Exact Inference Bayesian Networks
Exact Inference Bayesian Networks
Introduction
Exact inference in Bayesian Networks (BNs) involves determining the exact probabilities of
query variables given some observed evidence. A Bayesian Network is a probabilistic
graphical model that uses a Directed Acyclic Graph (DAG) to represent random variables
(nodes) and their conditional dependencies (edges).
The goal of exact inference is to compute the posterior distribution of the query variables,
denoted as P(Q | E), where Q represents the query variables and E is the set of evidence
variables.
2. Problem Statement:
- Given:
- Query variables (Q).
- Evidence variables (E = e).
- Compute P(Q | E = e), which requires:
P(Q | E = e) = P(Q, E = e) / P(E = e)
- Here, P(Q, E = e) is the joint probability of Q and E, and P(E = e) is the marginal probability
of the evidence, found by summing over all possible states of non-query and non-evidence
variables.
1. Enumeration
This method computes the full joint probability distribution and marginalizes out irrelevant
variables.
Steps:
1. Express P(Q, E = e) as a product of local probabilities using the chain rule of Bayesian
Networks:
P(Q, E = e) = ∏ P(X_i | Parents(X_i))
2. Marginalize over hidden variables (H):
P(Q | E = e) = (∑_H P(Q, H, E = e)) / (∑_Q, H P(Q, H, E = e))
Limitation: This approach is computationally expensive due to the exponential growth in
the number of variables.
2. Variable Elimination
A more efficient method that avoids computing the full joint distribution by summing out
variables systematically.
Steps:
Example:
Steps:
Steps:
1. Convert the graph into a junction tree by clustering nodes into cliques.
2. Perform message passing between cliques to compute marginal probabilities.
3. Combine results to infer the posterior probabilities.
Example
Consider a Bayesian Network with three variables: A, B, and C, where P(A), P(B|A), and P(C|
B) are given.
Applications
- Medical diagnosis (e.g., identifying diseases based on symptoms).
- Predictive systems (e.g., fault diagnosis in machines).
- Decision-making (e.g., financial risk analysis).