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Bayesian Learning Provides practical learning algorithms –Naïve Bayes learning –Bayesian belief network learning –Combine prior knowledge (prior probabilities) Provides foundations for machine learning –Evaluating learning algorithms –Guiding the design of new algorithms –Learning from models : meta learning

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Bayesian Classification: Why? Probabilistic learning: Calculate explicit probabilities for hypothesis, among the most practical approaches to certain types of learning problems Incremental: Each training example can incrementally increase/decrease the probability that a hypothesis is correct. Prior knowledge can be combined with observed data. Probabilistic prediction: Predict multiple hypotheses, weighted by their probabilities Standard: Even when Bayesian methods are computationally intractable, they can provide a standard of optimal decision making against which other methods can be measured

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Basic Formulas for Probabilities Product Rule : probability P(AB) of a conjunction of two events A and B: Sum Rule: probability of a disjunction of two events A and B: Theorem of Total Probability : if events A1, …., An are mutually exclusive with

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Basic Approach Bayes Rule : P(h) = prior probability of hypothesis h P(D) = prior probability of training data D P(h|D) = probability of h given D (posterior density ) P(D|h) = probability of D given h (likelihood of D given h) The Goal of Bayesian Learning: the most probable hypothesis given the training data (Maximum A Posteriori hypothesis )

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An Example Does patient have cancer or not? A patient takes a lab test and the result comes back positive. The test returns a correct positive result in only 98% of the cases in which the disease is actually present, and a correct negative result in only 97% of the cases in which the disease is not present. Furthermore,.008 of the entire population have this cancer.

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MAP Learner For each hypothesis h in H, calculate the posterior probability Output the hypothesis h map with the highest posterior probability Comments: Computational intensive Providing a standard for judging the performance of learning algorithms Choosing P(h) and P(D|h) reflects our prior knowledge about the learning task

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Bayes Optimal Classifier Question: Given new instance x, what is its most probable classification? Hmap(x) is not the most probable classification! Example: Let P(h1|D) =.4, P(h2|D) =.3, P(h3 |D) =.3 Given new data x, we have h1(x)=+, h2(x) = -, h3(x) = - What is the most probable classification of x ? Bayes optimal classification: Example: P(h1| D) =.4, P(-|h1)=0, P(+|h1)=1 P(h2|D) =.3, P(-|h2)=1,P(+|h2)=0 P(h3|D)=.3, P(-|h3)=1,P(+|h3)=0

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Naïve Bayes Learner Assume target function f: X-> V, where each instance x described by attributes. Most probable value of f(x) is: Naïve Bayes assumption: (attributes are conditionally independent)

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Bayesian classification The classification problem may be formalized using a-posteriori probabilities: P(C|X) = prob. that the sample tuple X= is of class C. E.g. P(class=N | outlook=sunny,windy=true,…) Idea: assign to sample X the class label C such that P(C|X) is maximal

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Estimating a-posteriori probabilities Bayes theorem: P(C|X) = P(X|C)·P(C) / P(X) P(X) is constant for all classes P(C) = relative freq of class C samples C such that P(C|X) is maximum = C such that P(X|C)·P(C) is maximum Problem: computing P(X|C) is unfeasible!

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Naïve Bayesian Classification Naïve assumption: attribute independence P(x 1,…,x k |C) = P(x 1 |C)·…·P(x k |C) If i-th attribute is categorical: P(x i |C) is estimated as the relative freq of samples having value x i as i-th attribute in class C If i-th attribute is continuous: P(x i |C) is estimated thru a Gaussian density function Computationally easy in both cases

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Naive Bayesian Classifier (II) Given a training set, we can compute the probabilities

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Play-tennis example: estimating P(x i |C) outlook P(sunny|p) = 2/9P(sunny|n) = 3/5 P(overcast|p) = 4/9P(overcast|n) = 0 P(rain|p) = 3/9P(rain|n) = 2/5 temperature P(hot|p) = 2/9P(hot|n) = 2/5 P(mild|p) = 4/9P(mild|n) = 2/5 P(cool|p) = 3/9P(cool|n) = 1/5 humidity P(high|p) = 3/9P(high|n) = 4/5 P(normal|p) = 6/9P(normal|n) = 2/5 windy P(true|p) = 3/9P(true|n) = 3/5 P(false|p) = 6/9P(false|n) = 2/5 P(p) = 9/14 P(n) = 5/14

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Example : Naïve Bayes Predict playing tennis in the day with the condition (P(v| o=sunny, t= cool, h=high w=strong)) using the following training data: Day OutlookTemperature HumidityWindPlay Tennis 1 SunnyHotHighWeakNo 2SunnyHotHighStrongNo 3OvercastHotHighWeakYes 4RainMildHighWeakYes 5RainCoolNormalWeakYes 6RainCoolNormalStrongNo 7OvercastCoolNormalStrongYes 8SunnyMildHighWeakNo 9SunnyCoolNormalWeakYes 10RainMildNormalWeakYes 11SunnyMild NormalStrongYes 12OvercastMildHighStrongYes 13OvercastHotNormalWeakYes 14RainMildHighStrongNo we have :

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The independence hypothesis… … makes computation possible … yields optimal classifiers when satisfied … but is seldom satisfied in practice, as attributes (variables) are often correlated. Attempts to overcome this limitation: –Bayesian networks, that combine Bayesian reasoning with causal relationships between attributes –Decision trees, that reason on one attribute at the time, considering most important attributes first

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Naïve Bayes Algorithm Naïve_Bayes_Learn (examples) for each target value vj estimate P(vj) for each attribute value ai of each attribute a estimate P(ai | vj ) Classify_New_Instance (x) Typical estimation of P(ai | vj) Where n: examples with v=v; p is prior estimate for P(ai|vj) nc: examples with a=ai, m is the weight to prior

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Bayesian Belief Networks Naïve Bayes assumption of conditional independence too restrictive But it is intractable without some such assumptions Bayesian Belief network (Bayesian net) describe conditional independence among subsets of variables (attributes): combining prior knowledge about dependencies among variables with observed training data. Bayesian Net –Node = variables –Arc = dependency –DAG, with direction on arc representing causality

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Bayesian Networks: Multi-variables with Dependency Bayesian Belief network (Bayesian net) describe conditional independence among subsets of variables (attributes): combining prior knowledge about dependencies among variables with observed training data. Bayesian Net –Node = variables and each variable has a finite set of mutually exclusive states –Arc = dependency –DAG, with direction on arc representing causality –To each variables A with parents B1, …., Bn there is attached a conditional probability table P (A | B1, …., Bn)

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Bayesian Belief Networks Age, Occupation and Income determine if customer will buy this product. Given that customer buys product, whether there is interest in insurance is now independent of Age, Occupation, Income. P(Age, Occ, Inc, Buy, Ins ) = P(Age)P(Occ)P(Inc) P(Buy|Age,Occ,Inc)P(Int|Buy) Current State-of-the Art: Given structure and probabilities, existing algorithms can handle inference with categorical values and limited representation of numerical values Age Occ Income Buy X Interested in Insurance

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General Product Rule

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Nodes as Functions input: parents state values output: a distribution over its own value A B a b ab~aba~b~a~b 0.1 0.3 0.6 0.7 0.2 0.1 0.4 0.2 X 0.5 0.3 0.1 0.3 0.6 P(X|A=a, B=b) A node in BN is a conditional distribution function lmhlmh lmhlmh

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Special Case : Naïve Bayes h e1e2en…………. P(e1, e2, ……en, h ) = P(h) P(e1 | h) …….P(en | h)

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Inference in Bayesian Networks AgeIncome House Owner EU Voting Pattern Newspaper Preference Living Location How likely are elderly rich people to buy Sun? P( paper = Sun | Age>60, Income > 60k)

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Inference in Bayesian Networks AgeIncome House Owner EU Voting Pattern Newspaper Preference Living Location How likely are elderly rich people who voted labour to buy Daily Mail? P( paper = DM | Age>60, Income > 60k, v = labour)

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Bayesian Learning B E A C N ~b e a c n b ~e ~a ~c n ………………... BurglaryEarthquake Alarm Call Newscast Input : fully or partially observable data cases Output : parameters AND also structure Learning Methods: EM (Expectation Maximisation) using current approximation of parameters to estimate filled in data using filled in data to update parameters (ML) Gradient Ascent Training Gibbs Sampling (MCMC)

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