Unit-5 Bayes' Rule and Bayesian Network
Unit-5 Bayes' Rule and Bayesian Network
Unit-5 Bayes' Rule and Bayesian Network
Where:
- P(H|E) is the posterior probability of the hypothesis (H) given the evidence (E)
- P(E|H) is the likelihood of the evidence (E) given the hypothesis (H)
- P(H) is the prior probability of the hypothesis (H)
- P(E) is the probability of the evidence (E)
Example
Suppose we want to diagnose a disease (H) based on a positive test result (E).
We know:
Using Bayes' Rule, we can calculate the posterior probability of the disease
given the positive test result:
So, the probability of the disease given the positive test result is 9%.
Bayesian networks are probabilistic, because these networks are built from
a probability distribution, and also use probability theory for prediction and anomaly
detection.
Real world applications are probabilistic in nature, and to represent the relationship
between multiple events, we need a Bayesian network. It can also be used in various
tasks including prediction, anomaly detection, diagnostics, automated insight,
reasoning, time series prediction, and decision making under uncertainty.
Bayesian Network can be used for building models from data and experts opinions,
and it consists of two parts:
o Directed Acyclic Graph
o Table of conditional probabilities.
The generalized form of Bayesian network that represents and solve decision problems
under uncertain knowledge is known as an Influence diagram.
A Bayesian network graph is made up of nodes and Arcs (directed links), where:
o Causal Component
o Actual numbers
P[x1, x2, x3,....., xn], it can be written as the following way in terms of the joint
probability distribution.
In general for each variable Xi, we can write the equation as:
Example: Harry installed a new burglar alarm at his home to detect burglary. The alarm
reliably responds at detecting a burglary but also responds for minor earthquakes.
Harry has two neighbours David and Sophia, who have taken a responsibility to inform
Harry at work when they hear the alarm. David always calls Harry when he hears the
alarm, but sometimes he got confused with the phone ringing and calls at that time
too. On the other hand, Sophia likes to listen to high music, so sometimes she misses
to hear the alarm. Here we would like to compute the probability of Burglary Alarm.
Problem:
Calculate the probability that alarm has sounded, but there is neither a burglary,
nor an earthquake occurred, and David and Sophia both called the Harry.
Solution:
o The Bayesian network for the above problem is given below. The network
structure is showing that burglary and earthquake is the parent node of the
alarm and directly affecting the probability of alarm's going off, but David and
Sophia's calls depend on alarm probability.
o The network is representing that our assumptions do not directly perceive the
burglary and also do not notice the minor earthquake, and they also not confer
before calling.
o The conditional distributions for each node are given as conditional
probabilities table or CPT.
o Each row in the CPT must be sum to 1 because all the entries in the table
represent an exhaustive set of cases for the variable.
o In CPT, a boolean variable with k boolean parents contains 2K probabilities.
Hence, if there are two parents, then CPT will contain 4 probability values
o Burglary (B)
o Earthquake(E)
o Alarm(A)
o David Calls(D)
o Sophia calls(S)
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We can write the events of problem statement in the form of probability: P[D, S, A, B,
E], can rewrite the above probability statement using joint probability distribution:
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Let's take the observed probability for the Burglary and earthquake component:
P(E= False)= 0.999, Which is the probability that an earthquake not occurred.
The Conditional probability of David that he will call depends on the probability of
Alarm.
The Conditional probability of Sophia that she calls is depending on its Parent Node
"Alarm."
From the formula of joint distribution, we can write the problem statement in the form
of probability distribution:
= 0.00068045.
Hence, a Bayesian network can answer any query about the domain by using
Joint distribution.
There are two ways to understand the semantics of the Bayesian network, which is
given below:
1. To understand the network as the representation of the Joint probability
distribution.