1. First, write our query in general form: 2. Next, loop iteratively to calculate main result:


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1 Variable Elimination Class #17: Inference in Bayes Nets, II Artificial Intelligence (CS 452/552): M. Allen, 16 Oct. 15! Want to know the probability of some value of X, given known evidence e, and other background variables Y (together, X, e, & Y are the entire set of variables in BN) 1. First, write our query in general form: P (x e) = P (x, e) = P (x, e, Y )= y 1 y Next, loop iteratively to calculate main result:! Move all irrelevant terms outside of inner sum! Add up terms for inner sum, getting new term! Put new term back into overall product 3. Normalize when you are done to get α = 1 / P(e) y k v BN P (v P arents(v)) 2" Factors in Variable Elimination! Terms we multiply and add are called factors! Initially, just basic probabilities that are taken directly from the BN: P(v Parents(v))! As we sum variables out to eliminate them, we replace these with new probabilities (marginal or conditional)! For convenience, we can write these new probabilities in factor notation:! The factor is indexed (subscript) with eliminated variable! It has arguments (in brackets) of things not yet eliminated A More Complex Example! Lung diagnostics: Tuberculosis Visit to Victim Abnormality in Chest Lung Cancer Smoking Bronchitis! For instance, we could write f V (U,Z) for the sum of all values of V over some probabilities involving U and Z XRay Dyspnea 3" 4" 1
2 ! Say we wish to know P(d)! Must eliminate: V,S,X,T,L,A,B! Our initial factors are probabilities: P (V ) P (S) P (T V ) P (L S) P (B S) P (A T,L) P (X A) P (d A, B)! We eliminate V by summing: f V (T )= v P (v) P (T v)! Thus, new factor list is: f V (T ) P (S) P (L S) P (B S) P (A T,L) P (X A) P (d A, B)! Note that f V (T) here is just the same thing as P ( T ), but this is not always the case (may be a complex combination) T X V A L D S B! Say we wish to know P(d)! Must eliminate: S,X,T,L,A,B T L A B! Our initial factors are: X D P (V ) P (S) P (T V ) P (L S) P (B S) P (A T,L) P (X A) P (d A, B) f V (T ) P (S) P (L S) P (B S) P (A T,L) P (X A) P (d A, B)! We eliminate S by summing:! Thus, new factor list is: f S (B,L) = P (s) P (B s) P (L s) s f V (T ) f S (B,L) P (A T,L) P (X A) P (d A, B)! New factor, f S (B,L), combines multiple variables V S 5" 6"! Say we wish to know P(d)! Now eliminate: X,T,L,A,B! Our initial factors are: P (V ) P (S) P (T V ) P (L S) P (B S) P (A T,L) P (X A) P (d A, B) f V (T ) P (S) P (L S) P (B S) P (A T,L) P (X A) P (d A, B) f V (T ) f S (B,L) P (A T,L) P (X A) P (d A, B) f V (T ) f S (B,L) f X (A)P (A T,L) P (d A, B) f S (B,L) f X (A)f T (A, L) P (d A, B) f L (A, B) f X (A) P (d A, B) f A (B,d) f B (d)! Where we get our final answer by eliminating B: f B (d) = X b f A (b, d) T X V A L D S B Summary of Variable Elimination! Essentially, VE algorithm is simply doing a lot of rewriting, rearranging, and calculation! The variable elimination steps, where we do the summing up, is where all the work is done! The actual amount of work depends upon the order in which we choose to eliminate! While we do O(n) work for a factor (where n is the number of probability values the factor contains), there can be exponential blowup in the size of the factors! Intelligent selection policies help to reduce this, but essential NPhardness of exact inference means it is sometimes unavoidable 7" 8" 2
3 How Do We Avoid the Problems?! Many kinds of approximation techniques in CS! Most all work on the basis of a tradeoff: 1. Answer returned is often not 100% correct 2. We get a faster, more efficient algorithm! What is the fastest, easiest approximation method you can think of for Bayes Nets?! If asked, for BN with evidence E, what P(X E) is, what is a quick way to return a possible approximate answer? Better Approximations! Of course, we can always just guess!! Very quick, but often very poor! This produces an unbounded approximation: there is no precise limit on how wrong we can be! Really want bounded approximation methods! TANSTAAFL: the quality of response is usually a function of the time it took! Note: some problems simply cannot be approximated in a bounded fashion 9" 10" Stochastic Simulation Basic Direct Sampling! (Pseudo)Randomly simulate probabilistic events! Use observed occurrences to estimate actual likelihood! Over time, converge to actual probability! Example techniques:! Direct Sampling: basic samples without evidence! Rejection Sampling: samples that disagree with evidence are thrown out before calculating probabilities! Likelihood Weighting: use evidence to weight samples! Markov Chain Monte Carlo (MCMC): sample from stochastic process with stationary distribution that is the true posterior (i.e., the value we are looking for)! Take empty network (no evidence)! Sample network in topological order (that is, topdown, from parents to children)! At each step, we base the probability distribution used to sample a node on values already drawn for its parents! To find a probability, count the number of samples that include the event you are looking for, and divide by the total number of samples taken. 11" 12" 3
4 Direct Sampling Algorithm! Make sure children come after all their parents in the ordering of variables 1 n! Repeat process to generate a database of samples! Each of these is some combination of values (event)! Estimate P(x 1,,x n ), the prior probability of a particular event by dividing into the total observed Want to find out how likely different combinations of variables are Start by sampling top node, based on its prior probability That is, we choose C = True or C = False with 0.5 probability 13" 14" Suppose it comes up True Now base samples of the children on this fact Since Cloudy is True, we use the appropriate conditional probabilities for Sprinkler and Rainy 15" 16" 4
5 In this sample, Sprinkler = False (the most likely value, given probability 0.9) Further, Rain = True (again most likely) 17" 18" Now, since Sprinkler = False and Rain = True, we use that combination to set probability of WetGrass = True to 0.9 and sample that node in turn Now, WetGrass = True as well Thus, we have a sample of one event: (C, S, R, W ) We could then count this occurrence (with just this sample, we would say that the probability of this event is 1.0, but it will change over time with more samples) 19" 20" 5
6 Problems Sample Convergence Rates P(B) =.001! Burglary Earthquake P(E) =.002! Alarm P(A B,E) =.95! P(A B, E) =.94! P(A B,E) =.29! P(A B, E) =.001! P(J A) =.90! P(J A) =.05! JohnCalls MaryCalls P(M A) =.70! P(M A) =.01! B, E, A, J, M B, E, A, J, M! 10 samples of this network, and almost all (9) are the same! Rare events can be sampled so infrequently that they seem never to happen! Can take many samples to get a good approximation! In general, we may not know how many we need ahead of time 21" 22" Other Sampling Methods Markov Chain Simulation! While direct sampling can be affected by the order in which we choose to sample things, other stochastic techniques avoid this limitation! Markov Chain sampling: performs a random walk around the network, sampling combinations of variable values! Monte Carlo Markov Chain (MCMC) algorithm converges to the same probabilities over time, no matter what order is chosen at random! In all cases, convergence to a good, relatively precise answer can be very slow, especially in the case of extremal probabilities (close to 1 or 0)! Another basic property of BN s: node X is conditionally independent of all other nodes in the network, if we are given values of: 1. All parent nodes 2. All child nodes 3. All the other parents of its children! Known as the Markov Blanket, and is equivalent to dseparation 23" 24" 6
7 Markov Chain Monte Carlo (MCMC)! Take a random walk around the Bayes Network: 1. Set BN to one particular eventstate at random. 2. Pick node X at random. 3. Randomly sample X, conditioned on settings of its Markov Blanket nodes, tweaking its values. 4. Move to next state based on state of X.! Wanders around statespace randomly changing one variable value at a time and counting states we see! Over time, reaches a stationary distribution: the fraction of time spent in each state is proportional to its actual posterior probability MCMC with Evidence! If we have some evidence already, we do basically the same thing, except that we never change those values! E.g., if we have Sprinkler and WetGrass both true: 25" 26" Upcoming Events! Homework 02: due Monday, 19 Oct., before class! Midterm: Friday, 23 October! Practice Exam handed out over the weekend! Covers everything through end of this week! Office Hours: Wing 210! Tuesday/Thursday, 11:30 AM 1:00 PM! Tuesday/Thursday, 5:00 PM 6:00 PM! Friday, 12:30 PM 2:00 PM 27" 7
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