Bayesian networks: Modeling
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1 Bayesian networks: Modeling CS Fall 2011 Lecture 21 CS Fall 2011 Lecture 21 1
2 Outline Overview of Bayes nets Syntax and semantics Examples Compact conditional distributions CS Fall 2011 Lecture 21 2
3 Learning with complex probability models Learning cannot succeed without imposing some prior structure on the hypothesis space (by constraint or by preference) Generative models P (X θ) support MLE, MAP, and Bayesian learning for domains that (approximately) reflect the assumptions underlying the model: Naive Bayes conditional independence of attributes given class value Mixture models domain has a flat, discrete category structure All i.i.d. models model doesn t change over time Etc. Would like to express arbitrarily complex and flexible prior knowledge: Some attributes depend on others Categories have hierarchical structure; objects may be mixtures of several categories Observations at time t may depend on earlier observations Etc. CS Fall 2011 Lecture 21 3
4 Bayesian networks A simple, graphical notation for conditional independence assertions among a predefined set of random variables X j, j = 1,..., D and hence for compact specification of arbitrary joint distributions Syntax: a set of nodes, one per variable a directed, acyclic graph (link directly influences ) a set of parameters for each node given its parents: θ(x j P arents(x j )) In the simplest case, parameters consist of a conditional probability table (CPT) giving the distribution over X j for each combination of parent values CS Fall 2011 Lecture 21 4
5 Example Topology of network encodes conditional independence assertions: Weather Cavity Toothache Catch W eather is independent of the other variables T oothache and Catch are conditionally independent given Cavity CS Fall 2011 Lecture 21 5
6 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, M arycalls 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 CS Fall 2011 Lecture 21 6
7 Example contd. Burglary P(B).001 Earthquake P(E).002 B T T F F E T F T F P(A B,E) Alarm JohnCalls A T F P(J A) MaryCalls A T F P(M A) CS Fall 2011 Lecture 21 7
8 Compactness A CPT for Boolean X j with L Boolean parents has B E 2 L rows for the combinations of parent values A Each row requires one parameter p for X j = true (the parameter for X j = false is just 1 p) J M If each variable has no more than L parents, the complete network requires O(D 2 L ) parameters I.e., grows linearly with D, vs. O(2 D ) for the full joint distribution For burglary net, = 10 parameters (vs = 31) CS Fall 2011 Lecture 21 8
9 Global semantics Global semantics defines the full joint distribution as the product of the local conditional distributions: B E P (x 1,..., x D ) = Π D j = 1θ(x j parents(x j )). A e.g., P (j m a b e) = J M CS Fall 2011 Lecture 21 9
10 Global semantics Global semantics defines the full joint distribution B E as the product of the local conditional distributions: A P (x 1,..., x D ) = Π D j = 1θ(x j parents(x j )). e.g., P (j m a b e) J M = θ(j a)θ(m a)θ(a b, e)θ( b)θ( e) = CS Fall 2011 Lecture 21 10
11 Global semantics Global semantics defines the full joint distribution B E as the product of the local conditional distributions: A P (x 1,..., x D ) = Π D j = 1θ(x j parents(x j )). e.g., P (j m a b e) J M = θ(j a)θ(m a)θ(a b, e)θ( b)θ( e) = Theorem: θ(x j P arents(x j )) = P(X j P arents(x j )) CS Fall 2011 Lecture 21 11
12 Local semantics Local semantics: each node is conditionally independent of its nondescendants given its parents U 1... U m Z 1j X Z nj Y 1... Y n Theorem: Local semantics global semantics CS Fall 2011 Lecture 21 12
13 Markov blanket Each node is conditionally independent of all others given its Markov blanket: parents + children + children s parents U 1... U m Z 1j X Z nj Y 1... Y n CS Fall 2011 Lecture 21 13
14 Constructing Bayesian networks Need a method such that a series of locally testable assertions of conditional independence guarantees the required global semantics 1. Choose an ordering of variables X 1,..., X D 2. For j = 1 to D add X j to the network select parents from X 1,..., X j 1 such that P(X j P arents(x j )) = P(X j X 1,..., X j 1 ) i.e., X j is conditionally independent of other variables given parents This choice of parents guarantees the global semantics: P(X 1,..., X D ) = Π D j = 1P(X j X 1,..., X j 1 ) (chain rule) = Π D j = 1P(X j P arents(x j )) (by construction) CS Fall 2011 Lecture 21 14
15 Example: Car diagnosis Initial evidence: car won t start Testable variables (green), broken, so fix it variables (orange) Hidden variables (gray) ensure sparse structure, reduce parameters battery age alternator broken fanbelt broken battery dead no charging battery meter battery flat no oil no gas fuel line blocked starter broken lights oil light gas gauge car won t start dipstick CS Fall 2011 Lecture 21 15
16 Example: Car insurance Age GoodStudent RiskAversion SeniorTrain SocioEcon Mileage VehicleYear ExtraCar DrivingSkill MakeModel DrivingHist Antilock DrivQuality Airbag CarValue HomeBase AntiTheft Ruggedness Accident OwnDamage Theft Cushioning OtherCost OwnCost MedicalCost LiabilityCost PropertyCost CS Fall 2011 Lecture 21 16
17 Compact conditional distributions CPT grows exponentially with number of parents CPT becomes infinite with continuous-valued parent or child Solution: canonical distributions that are defined compactly Deterministic nodes are the simplest case: X = f(p arents(x)) for some function f E.g., Boolean functions NorthAmerican Canadian US Mexican E.g., numerical relationships among continuous variables LakeLevel t = inflow + precipitation - outflow - evaporation CS Fall 2011 Lecture 21 17
18 Compact conditional distributions contd. Noisy-OR distributions model multiple noninteracting causes 1) Parents U 1... U L include all causes (can add leak node) 2) Independent failure probability q l for each cause alone P (X U 1... U M, U M+1... U L ) = 1 Π M l = 1q l Cold F lu M alaria P (F ever) P ( F ever) F F F F F T F T F F T T = T F F T F T = T T F = T T T = Number of parameters linear in number of parents CS Fall 2011 Lecture 21 18
19 Hybrid (discrete+continuous) networks Discrete (Subsidy? and Buys?); continuous (Harvest and Cost) Subsidy? Harvest Cost Buys? Option 1: discretization possibly large errors, large CPTs Option 2: finitely parameterized canonical families 1) Continuous variable, discrete+continuous parents (e.g., Cost) 2) Discrete variable, continuous parents (e.g., Buys?) CS Fall 2011 Lecture 21 19
20 Continuous child variables Need one conditional density function for child variable given continuous parents, for each possible assignment to discrete parents Most common is the linear Gaussian model, e.g.,: P (Cost = c Harvest = h, Subsidy? = true) = N(a t h + b t, σ t )(c) 1 = exp 1 2 c (a t h + b t ) σ t 2π 2 σ t Mean Cost varies linearly with Harvest, variance is fixed Linear variation is unreasonable over the full range but works OK if the likely range of Harvest is narrow CS Fall 2011 Lecture 21 20
21 Continuous child variables P(c h, subsidy) Cost c Harvest h All-continuous network with LG distributions full joint distribution is a multivariate Gaussian Discrete+continuous LG network is a conditional Gaussian network i.e., a multivariate Gaussian over all continuous variables for each combination of discrete variable values CS Fall 2011 Lecture 21 21
22 Discrete variable w/ continuous parents Probability of Buys? given Cost should be a soft threshold: P(c) Cost c Probit distribution uses integral of Gaussian: Φ(x) = x N(0, 1)(x)dx P (Buys? = true Cost = c) = Φ(( c + µ)/σ) CS Fall 2011 Lecture 21 22
23 1. It s sort of the right shape Why the probit? 2. Can view as hard threshold whose location is subject to noise Cost Cost Noise Buys? CS Fall 2011 Lecture 21 23
24 Discrete variable contd. Sigmoid (or logit) distribution also used in neural networks: P (Buys? = true Cost = c) = exp( 2 c+µ σ ) Sigmoid has similar shape to probit but much longer tails: Logit Probit P(buys c) Cost c CS Fall 2011 Lecture 21 24
25 Summary (representation) Bayes nets provide a natural representation for (causally induced) conditional independence Topology + CPTs = compact representation of joint distribution fast learning from few examples Generally easy for (non)experts to construct Canonical distributions (e.g., noisy-or, linear Gaussian) compact representation of CPTs faster learning from fewer examples CS Fall 2011 Lecture 21 25
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