1. CS 541: Artificial Intelligence Lecture VII: Inference in Bayesian Networks

2. Re-cap of Lecture VI – Part I  Probability is a rigorous formalism for uncertain knowledge  Joint probability distribution species probability of every atomic event  Queries can be answered by summing over atomic events  For nontrivial domains, we must find a way to reduce the joint size  Independence and conditional independence provide the tools

3. Re-cap of Lecture VI – Part II  Bayes nets provide a natural representation for (causally induced) conditional independence  Topology + CPTs = compact representation of joint distribution  Generally easy for (non)experts to construct  Canonical distributions (e.g., noisy-OR) = compact representation of CPTs  Continuous variables  parameterized distributions (e.g., linear Gaussian)

4. Outline  Exact inference by enumeration  Exact inference by variable elimination  Approximate inference by stochastic simulation  Approximate inference by Markov chain Monte Carlo

5. Exact inference by enumeration

6. Inference tasks  Simple queries: compute posterior marginal P( X i | E=e )  e.g., P( NoGas | Gauge=empty, Lights=on, Starts=false )  Conjunctive queries: P( X i, X j | E=e ) = P( X i | E=e )P( X j | X i, E=e )  Optimal decisions: decision networks include utility information;  probabilistic inference required for P( outcome | action, evidence)  Value of information: which evidence to seek next?  Sensitivity analysis: which probability values are most critical?  Explanation: why do I need a new starter motor?

7. Inference by enumeration  Slightly intelligent way to sum out variables from the joint without actually constructing its explicit representation  Simple query on the burglary network:  Rewrite full joint entries using product of CPT entries:  Recursive depth-first enumeration: O(n) space, O(d n ) time

8. Enumeration algorithm

9. Evaluation tree  Enumeration is inefficient: repeated computation  E.g., computes for every value of e

10. Inference by variable elimination

11.  Variable elimination: carry out summations right-to-left, storing intermediate results (factors) to avoid recomputation

12. Variable elimination: basic operations  Summing out a variable from a product of factors:  Move any constant factors outside the summation  Add up submatrices in pointwise product of remaining factors  Assuming do not depend on  Pointwise product of factors and :  E.g.,

13. Variable elimination algorithm

14. Irrelevant variables  Consider the query  Sum over m is identically 1,M is irrelevant of to the query  Theorem 1: is irrelevant unless  Here, and  so is irrelevant  (Compare this to backward chaining from the query in Horn clause KBs)

15. Irrelevant variables  Definition: moral graph of Bayesian network: marry all parents and drop arrows  Definition: A is m-separated from B by C iff separated by C in the moral graph  Theorem 2: Y is irrelevant if m-separated from X by E  For, both Burglary and Earthquake are irrelevant

16.  Singly connected networks (or polytree):  any two nodes are connected by at most one (undirected) path  time and space cost of variable elimination are O(d k n)  Multiply connected networks:  Can reduce 3SAT to exact inference  NP-hard  Equivalent to counting 3SAT models  #P-complete Complexity of exact inference

17. Inference by stochastic simulation

19. Direct sampling

20. Example

27. Direct sampling  Probability that P RIOR S AMPLE generates a particular event  i.e., the true prior probability  E.g.,  Let be the number of samples generated for events  Then we have  That is, estimates from P RIOR S AMPLE are consistent  Shorthand:

28. Rejection sampling

29.  estimated from samples agreeing with e  E.g, estimate using 100 samples  27 samples have  Of these, 8 have, 19 have.  Similar to a basic real-world empirical estimation procedure

30. Analysis of rejection sampling  Hence rejection sampling returns consistent posterior estimates  Problem: hopelessly expensive if P(e) is small  P(e) drops off exponentially with number of evidence variables!

31. Likelihood weighting

32. Idea: fix evidence variables, sample only nonevidence variables, and weight each sample by the likelihood it accords the evidence

33. Likelihood weighting example

40.  Sampling probability for W EIGHTED S AMPLE is  Note: pays attention to evidence in ancestors only  Somewhere "between" prior and posterior distribution  Weight for a given sample z, e is  Weighted sampling probability is  Hence likelihood weighting returns consistent estimates  but performance still degrades with many evidence variables because a few samples have nearly all the total weight Likelihood weighting analysis

41. Markov chain Monte Carlo

42.  "State" of network = current assignment to all variables.  Generate next state by sampling one variable given Markov blanket  Sample each variable in turn, keeping evidence fixed  Can also choose a variable to sample at random each time Approximate inference using MCMC

43. The Markov chain  With Sprinkler =true, WetGrass=true, there are four states:  Wander about for a while, average what you see

44. MCMC example  Estimate  Sample Cloudy or Rain given its Markov blanket, repeat.  Count number of times Rain is true and false in the samples.  E.g., visit 100 states  31 have Rain=true, 69 have Rain=false  Theorem: chain approaches stationary distribution, i.e., long-run fraction of time spent in each state is exactly proportional to its posterior probability

45. Markov blanket sampling  Markov blanket of Cloudy is  Sprinkler and Rain  Markov blanket of Rain is  Cloudy, Sprinkler, and WetGrass  Probability given the Markov blanket is calculated as follows:  Easily implemented in message-passing parallel systems, brains  Main computational problems:  Difficult to tell if convergence has been achieved  Can be wasteful if Markov blanket is large:  P(X i |mb(X i )) won't change much (law of large numbers)

46. Summary  Exact inference by variable elimination:  polytime on polytrees, NP-hard on general graphs  space = time, very sensitive to topology  Approximate inference by LW, MCMC:  LW does poorly when there is lots of (downstream) evidence  LW, MCMC generally insensitive to topology  Convergence can be very slow with probabilities close to 1 or 0  Can handle arbitrary combinations of discrete and continuous variables

47. HW#3 Probabilistic reasoning  Mandatory  Problem 14.1 (1 points)  Problem 14.4 (2 points)  Problem 14.5 (2 points)  Problem 14.21 (5 points)  Programming is needed for question e)  You need to submit your executable along with source code, with detailed readme file on how we can run it.  You lose 3 points if no program.  Bonus  Problem 14.19 (2 points)