Bayesian belief Network
Bayesian belief Network
Bayesian belief Network
Moumita Ghosh
Assistant Professor
Dept of Information Technology
Definition
• Bayesian belief network is key computer technology for dealing with
probabilistic events and to solve a problem which has uncertainty. We
can define a Bayesian network as:
• "A Bayesian network is a probabilistic graphical model which
represents a set of variables and their conditional dependencies using
a directed acyclic graph."
• It is also called a Bayes network, belief network, decision network,
or Bayesian model.
• 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 Application
• 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.
What is uncertainty with example..
• In a word uncertainty means which is not known in advance.
• Like tommorrows weather,
• If it is unknown whether or not it will rain tomorrow, then there is a
state of uncertainty. If probabilities are applied to the possible
outcomes using weather forecasts or even just a calibrated
probability assessment, the uncertainty has been quantified.
Parts of Bayesian network
• Bayesian Network can be used for building models from data and
experts’ opinions, and it consists of two parts:
• Directed Acyclic Graph
• Table of conditional probabilities.
• The generalized form of a Bayesian network that represents and
solves decision problems under uncertain knowledge is known as
an Influence diagram.
Representation
• A Bayesian network graph is made up of nodes and Arcs (directed
links), where:
• Each node corresponds to the random variables, and a
variable can be continuous or discrete.
• Arc or directed arrows represent the causal
relationship or conditional probabilities between
random variables. These directed links or arrows
connect the pair of nodes in the graph.
These links represent that one node directly influence
the other node, and if there is no directed link that
means that nodes are independent with each other
• In the above diagram, A, B, C, and D are random variables
represented by the nodes of the network graph.
• If we are considering node B, which is connected with
node A by a directed arrow, then node A is called the
parent of Node B.
• Node C is independent of node A.
Note: The Bayesian network graph does not contain any cyclic
graph. Hence, it is known as a directed acyclic graph or DAG.
Components of Bayesian network
• The Bayesian network has mainly two components:
• Causal Component
• Actual numbers
• Each node in the Bayesian network has condition probability
distribution P(Xi |Parent(Xi) ), which determines the effect of the
parent on that node.
• Bayesian network is based on Joint probability distribution and
conditional probability. So let's first understand the joint probability
distribution:
Joint Probability Distribution
Joint probability distribution:
• If we have variables x1, x2, x3,....., xn, then the probabilities of a
different combination of x1, x2, x3.. xn, are known as Joint probability
distribution.
• P[x1, x2, x3,....., xn], it can be written as the following way in terms of
the joint probability distribution.
= P[x1| x2, x3,....., xn]P[x2, x3,....., xn]
= P[x1| x2, x3,....., xn]P[x2|x3,....., xn]....P[xn-1|xn]P[xn].
In general it is written as:
• P(Xi|Xi-1,........., X1) = P(Xi |Parents(Xi ))
Problem 1