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Bayesian Networks
A Bayesian network, also known as a Bayes network, belief network, or directed acyclic graphical model, is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). Bayesian networks are used to model uncertain knowledge and reasoning under uncertainty in various fields, including artificial intelligence, machine learning, and statistics.
Overview
In a Bayesian network, nodes represent random variables, and edges represent the conditional dependencies between these variables. Each node is associated with a probability function that takes a particular set of values for the node's parent variables and gives the probability of the variable represented by the node. The absence of an edge between two nodes indicates that the corresponding variables are conditionally independent, given the values of their parent variables.
A Bayesian network can be used to answer probabilistic queries about the variables it represents by applying the rules of probability theory. In particular, the joint probability distribution of all the variables in the network can be computed using the chain rule of probability:
where are the random variables in the network, and denotes the set of parent variables of .
Inference in Bayesian Networks
Inference in Bayesian networks involves computing the posterior probability distribution of a set of query variables, given some evidence about the values of other variables in the network. This can be done using Bayes' theorem, which relates the conditional probability of a hypothesis given some evidence to the prior probability of and the likelihood of given :
In the context of Bayesian networks, the hypothesis corresponds to a particular assignment of values to the query variables, and the evidence corresponds to the observed values of some other variables in the network.
There are several algorithms for performing inference in Bayesian networks, including exact methods like variable elimination and the junction tree algorithm, and approximate methods like belief propagation and Markov chain Monte Carlo sampling.
Learning Bayesian Networks
Learning a Bayesian network from data involves two main tasks: structure learning and parameter learning. Structure learning is the process of determining the structure of the network, i.e., the set of nodes and edges that represent the variables and their dependencies. Parameter learning is the process of estimating the probability functions associated with each node, given the network structure.
There are several approaches to structure learning, including constraint-based methods, score-based methods, and hybrid methods. Constraint-based methods use conditional independence tests to identify the dependencies between variables, while score-based methods search for the network structure that maximizes a scoring function that measures the goodness of fit of the network to the data. Hybrid methods combine elements of both constraint-based and score-based methods.
Parameter learning can be done using maximum likelihood estimation or Bayesian estimation. Maximum likelihood estimation involves finding the probability functions that maximize the likelihood of the observed data, given the network structure. Bayesian estimation involves computing the posterior distribution of the probability functions, given the observed data and some prior distribution over the probability functions.
Applications of Bayesian Networks
Bayesian networks have been applied in various domains, including:
- Medical diagnosis: Bayesian networks can be used to model the relationships between diseases and symptoms, and to compute the probability of a disease given a set of observed symptoms.
- Natural language processing: Bayesian networks can be used to model the dependencies between words in a sentence, and to compute the probability of a sentence given a set of observed words.
- Computer vision: Bayesian networks can be used to model the relationships between image features and object classes, and to compute the probability of an object class given a set of observed image features.
- Fault diagnosis: Bayesian networks can be used to model the relationships between component failures and system failures, and to compute the probability of a component failure given a set of observed system failures.
- Decision support: Bayesian networks can be used to model the relationships between decisions, outcomes, and utility, and to compute the expected utility of a decision given a set of observed outcomes.
Contents
Overview
Inference in Bayesian Networks
Learning Bayesian Networks
Applications of Bayesian Networks