Ai Lecture11 Bayesnets 2up

Artificial Intelligence
Bayesian Networks
Stephan Dreiseitl
FH Hagenberg
Software Engineering & Interactive Media
Stephan Dreiseitl (Hagenberg/SE/IM)
Lecture 11: Bayesian Networks
Artificial Intelligence SS2010
1 / 43
Overview
Representation of uncertain knowledge
Constructing Bayesian networks
Using Bayesian networks for inference
Algorithmic aspects of inference
2 / 43
A simple Bayesian network example

Rain
Worms
Umbrellas
P(Rain, Worms, Umbrellas) =

P(Worms | Rain)P(Umbrellas | Rain)P(Rain)
With conditional independence, need only right-hand side
to represent joint distribution
3 / 43
A simple Bayesian net example (cont.)

Rain
Worms
Umbrellas
Intuitively: graphical representation of influence

Mathematically: graphical representation of conditional
independence assertions
4 / 43
A more complicated example

Earthquake
Burglary
P(b)
0.001
Alarm
MaryCalls
B
T
T
F
F
E
T
F
T
F
P(a | B, E)
0.95
0.94
0.24
0.001
JohnCalls
A
T
F
P(e)
0.002
P(m | A)
0.7
0.01
A
T
F
P(j | A)
0.9
0.05
5 / 43
Definition of Bayesian networks

A Bayesian network is a directed acyclic graph with
random variables as nodes,
links that specify directly influences relationships,
probability distributions P(Xi | parents(Xi )) for each
node Xi
Graph structure asserts conditional independencies:
P(MaryCalls | JohnCalls, Alarm, Earthquake, Burglary) =
P(MaryCalls | Alarm)
6 / 43
Bayesian networks as joint probabilities

P(X1 , . . . , Xn ) =
=
n
Y
i=1
n
Y
P(Xi | X1 , . . . , Xi1 )
P(Xi | parents(Xi ))
i=1
for parents(Xi ) {X1 , . . . , Xi1 }

Burglary example:
P(b, e, a, m, j) = P(b)P(e)P(a | b, e)P(m | a)P(j | a)
= 0.001 0.998 0.94 0.3 0.9
= 0.0002
7 / 43
Conditional independencies in networks

Use graphical structure to visualize conditional
dependencies and independencies
Nodes are dependent if there is information flow between
them (along one possible path)
Nodes are independent if information flow is blocked
(along all possible paths)
Distinguish situations with and without evidence
(instantiated variables)
8 / 43

No evidence: Information flow along a path is blocked iff
on path
there is a head-to-head node (blocker)
No blockers between A and B:
A
Blocker C between A and B:

A
C
B
9 / 43

Evidence blocks information flow, except at blockers (or
their descendents), where it opens information flow
Information flow between A and B blocked by evidence:
A
10 / 43

Information flow between A and B unblocked by
evidence:
A
11 / 43

A node is conditionally independent of its
non-descendents, given its parents
P1
P2
C1
C2
P(X | P1 , P2 , A, B, D) = P(X | P1 , P2 )
12 / 43
Cond. independencies in networks (cont.)

A node is conditionally independent of all other nodes in
the network, given its Markov blanket: its parents,
children, and childrens parents
P1
P2
C1
C2
P(X | P1 , P2 , C1 , C2 , A, B, D) = P(X | P1 , P2 , C1 , C2 , A, B)
13 / 43
Noisy OR
For Boolean node X with n Boolean parents, conditional
probability table has 2n entries
Noisy OR assumption reduces this number to n: Assume
each parent may be inhibited independently
Flu
Malaria
Cold
Fever
14 / 43
Noisy OR (cont.)
Need only specify first three entries of table:
Flu Malaria Cold
T
F
F
F
F
T
T
T
F
T
F
F
T
F
T
T
F
F
T
F
T
T
F
T
P(fever)
0.2
0.1
0.6
1.0
0.1 0.6 = 0.06
0.2 0.6 = 0.12
0.2 0.1 = 0.02
0.2 0.1 0.6 = 0.012
15 / 43
Building an example network

When I go home at night, I want to know if my family
is home before I try the doors (perhaps the most
convenient door to enter is double locked when nobody
is home). Now, often when my wife leaves the house she
turns on an outdoor light. However, she sometimes turns
on this light if she is expecting a guest. Also, we have a
dog. When nobody is home, the dog is put in the back
yard. The same is true if the dog has bowel trouble.
Finally, if the dog is in the back yard, I will probably hear
her barking, but sometimes I can be confused by other
dogs barking.
F. Jensen, An introduction to Bayesian networks, UCL Press, 1996.
16 / 43
Building an example network (cont.)

Relevant entities: Boolean random variables FamilyOut,
LightsOn, HearDogBark
Causal structure: FamilyOut has direct influence on both
LightsOn and HearDogBark, so LightsOn and
HearDogBark are conditionally independent given
FamilyOut
FamilyOut
LightsOn
HearDogBark
17 / 43

Numbers in conditional probability table derived from
previous experience, or subjective belief
P(familyout) = 0.2
P(lightson | familyout) = 0.99
P(lightson | familyout) = 0.1
Run into problem with P(heardogbark | familyout): dog
may be out because of bowel problems, and barking may
be other dogs
Network structure needs to be updated to reflect this
18 / 43

Introduce mediating variable DogOut to model
uncertainty with bowel problems and hearing other dogs
bark
BowelProblems
FamilyOut
LightsOn
DogOut
HearDogBark
Need: P(DogOut | FamilyOut, BowelProblems)

P(HearDogBark | DogOut)
19 / 43

Obtain the following additional probability tables:
FamilyOut
LightsOn
F
T
F
P(l | F)
0.99
0.1
BowelProblems
P(f)
0.2
P(b)
0.05
DogOut
F
T
T
F
F
B
T
F
T
F
P(d | F, B)
0.99
0.88
0.96
0.2
HearDogBark
D
T
F
P(h | D)
0.6
0.25
20 / 43
Inference in Bayesian networks

Given events (instantiated variables) e and no
information on hidden variables H, calculate distribution
for query variable Q
Algorithmically, calculate P(Q | e) by marginalizing over H
X
P(Q, e, h)
P(Q | e) = P(Q, e) =
h
with h all possible value combinations of H

Distinguish between causal, diagnostic, and intercausal
reasoning
21 / 43
Types of inference
Causal reasoning: query variable is downstream of events
P(heardogbark | familyout) = 0.56
Diagnostic reasoning: query variable upstream of events
P(familyout | heardogbark) = 0.296
Explaining away (intercausal reasoning): knowing effect
and possible cause, reduce the probability of other
possible causes
P(familyout | bowelproblems, heardogbark) = 0.203
P(bowelproblems | heardogbark) = 0.078
P(bowelproblems | familyout, heardogbark) = 0.053
22 / 43
Algorithmic aspects of inference

Calculating joint distribution computationally expensive
Several alternatives for inference in Bayesian networks:
Exact inference
by enumeration
by variable elimination
Stochastic inference (Monte Carlo methods)

by
by
by
by
sampling from the joint distribution

rejection sampling
likelihood weighting
Markov chain Monte Carlo methods
23 / 43
Inference by enumeration
FamilyOut example (d 0 {d, d}, b 0 {b, b})
XX
P(F | l, h) = P(F , l, h) =
P(F , l, h, d 0 , b 0 )
d0
P(f | l, h) =
XX
d0
b0
P(f )P(b 0 )P(l | f )P(d 0 | f , b 0 )P(h | d 0 )
b0
= P(f )P(l | f )
P(h | d )
d0
P(b 0 )P(d 0 | f , b 0 )
b0
= 0.2 0.99 (0.6 0.8857 + 0.25 0.1143)

= 0.111
24 / 43
Inference by enumeration (cont.)

Similarily, P(f | l, h) = 0.0267
From P(f | l, h) + P(f | l, h) = 1, normalization yields
P(F | l, h) = (0.111, 0.0267) = (0.806, 0.194)
Burglary example:
P(B | j, m) =
X
X
0
P(B) P(e ) P(a0 | B, e 0 )P(j | a0 )P(m | a0 )
e0
a0
Last two factors P(j | a)P(m | a) do not depend on e 0 ,

but have to be evaluated twice (for e and e)
25 / 43
Variable elimination
Eliminate repetitive calculations by summing inside out,
storing intermediate results (cf. dynamic programming)
Burglary example, different query:
P(J | b) =
X
X
X
0
0
0
0
P(m0 |a0 )
P(b) P(e ) P(a |b, e )P(J|a )
e0
a0
|m
{z
=1
Fact: Any variable that is not an ancestor of the query or

evidence variables is irrelevant and can be dropped
26 / 43
Sampling from the joint distribution

Straightforward if there is no evidence in the network:
Sample each variable in topological order
For nodes without parents, sample from their
distribution; for nodes with parents, sample from the
conditional distribution
With NS (x1 , . . . , xn ) being the number of times specific
realizations (x1 , . . . , xn ) are generated in N sampling
experiments, obtain
NS (x1 , . . . , xn )
= P(x1 , . . . , xn )
N
N
lim
27 / 43
Example: joint distribution sampling

FamilyOut
LightsOn
F
T
F
P(l | F)
0.99
0.1
BowelProblems
P(f)
0.2
P(b)
0.05
DogOut
F
T
T
F
F
B
T
F
T
F
P(d | F, B)
0.99
0.88
0.96
0.2
HearDogBark
D
T
F
P(h | D)
0.6
0.25
What is probability of family at home, dog has no bowel

problems and isnt out, the light is off, and a dogs
barking can be heard?
28 / 43

FamilyOut example: Generate 100000 samples from the
network by
first sampling from FamilyOut and BowelProblems
variables,
then sampling from all other variables in turn, given
sampled parent values
Obtain NS (f , b, l, d, h) = 13740
Compare with P(f , b, l, d, h) =
0.8 0.95 0.9 0.8 0.25 = 0.1368
29 / 43

Advantage of sampling: easy to generate estimates for
other probabilities
Standard error of estimates drops as 1/ N, for

N = 100000 this is 0.00316

NS (d)/100000 = 0.63393 P(d) = 0.63246
NS (f , h)
= 0.1408
NS (h)

P(f | h) = 0.1416
Last example: Form of rejection sampling

30 / 43
Rejection sampling in Bayesian networks

Method to approximate conditional probabilities P(X | e)
of variables X , given evidence e:
NS (X , e)
P(X | e)
NS (e)
Rejection sampling: Take only those samples that are
consistent with the evidence into account
Problem with rejection sampling: Number of samples
consistent with evidence drops exponentially with
number of evidence variables, therefore unusable for
real-life networks
31 / 43
Likelihood weighting
Fix evidence and sample all other variables
This overcomes rejection sampling shortcoming by only
generating samples consistent with the evidence
Problem: Consider situation with P(E = e|X = x) = 0.001
and P(X = x) = 0.9. Then, 90% of samples will have
X = x (and fixed E = e), but this combination is very
unlikely, since P(E = e|X = x) = 0.001
Solution: Weight each sample by product of conditional
probabilities of evidence variables, given its parents
32 / 43
Example: Likelihood weighting

FamilyOut example: Calculate P(F | l, d)
Iterate the following:
sample all non-evidence variables, given the evidence
variables, obtaining, e.g., (f , b, h)
calculate weighting factor, e.g.
P(l | f ) P(d | f , b) = 0.1 0.2 = 0.02
Finally, sum and normalize weighting factors for samples
(f , l, d) and (f , l, d)
33 / 43
Example: Likelihood weighting (cont).

For N = 100000, obtain
NS (f , l, d) = 20164
NS (f , l, d) = 79836
X
X
w(f ,l,d) = 1907.18

w(f ,l,d) = 17676.4
P(f | l, d) 17676.4/(17676.4 + 1907.18) = 0.90261

Correct: P(f | l, d) = 0.90206
Disadvantage of likelihood weighting: With many
evidence variables, most samples will have very small
weights, and few samples with larger weights dominate
34 / 43
Markov chains
A sequence of discrete r.v. X0 , X1 , . . . is called a Markov
chain with state space S iff
P(Xn = xn | X0 = x0 , . . . , Xn1 = xn1 )
= P(Xn = xn | Xn1 = xn1 )
for all x0 , . . . , xn S.
Thus, Xn is conditionally independent of all variables
before it, given Xn1
Specify state transition matrix P with
Pij = P(Xn = xj | Xn1 = xi )
35 / 43
Markov chains Monte Carlo methods

Want to obtain samples from given distributions Pd (X )
(hard to sample from with other methods)
Idea: Construct a Markov chain that, for arbitrary initial
state x0 , converges towards a stationary (equilibrium)
distribution Pd (X )
Then, successive realizations xn , xn+1 , . . . are sampled
according to Pd (but are not independent!!)
Often not clear when convergence of chain has taken
place
Therefore, discard initial portion of chain (burn-in phase)
36 / 43
Markov chain example

Let S = {1, 2} with state transition matrix P =
1
1
2
3
4
2
1
4
Simulate chain for 1000 steps, show NS (1)/N and

NS (2)/N for N = 1, . . . , 1000 with starting state 1 (left)
and 2 (right)
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
200
400
600
800
1000
200
400
600
800
1000
37 / 43
MCMC for Bayesian networks

Given evidence e and non-evidence variables X , use
Markov chains to sample from the distribution P(X | e)
Obtain sequence of states x0 , x1 , . . . , discard initial
portion
After convergence, samples xk , xk+1 , . . . have desired
distribution P(X | e)
Many variants of Markov chain Monte Carlo algorithms
Consider only Gibbs sampling
38 / 43
Gibbs sampling
Fix evidence variables to e, assign arbitrary values to
non-evidence variables X
Recall: Markov blanket of a variable is parents, children,
and childrens parents.
Iterate the following:
pick arbitrary variable Xi from X
sample from P(Xi | MarkovBlanket(Xi ))
new state = old state, with new value of Xi
39 / 43
Gibbs sampling (cont.)

Calculating P(Xi | MarkovBlanket(Xi )):
P(xi | MarkovBlanket(Xi ))
Y
= P(xi | parents(Xi ))
P(yi | parents(Yi ))
Yi children(Xi )
With this, calculate P(xi | MarkovBlanket(Xi )) and

P(xi | MarkovBlanket(Xi )), normalize to obtain
P(Xi | MarkovBlanket(Xi ))
Sample from this for next value of Xi , and thus next
state of Markov chain
40 / 43
Bayesian network MCMC example

FamilyOut example: Calculate P(F | l, d)
Start with arbitrary non-evidence settings (f , b, h)
Pick F , sample from P(F | l, d, b), obtain f
Pick B, sample from P(B | f , d), obtain b
Pick H, sample from P(H | d), obtain h
Iterate last three steps 50000 times, keep last 10000
states
Obtain P(f | l, d) 0.9016 (correct 0.90206)
41 / 43
Comparison of inference algorithms

Inference by enumeration computationally prohibitive
Variable elimination removes all irrelevant variables
Direct sampling from joint distribution: easy when no
evidence present
Use rejection sampling and likelihood weighting for more
efficient calculations
Markov chain Monte Carlo methods are most efficient for
large networks by calculating new states based on old
states, but lose independence of samples
42 / 43
Summary
Bayesian networks are graphical representations of causal
influence among random variables
Network structure graphically specifies conditional
independence assumptions
Need conditional distributions of nodes, given its parents
Use noisy OR to reduce number of parameters in tables
Reasoning types in Bayesian networks: causal, diagnostic,
and explaining away
There are exact and approximate inference algorithms
43 / 43

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Artificial Intelligence

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

A simple Bayesian network example

P(Rain, Worms, Umbrellas) =

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

A simple Bayesian net example (cont.)

Intuitively: graphical representation of influence

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

A more complicated example

Stephan Dreiseitl (Hagenberg/SE/IM)

Artificial Intelligence SS2010

Definition of Bayesian networks

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Bayesian networks as joint probabilities

for parents(Xi ) {X1 , . . . , Xi1 }

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Conditional independencies in networks

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Conditional independencies in networks

Blocker C between A and B:

Conditional independencies in networks

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Conditional independencies in networks

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Conditional independencies in networks

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Cond. independencies in networks (cont.)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Building an example network

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Building an example network (cont.)

Stephan Dreiseitl (Hagenberg/SE/IM)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Building an example network (cont.)

Lecture 11: Bayesian Networks

Artificial Intelligence SS2010

Building an example network (cont.)

Need: P(DogOut | FamilyOut, BowelProblems)