Baes Rule
Baes Rule
Bayes' theorem is also known as Bayes' rule, Bayes' law, or Bayesian reasoning, which determines the
Example: If cancer corresponds to one's age then by using Bayes' theorem, we can determine the
probability of cancer more accurately with the help of age.
Bayes' theorem can be derived using product rule and conditional probability of event A with known
event B:
As from product rule we can write:
P(A ⋀ B)= P(A|B) P(B) or
Similarly, the probability of event B with known event A:
P(A ⋀ B)= P(B|A) P(A)
Equating right hand side of both the equations, we will get:
The above equation (a) is called as Bayes' rule or Bayes' theorem. This equation is basic of most modern
AI systems for probabilistic inference.
It shows the simple relationship between joint and conditional probabilities. Here,
P(A|B) is known as posterior, which we need to calculate, and it will be read as Probability of hypothesis A
when we have occurred an evidence B.
P(B|A) is called the likelihood, in which we consider that hypothesis is true, then we calculate the
probability of evidence.
P(A) is called the prior probability, probability of hypothesis before considering the evidence
P(B) is called marginal probability, pure probability of an evidence.
In the equation (a), in general, we can write P (B) = P(A)*P(B|Ai), hence the Bayes' rule can be written as
Question: what is the probability that a patient has diseases meningitis with a stiff neck?
Given Data:
Example-1:
A doctor is aware that disease meningitis causes a patient to have a stiff neck, and it occurs 80% of the
time. He is also aware of some more facts, which are given as follows:
o The Known probability that a patient has meningitis disease is 1/30,000.
o The Known probability that a patient has a stiff neck is 2%.
Let a be the proposition that patient has stiff neck and b be the proposition that patient has meningitis. ,
so we can calculate the following as:
P(a|b) = 0.8
P(b) = 1/30000
P(a)= .02
Hence, we can assume that 1 patient out of 750 patients has meningitis disease with a stiff neck.
Example-2:
Question: From a standard deck of playing cards, a single card is drawn. The probability that the
card is king is 4/52, then calculate posterior probability P(King|Face), which means the drawn face
card is a king card.
Solution:
Bayesian Network can be used for building models from data and experts opinions, and it consists of two
parts:
o Each node corresponds to the random variables, and a variable can be continuous or discrete.
o 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
o In the above diagram, A, B, C, and D are random variables represented by the nodes
of the network graph.
o 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.
o 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.
The Bayesian network has mainly two components:
o Causal Component
o 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:
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 neighbors 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
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:
P[D, S, A, B, E]= P[D | S, A, B, E]. P[S, A, B, E]
=P[D | S, A, B, E]. P[S | A, B, E]. P[A, B, E]
= P [D| A]. P [ S| A, B, E]. P[ A, B, E]
= P[D | A]. P[ S | A]. P[A| B, E]. P[B, E]
= P[D | A ]. P[S | A]. P[A| B, E]. P[B |E]. P[E]
Let's take the observed probability for the Burglary and earthquake component:
P(B= True) = 0.002, which is the probability of burglary.
P(B= False)= 0.998, which is the probability of no burglary.
P(E= True)= 0.001, which is the probability of a minor earthquake
P(E= False)= 0.999, Which is the probability that an earthquake not occurred.
We can provide the conditional probabilities as per the below tables:
Conditional probability table for Alarm A:
From the formula of joint distribution, we can write the problem statement in the form of probability
distribution:
P(S, D, A, ¬B, ¬E) = P (S|A) *P (D|A)*P (A|¬B ^ ¬E) *P (¬B) *P (¬E).
= 0.75* 0.91* 0.001* 0.998*0.999
= 0.00068045.
Hence, a Bayesian network can answer any query about the domain by using Joint distribution.
The semantics of Bayesian Network:
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.
It is helpful to understand how to construct the network.