) which says that X and Y independent given Z. If I have a cavity, the probability that the probe catches in it doesn't depend on whether I have a toothache: 1. Catch Toothache, Cavity) = Catch Cavity) i.e., Catch is conditionally independent of Toothache given Cavity The same independence holds if I haven't got a cavity: 2. Catch Toothache, ~Cavity) = Catch ~Cavity)
16 Conditional independence contd. Equivalent statements to Catch Toothache, Cavity) = Catch Cavity) ( * ) 1.a Toothache Catch, Cavity) = Toothache Cavity) Toothache Catch, Cavity) = Catch Toothache, Cavity) Toothache Cavity) / Catch Cavity) = Catch Cavity) Toothache Cavity) / Catch Cavity) (from *) = Toothache Cavity) 1.b Toothache,Catch Cavity) = Toothache Cavity)Catch Cavity) Toothache,Catch Cavity) = Toothache Catch,Cavity) Catch Cavity) (product rule) = Toothache Cavity) Catch Cavity) (from 1a)
17 Using Conditional Independence Full joint distribution can now be written as Toothache,Catch,Cavity) = (Toothache,Catch Cavity) Cavity) = Toothache Cavity)Catch Cavity)Cavity) (from 1.b) Specified by: = 5 independent numbers Compared to 7 for general joint or 3 for unconditionally indpendent.
18 Belief (Bayes( Bayes) ) networks A simple, graphical notation for conditional independence assertions and hence for compact specification of full joint distributions. Syntax: 1. a set of nodes, one per random variable 2. links mean parent directly influences child 3. a directed, acyclic graph 4. a conditional distribution (a table) for each node given its parents: X i Parents(X i )) In the simplest case, conditional distribution represented as a conditional probability table (CPT)
19 A two node net & Conditional probability table A Node A is independent of Node B, so it is described by an unconditional probability A) A) is given by 1 - A) B Node B is conditionally dependent on A. It is described by four numbers, B A), B A), B A) and B A). This can be expressed as 2 by 2 conditional probability table (CPT). But B A) = 1 B A) and B A) = 1 - B A). Therefore, only two independent numbers in CPT
20 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: Burglar, Earthquake, Alarm, JohnCalls, MaryCalls Network topology reflects ``causal'' knowledge:
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