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Probabilistic Reasoning and Bayesian Belief Networks

Probabilistic Reasoning and Bayesian Belief Networks. Bayes Classifier. A probabilistic framework for solving classification problems Probability of an even A Conditional Probability: P ( A ∧ C ) = P ( A | C ) P ( C ), P(A ∧ C) = P(C | A)P(A) P(C | A)P(A) = P(A | C)P(C)

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Probabilistic Reasoning and Bayesian Belief Networks

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  1. Probabilistic Reasoning and Bayesian Belief Networks

  2. Bayes Classifier • A probabilistic framework for solving classification problems • Probability of an even A • Conditional Probability: • P(A ∧ C) = P(A|C)P(C), P(A ∧ C) = P(C|A)P(A) • P(C|A)P(A) = P(A|C)P(C) • Bayes theorem:

  3. Example of Bayes Theorem • Given: • A doctor knows that meningitis causes stiff neck 50% of the time • Prior probability of any patient having meningitis is 1/50,000 • Prior probability of any patient having stiff neck is 1/20 • If a patient has stiff neck, what’s the probability he/she has meningitis?

  4. Example 2 • When one has a cold, one usually has a high temperature (let us say, 80% of the time). We can use A to denote “I have a high temperature” and B to denote “I have a cold.” Therefore, we can write this statement of posterior probability as P(A|B) = 0.8. • Now, let us suppose that we also know that at any one time around 1 in every 10,000 people has a cold, and that 1 in every 1000 people has a high temperature. We can write these prior probabilities as P(A) = 0.001, P(B) = 0.0001 • Now suppose that you have a high temperature. What is the likelihood that you have a cold? This can be calculated very simply by using Bayes’ theorem:

  5. Bayesian Belief Networks • Example: Life at College • C = that you will go to college • S = that you will study • P = that you will party • E = that you will be successful in your exams • F = that you will have fun

  6. Bayesian Classifiers • Consider each attribute and class label as random variables • Given a record with attributes (A1, A2,…,An) • Goal is to predict class C • Specifically, we want to find the value of C that maximizes P(C| A1, A2,…,An ) • Can we estimate P(C| A1, A2,…,An ) directly from data?

  7. Bayesian Classifiers • Approach: • compute the posterior probability P(C | A1, A2, …, An) for all values of C using the Bayes theorem • Choose value of C that maximizes P(C | A1, A2, …, An) • Equivalent to choosing value of C that maximizes P(A1, A2, …, An|C) P(C) • How to estimate P(A1, A2, …, An | C )?

  8. Naïve Bayes Classifier • Assume independence among attributes Ai when class is given: • P(A1, A2, …, An |C) = P(A1| Cj) P(A2| Cj)… P(An| Cj) • Can estimate P(Ai| Cj) for all Ai and Cj. • New point is classified to Cj if P(Cj)  P(Ai| Cj) is maximal.

  9. Example of Naïve Bayes Classifier A: attributes M: mammals N: non-mammals P(A|M)P(M) > P(A|N)P(N) => Mammals

  10. Naïve Bayesian Classifier: Training Dataset Class: C1:buys_computer = ‘yes’ C2:buys_computer = ‘no’ Data sample X = (age <=30, Income = medium, Student = yes Credit_rating = Fair)

  11. Naïve Bayesian Classifier: An Example • P(Ci): P(buys_computer = “yes”) = 9/14 = 0.643 P(buys_computer = “no”) = 5/14= 0.357 • Compute P(X|Ci) for each class P(age = “<=30” | buys_computer = “yes”) = 2/9 = 0.222 P(age = “<= 30” | buys_computer = “no”) = 3/5 = 0.6 P(income = “medium” | buys_computer = “yes”) = 4/9 = 0.444 P(income = “medium” | buys_computer = “no”) = 2/5 = 0.4 P(student = “yes” | buys_computer = “yes) = 6/9 = 0.667 P(student = “yes” | buys_computer = “no”) = 1/5 = 0.2 P(credit_rating = “fair” | buys_computer = “yes”) = 6/9 = 0.667 P(credit_rating = “fair” | buys_computer = “no”) = 2/5 = 0.4 • X = (age <= 30 , income = medium, student = yes, credit_rating = fair) P(X|Ci) : P(X|buys_computer = “yes”) = 0.222 x 0.444 x 0.667 x 0.667 = 0.044 P(X|buys_computer = “no”) = 0.6 x 0.4 x 0.2 x 0.4 = 0.019 P(X|Ci)*P(Ci) : P(X|buys_computer = “yes”) * P(buys_computer = “yes”) = 0.028 P(X|buys_computer = “no”) * P(buys_computer = “no”) = 0.007 Therefore, X belongs to class (“buys_computer = yes”)

  12. Naïve Bayes (Summary) • Robust to isolated noise points • Handle missing values by ignoring the instance during probability estimate calculations • Robust to irrelevant attributes • Independence assumption may not hold for some attributes • Use other techniques such as Bayesian Belief Networks (BBN)

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