CS 2750: Machine Learning. Bayesian Networks. Prof. Adriana Kovashka University of Pittsburgh March 14, 2016
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1 CS 2750: Machine Learning Bayesian Networks Prof. Adriana Kovashka University of Pittsburgh March 14, 2016
2 Plan for today and next week Today and next time: Bayesian networks (Bishop Sec. 8.1) Conditional independence (Bishop Sec. 8.2) Next week: Markov random fields (Bishop Sec ) Hidden Markov models (Bishop Sec ) Expectation maximization (Bishop Ch. 9)
3 Graphical Models If no assumption of independence is made, then an exponential number of parameters must be estimated for sound probabilistic inference. No realistic amount of training data is sufficient to estimate so many parameters. If a blanket assumption of conditional independence is made, efficient training and inference is possible, but such a strong assumption is rarely warranted. Graphical models use directed or undirected graphs over a set of random variables to explicitly specify variable dependencies and allow for less restrictive independence assumptions while limiting the number of parameters that must be estimated. Bayesian networks: Directed acyclic graphs indicate causal structure. Markov networks: Undirected graphs capture general dependencies. Slide credit: Ray Mooney
4 Learning Graphical Models Structure Learning: Learn the graphical structure of the network. Parameter Learning: Learn the real-valued parameters of the network. CPTs for Bayes nets Potential functions for Markov nets Slide credit: Ray Mooney
5 Parameter Learning If values for all variables are available during training, then parameter estimates can be directly estimated using frequency counts over the training data. If there are hidden variables, some form of gradient descent or Expectation Maximization (EM) must be used to estimate distributions for hidden variables. Adapted from Ray Mooney
6 Bayesian Networks Directed Acyclic Graph (DAG)
7 Bayesian Networks General Factorization
8 Bayesian Networks Directed Acyclic Graph (DAG) Nodes are random variables Edges indicate causal influences Burglary Earthquake Alarm JohnCalls MaryCalls Slide credit: Ray Mooney
9 Conditional Probability Tables Each node has a conditional probability table (CPT) that gives the probability of each of its values given every possible combination of values for its parents (conditioning case). Roots (sources) of the DAG that have no parents are given prior probabilities. P(B).001 Burglary Earthquake P(E).002 Alarm B E P(A) T T.95 T F.94 F T.29 F F.001 A P(J) T.90 F.05 JohnCalls MaryCalls A P(M) T.70 F.01 Slide credit: Ray Mooney
10 CPT Comments Probability of false not given since rows must add to 1. Example requires 10 parameters rather than 2 5 1=31 for specifying the full joint distribution. Number of parameters in the CPT for a node is exponential in the number of parents. Slide credit: Ray Mooney
11 Bayes Net Inference Given known values for some evidence variables, determine the posterior probability of some query variables. Example: Given that John calls, what is the probability that there is a Burglary???? John calls 90% of the time there Burglary Earthquake is an Alarm and the Alarm detects 94% of Burglaries so people Alarm generally think it should be fairly high. JohnCalls MaryCalls However, this ignores the prior probability of John calling. Slide credit: Ray Mooney
12 Bayes Net Inference Example: Given that John calls, what is the probability that there is a Burglary???? Burglary JohnCalls P(B).001 Alarm Earthquake MaryCalls John also calls 5% of the time when there is no Alarm. So over 1,000 days we expect 1 Burglary and John will probably call. However, he will also call with a false report 50 times on average. So the call is about 50 times more likely a false report: P(Burglary JohnCalls) 0.02 A P(J) T.90 F.05 Slide credit: Ray Mooney
13 Bayesian Curve Fitting (1) Polynomial
14 Bayesian Curve Fitting (2) Plate
15 Bayesian Curve Fitting (3) Input variables and explicit hyperparameters
16 Bayesian Curve Fitting Learning Condition on data
17 Bayesian Curve Fitting Prediction Predictive distribution: where
18 Generative vs Discriminative Models Generative approach: Model Use Bayes theorem Discriminative approach: Model directly
19 Generative Models Causal process for generating images
20 Discrete Variables (1) General joint distribution: K 2 { 1 parameters Independent joint distribution: 2(K { 1) parameters
21 Discrete Variables (2) General joint distribution over M variables: K M { 1 parameters M -node Markov chain: K { 1 + (M { 1)K(K { 1) parameters
22 Discrete Variables: Bayesian Parameters (1)
23 Discrete Variables: Bayesian Parameters (2) Shared prior
24 Conditional Independence a is independent of b given c Equivalently Notation
25 Conditional Independence: Example 1 Node c is tail to tail for path from a to b: path makes a and b dependent
26 Conditional Independence: Example 1 Node c is tail to tail for path from a to b: c blocks the path thus making a and b conditionally independent
27 Conditional Independence: Example 2 Node c is head to tail for path from a to b: path makes a and b dependent
28 Conditional Independence: Example 2 Node c is head to tail for path from a to b: c blocks the path thus making a and b conditionally independent
29 Conditional Independence: Example 3 Node c is head to head for path from a to b: c blocks the path thus making a and b independent Note: this is the opposite of Example 1, with c unobserved.
30 Conditional Independence: Example 3 Node c is head to head for path from a to b: c unblocks the path thus making a and b conditionally dependent Note: this is the opposite of Example 1, with c observed.
31 Am I out of fuel? B = F = G = Battery (0=flat, 1=fully charged) Fuel Tank (0=empty, 1=full) Fuel Gauge Reading (0=empty, 1=full) and hence
32 Am I out of fuel? Probability of an empty tank increased by observing G = 0.
33 Am I out of fuel? Probability of an empty tank reduced by observing B = 0. This referred to as explaining away.
34 D-separation A, B, and C are non-intersecting subsets of nodes in a directed graph. A path from A to B is blocked if it contains a node such that either a) the arrows on the path meet either head-to-tail or tailto-tail at the node, and the node is in the set C, or b) the arrows meet head-to-head at the node, and neither the node, nor any of its descendants, are in the set C. If all paths from A to B are blocked, A is said to be d- separated from B by C. If A is d-separated from B by C, the joint distribution over all variables in the graph satisfies.
35 D-separation: Example
36 D-separation: I.I.D. Data The x i s conditionally independent. Are the x i s marginally independent?
37 Naïve Bayes Conditioned on the class z, the distributions of the input variables x 1,, x D are independent. Are the x 1,, x D marginally independent?
38 The Markov Blanket Factors independent of x i cancel between numerator and denominator. The parents, children and co-parents of x i form its Markov blanket, the minimal set of nodes that isolate x i from the rest of the graph.
39 Bayes Nets vs. Markov Nets Bayes nets represent a subclass of joint distributions that capture non-cyclic causal dependencies between variables. A Markov net can represent any joint distribution. Slide credit: Ray Mooney
40 Markov Chains In general: First-order Markov chain:
41 Markov Chains: Second-order Markov chain:
42 Markov Random Fields Undirected graph over a set of random variables, where an edge represents a dependency. The Markov blanket of a node, X, in a Markov Net is the set of its neighbors in the graph (nodes that have an edge connecting to X). Every node in a Markov Net is conditionally independent of every other node given its Markov blanket. Slide credit: Ray Mooney
43 Markov Random Fields Markov Blanket A node is conditionally independent of all other nodes conditioned only on the neighboring nodes.
44 Cliques and Maximal Cliques Clique Maximal Clique
45 Distribution for a Markov Network The distribution of a Markov net is most compactly described in terms of a set of potential functions, φ k, for each clique, k, in the graph. For each joint assignment of values to the variables in clique k, φ k assigns a non-negative real value that represents the compatibility of these values. The joint distribution of a Markov is then defined by: 1 P x, x,... x ) ( x ) ( 1 2 n k { k} Z k where x {k} represents the joint assignment of the variables in clique k, and Z is a normalizing constant that makes a joint distribution that sums to 1. Z x ) x k k ( { k} Slide credit: Ray Mooney
46 Illustration: Image De-Noising (1) Original Image Noisy Image
47 Illustration: Image De-Noising (2) y i in {+1, -1}: labels in observed noisy image, x i in {+1, -1}: labels in noise-free image, i is the index over pixels
48 Illustration: Image De-Noising (3) Noisy Image Restored Image (ICM)
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