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A Tutorial on Inference and Learning in Bayesian Networks

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A Tutorial on Inference and Learning in Bayesian Networks A Tutorial on Inference and Learning in Bayesian Networks Irina Rish IBM T.J.Watson Research Center [email protected] http://www.research.ibm.com/people/r/rish/ Outline Motivation: learning probabilistic models from data Representation: Bayesian network models Probabilistic inference in Bayesian Networks Exact inference Approximate inference Learning Bayesian Networks Learning parameters Learning graph structure (model selection) Summary Bayesian Networks Structured, graphical representation of probabilistic relationships between several random variables Explicit representation of conditional independencies Missing arcs encode conditional independence Efficient representation of joint PDF P(X) Generative model (not just discriminative): allows arbitrary queries to be answered, e.g. P (lung cancer=yes | smoking=no, positive X-ray=yes ) = ? Bayesian Network: BN = (G, Θ) P(S) G - directed acyclic graph (DAG) Smoking nodes – random variables edges – direct dependencies P(C|S) P(B|S) - set of parameters in all Bronchitis Θ lung Cancer conditional probability distributions (CPDs) CPD: P(X|C,S) C B D=0 D=1 P(D|C,B) 0 0 0.1 0.9 CPD of X-ray Dyspnoea 0 1 0.7 0.3 node X: 1 0 0.8 0.2 P(X|parents(X)) 1 1 0.9 0.1 Compact representation of joint distribution in a product form (chain rule): P(S, C, B, X, D) = P(S) P(C|S) P(B|S) P(X|C,S) P(D|C,B) 1+ 2 + 2 + 4 + 4 = 13 parameters instead of 2\ = ZY Example: Printer Troubleshooting Application Output OK Spool Print Process OK Spooling On Spooled GDI Data Data OK Input OK Local Disk Uncorrupted Space Adequate Driver Correct GDI Data Driver Output OK Correct Driver Settings Correct Printer Print Selected Data OK Network Net/Local Up Printing Correct Correct Net PC to Printer Local Local Port Printer Path Path OK Transport OK Path OK Local Cable Connected Net Cable Connected Paper Printer On Printer Loaded and Online Data OK Printer Memory Print Output Adequate 26 variables OK Instead of 226 parameters we get 99 = 17x1 + 1x21 + 2x22 + 3x23 + 3x24 [Heckerman, 95] “Moral” graph of a BN Moralization algorithm: P(S) 1. Connect (“marry”) parents Smoking P(B|S) of each node. P(C|S) 2. Drop the directionality of lung Cancer Bronchitis the edges. P(D|C,B) Resulting undirected graph is X-ray Dyspnoea called the “moral” graph of BN P(X|C,S) Interpretation: every pair of nodes that occur together in a CPD is connected by an edge in the moral graph. CPD for X and its k parents (called “family”) is represented by a clique of size k (k+1) in the moral graph, and contains d ( d − 1 ) probability parameters where d is the number of values each variable can have (domain size). Conditional Independence in BNs: Three types of connections Serial S Diverging Smoking Visit to Asia L B A Lung Cancer Bronchitis Knowing S makes L and B T Tuberculosis independent (common cause) Converging Chest X-ray LB X Lung Cancer Bronchitis Knowing T makes A and X independent D Dyspnoea NOT knowing D or M (intermediate cause) makes L and B M independent Running (common effect) Marathon d-separation Nodes X and Y are d-separated if on any (undirected) path between X and Y there is some variable Z such that is either Z is in a serial or diverging connection and Z is known, or Z is in a converging connection and neither Z nor any of Z’s descendants are known X Z X Y Z X Y Z Y M Nodes X and Y are called d-connected if they are not d-separated (there exists an undirected path between X and Y not d- separated by any node or a set of nodes) If nodes X and Y are d-separated by Z, then X and Y are conditionally independent given Z (see Pearl, 1988) Independence Relations in BN A variable (node) is conditionally independent of its non-descendants given its parents Smoking Lung Cancer Bronchitis Given Bronchitis and Lung Cancer, Chest X-ray Dyspnoea is independent Dyspnoea of X-ray (but may depend Running on Running Marathon) Marathon Markov Blanket A node is conditionally independent of ALL other nodes given its Markov blanket, i.e. its parents, children, and “spouses’’ (parents of common children) (Proof left as a homework problem ☺) Age Gender Exposure to Toxins Smoking Diet Cancer Serum Calcium Lung Tumor [Breese & Koller, 97] What are BNs useful for? Diagnosis: P(cause|symptom)=? cause Prediction: P(symptom|cause)=? C1 C2 Classification: max P(class|data) class Decision-making (given a cost function) symptom Medicine Speech Bio- informatics recognition Text Stock market Classification Computer troubleshooting Application Examples APRI system developed at AT&T Bell Labs learns & uses Bayesian networks from data to identify customers liable to default on bill payments NASA Vista system predict failures in propulsion systems considers time criticality & suggests highest utility action dynamically decide what information to show Application Examples Office Assistant in MS Office 97/ MS Office 95 Extension of Answer wizard uses naïve Bayesian networks help based on past experience (keyboard/mouse use) and task user is doing currently This is the “smiley face” you get in your MS Office applications Microsoft Pregnancy and Child-Care Available on MSN in Health section Frequently occurring children’s symptoms are linked to expert modules that repeatedly ask parents relevant questions Asks next best question based on provided information Presents articles that are deemed relevant based on information provided IBM’s systems management applications Machine Learning for Systems @ Watson (Hellerstein, Jayram, Rish (2000)) (Rish, Brodie, Ma (2001)) Fault diagnosis using probes End-user transaction recognition Software or hardware components Issues: X 2 X 3 Remote Procedure Calls (RPCs) Efficiency (scalability) X 1 Missing data/noise: sensitivity analysis R2 R5 R3 R2 R1 R2 R5 “Adaptive” probing: selecting “most- informative” probes T on-line Transaction1 Transaction2 4 learning/model T 1 T updates T 3 BUY? OPEN_DB? Probe outcomes 2 on-line diagnosis SELL? SEARCH? Goal: finding most-likely diagnosis Q Q OXS… ) = GwOXS… £XS… P :S…_ PatternPattern discovery, discovery, classification, classification, diagnosisdiagnosis and and prediction prediction Probabilistic Inference Tasks Belief updating: = = BEL(Xi ) P(Xi xi | evidence) Finding most probable explanation (MPE) x* = argmaxP(x,e) x Finding maximum a-posteriory hypothesis ⊆ * * = A X : (a1,...,ak ) argmax ∑P(x,e) a hypothesis variables X/A Finding maximum-expected-utility (MEU) decision * * = D ⊆ X : decision variables (d 1 ,..., d k ) arg max ∑ P( x, e)U( x) d X/D U(x) : utility function Belief Updating Task: Example Smoking lung Cancer Bronchitis X-ray Dyspnoea P (smoking| dyspnoea=yes ) = ? Belief updating: find P(X|evidence) P(s,d = 1) P(s|d=1) = ∝ P(s,d = 1) = S P(d = 1) ∑ CC BB P(s)P(c|s)P(b|s)P(x|c,s)P(d|c,b)= d =1,b,x,c XX DD P(s) ∑ ∑ P(b|s)∑ ∑P(c|s)P(x|c,s)P(d|c,b) = “Moral” graph d 1 b x c Variable Elimination f (s, d , b, x) W*=4 Complexity: O(n exp(w*)) ”induced width” (max induced clique size) Efficient inference: variable orderings, conditioning, approximations Variable elimination algorithms (also called “bucket-elimination”) Belief updating: VE-algorithm elim-bel (Dechter 1996) ∑ ∏ b Elimination operator bucket B: P(b|a) P(d|b,a) P(e|b,c) B B bucket C: P(c|a) h (a, d, c, e) C bucket D: h C (a, d, e) D bucket E: e=0 h D (a, e) E E W*=4 bucket A: P(a) h (a) ”induced width” A P(a|e=0) (max clique size) Finding MPE = max P(x) x VE-algorithm elim-mpe (Dechter 1996) ∑ is replaced by max : MPE = max P(a)P(c | a)P(b | a)P(d | a, b)P(e | b, c) a,e,d ,c,b max ∏ b Elimination operator bucket B: P(b|a) P(d|b,a) P(e|b,c) B B bucket C: P(c|a) h (a, d, c, e) C bucket D: h C (a, d, e) D bucket E: e=0 h D (a, e) E bucket A: P(a) h E (a) W*=4 ”induced width” A MPE (max clique size) probability Generating the MPE-solution 5. b' = arg max P(b | a' ) × b B: P(b|a) P(d|b,a) P(e|b,c) × P(d' | b, a' ) × P(e' | b, c' ) 4. c' = arg max P(c | a' ) × h B (a, d, c, e) c C: P(c|a) × h B (a' ,d' ,c, e' ) hC (a,d,e) 3. d' = arg max hC (a' ,d,e' ) D: d h D (a, e) 2. e' = 0 E: e=0 E 1. a' = arg max P(a) ⋅ h E (a) A: P(a) h (a) a Return (a' , b' ,c' ,d' ,e' ) * Complexity of VE-inference: O(n exp(wo )) 3 ` − GG GGGGGGGGGGGG GG 3 t aGG ` +XG= ¡GGGG GG The width wo (X) of a variable X in graph G along the ordering o is the number of nodes preceding X in the ordering and connected to X (earlier neighbors ). The width wo of a graph is the maximum width wo (X) among all nodes. The induced graph G' along the ordering o is obtained by recursively connecting earlier neighbors of each node, from last to the first in the ordering. The width of the induced graph G' is called the induced width of the graph G (denoted w* ). o A B E C D B C D C E B D E A A * * “Moral” graph w = 4 w = 2 o1 o2 Ordering is important! But finding min-w* ordering is NP- hard… Inference is also NP-hard in general case [Cooper].
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