2. Aspects of Bayesian Inference and Statistical Disclosure Control in Python Duncan Smith Confidentiality and Privacy Group CCSR University of Manchester

3. Introduction Bayesian Belief Networks (BBNs) Bayesian Belief Networks (BBNs) probabilistic inference Statistical Disclosure Control (SDC) Statistical Disclosure Control (SDC) deterministic inference (attribution)

4. Bayesian Belief Networks Decision-making in complex domains Decision-making in complex domains Hard and soft evidence Hard and soft evidence Correlated variables Correlated variables Many variables Many variables

5. Bayes’ Rule A prior belief and evidence combined to give a posterior belief

6. Venn Diagram Both A & B A only B Neither A nor B Event A Event B

7. a  a a a a b3/72/3  b b b b4/71/3 11a  a a a a0.70.3 1. Prior probability table P(A) 2. Conditional probability table P(B|A) Inference

8. a  a a a a b0.30.20.5  b b b b0.40.10.5 0.70.31 a  a a a ab0.30.2 a  a a a ab0.60.4 3. Produce joint probability table by multiplication 4. Condition on evidence 5. Normalise table probabilities to sum to 1

9. def Bayes(prior, conditional, obs_level): """Simple Bayes for two categorical variables. 'prior' is a Python list. 'conditional' is a list of lists (‘column’ variable conditional on ‘row’ variable). 'obs_level' is the index of the observed level of the row variable""" levels = len(prior) # condition on observed level result = conditional[obs_level] # multiply values by prior probabilities result = [result[i] * prior[i] for i in range(levels)] # get marginal probability of observed level marg_prob = sum(result) # normalise the current values to sum to 1 posterior = [value / marg_prob for value in result] return posterior Note: conditioning can be carried out before calculating the joint probabilities, reducing the cost of inference

10. >>> A = [0.7, 0.3] >>> B_given_A = [[3.0/7, 2.0/3], [4.0/7, 1.0/3]] >>> Bayes(A, B_given_A, 0) [0.59999999999999998, 0.39999999999999997] >>> The posterior distribution can be used as a new prior and combined with evidence from further observed variables The posterior distribution can be used as a new prior and combined with evidence from further observed variables Although computationally efficient, this ‘naïve’ approach implies assumptions that can lead to problems Although computationally efficient, this ‘naïve’ approach implies assumptions that can lead to problems

11. Naive Bayes

12. A ‘correct’ factorisation

13. Conditional independence The Naive Bayes example assumes: The Naive Bayes example assumes: But if valid, the calculation is easier and fewer probabilities need to be specified But if valid, the calculation is easier and fewer probabilities need to be specified

14. The conditional independence implies that if A is observed, then evidence on B is irrelevant in calculating the posterior of C

15. A Bayesian Belief Network R and S are independent until H is observed R and S are independent until H is observed

16. A Markov Graph The conditional independence structure is found by marrying parents with common children The conditional independence structure is found by marrying parents with common children

17. Factoring The following factorisation is implied The following factorisation is implied So P(S) can be calculated as follows (although there is little point, yet) So P(S) can be calculated as follows (although there is little point, yet)

18. If H and W are observed to be in states h and w, then the posterior of S can be expressed as follows (where epsilon denotes ‘the evidence’) If H and W are observed to be in states h and w, then the posterior of S can be expressed as follows (where epsilon denotes ‘the evidence’)

19. Graph Triangulation

20. Belief Propagation Message passing in a Clique Tree Message passing in a Clique Tree

21. Message passing in a Directed Junction Tree Message passing in a Directed Junction Tree

22. A Typical BBN

23. Belief Network Summary Inference requires a decomposable graph Inference requires a decomposable graph Efficient inference requires a good decomposition Efficient inference requires a good decomposition Inference involves evidence instantiation, table combination and variable marginalisation Inference involves evidence instantiation, table combination and variable marginalisation

24. Statistical Disclosure Control Releases of small area population (census) data Releases of small area population (census) data Attribution occurs when a data intruder can make inferences (with probability 1) about a member of the population Attribution occurs when a data intruder can make inferences (with probability 1) about a member of the population

25. Negative Attribution - An individual who is an accountant does not work for Department C Negative Attribution - An individual who is an accountant does not work for Department C Positive Attribution - An individual who works in Department C is a lawyer Positive Attribution - An individual who works in Department C is a lawyer

26. Release of the full table is not safe from an attribute disclosure perspective (it contains a zero) Release of the full table is not safe from an attribute disclosure perspective (it contains a zero) Each of the two marginal tables is safe (neither contains a zero) Each of the two marginal tables is safe (neither contains a zero) Is the release of the two marginal tables ‘jointly’ safe? Is the release of the two marginal tables ‘jointly’ safe?

27. The Bounds Problem Given a set of released tables (relating to the same population), what inferences about the counts in the ‘full’ table can be made? Given a set of released tables (relating to the same population), what inferences about the counts in the ‘full’ table can be made? Can a data intruder derive an upper bound of zero for any cell count? Can a data intruder derive an upper bound of zero for any cell count?

28. A non-graphical case All 2 × 2 marginals of a 2×2×2 table All 2 × 2 marginals of a 2×2×2 table A maximal complete subgraph (clique) without an individual corresponding table A maximal complete subgraph (clique) without an individual corresponding table

29. Var1 Var2AB C39 D22 Var1Var3AB E110 F41

30. Var2 Var3CD E83 F41 Var1 and Var2 Var3 A, C A, D B, C B, D E0182 F3110 Original cell counts can be recovered from the marginal tables Original cell counts can be recovered from the marginal tables

31. Each cell’s upper bound is the minimum of it’s relevant margins (Dobra and Fienberg) Each cell’s upper bound is the minimum of it’s relevant margins (Dobra and Fienberg)

32. SDC Summary A set of released tables relating to a given population A set of released tables relating to a given population If the resulting graph is both graphical and decomposable, then the upper bounds can be derived efficiently If the resulting graph is both graphical and decomposable, then the upper bounds can be derived efficiently

33. Common aspects Graphical representations Graphical representations Graphs / cliques / nodes / trees Combination of tables Combination of tables Pointwise operations

34. BBNs BBNs pointwise multiplication SDC SDC pointwise minimum andpointwise addition pointwise subtraction For calculating exact lower bounds }

35. Coercing Numeric built-ins A table is a numeric array with an associated list of variables A table is a numeric array with an associated list of variables Marginalisation is trivial, using the built-in Numeric.add.reduce() function and removing the relevant variable from the list Marginalisation is trivial, using the built-in Numeric.add.reduce() function and removing the relevant variable from the list

36. Conditioning is easily achieved using a Numeric.take() slice, appropriately reshaping the array with Numeric.reshape() and removing the variable from the list Conditioning is easily achieved using a Numeric.take() slice, appropriately reshaping the array with Numeric.reshape() and removing the variable from the list

37. Pointwise multiplication Pointwise multiplication Numeric.multiply() generates the appropriate table IF the two tables have identical ranks and variable lists Numeric.multiply() generates the appropriate table IF the two tables have identical ranks and variable lists This is ensured by adding new axes (Numeric.NewAxis) for the ‘missing’ axes and transposing one of the tables (Numeric.transpose()) so that the variable lists match This is ensured by adding new axes (Numeric.NewAxis) for the ‘missing’ axes and transposing one of the tables (Numeric.transpose()) so that the variable lists match

38. array([24, 5]) ['profession'] (2,) array([24, 5]) ['profession'] (2,) array([20, 7, 2]) ['department'] (3,) array([20, 7, 2]) ['department'] (3,) array([[24], array([[24], [ 5]]) (2, 1) [ 5]]) (2, 1) ['profession', 'department'] array([[20, 7, 2]]) (1, 3) array([[20, 7, 2]]) (1, 3) ['profession', 'department'] ['profession', 'department']

39. >>> prof * dept array ([[480, 168, 48], [100, 35, 10]]) [100, 35, 10]]) ['profession', 'department'] >>> (prof * dept).normalise(29) array([[ 16.551, 5.793, 1.655], [ 3.448, 1.206, 0.344]]) [ 3.448, 1.206, 0.344]]) ['profession', 'department']

40. Pointwise minimum / addition / subtraction Pointwise minimum / addition / subtraction Numeric.minimum(), Numeric.add() and Numeric.subtract() generate the appropriate tables IF the two tables have identical ranks and variable lists AND the two tables also have identical shape Numeric.minimum(), Numeric.add() and Numeric.subtract() generate the appropriate tables IF the two tables have identical ranks and variable lists AND the two tables also have identical shape This is ensured by a secondary preprocessing stage where the tables from the first preprocessing stage are multiplied by a ‘correctly’ shaped table of ones (this is actually quicker than using Numeric.concatenate()) This is ensured by a secondary preprocessing stage where the tables from the first preprocessing stage are multiplied by a ‘correctly’ shaped table of ones (this is actually quicker than using Numeric.concatenate())

41. array([[24], array([[24], [ 5]]) (2, 1) [ 5]]) (2, 1) ['profession', 'department'] ['profession', 'department'] array([ [20, 7, 2]]) (1, 3) array([ [20, 7, 2]]) (1, 3) ['profession', 'department'] ['profession', 'department'] array([[20, 7, 2] array([[20, 7, 2] [20, 7, 2]]) (2,3) [20, 7, 2]]) (2,3) (2 nd stage preprocessing)

42. >>> prof.minimum(dept) array([[20, 7, 2], [ 5, 5, 2]]) [ 5, 5, 2]]) ['profession', 'department']

43. Summary The Bayesian Belief Network software was originally implemented in Python for two reasons The Bayesian Belief Network software was originally implemented in Python for two reasons 1. The author was, at the time, a relatively inexperienced programmer 2. Self-learning (albeit with some help) was the only option

44. The SDC software was implemented in Python because, The SDC software was implemented in Python because, 1. Python + Numeric turned out to be a wholly appropriate solution for BBNs (Python is powerful, Numeric is fast) 2. Existing code could be reused