Bayesian network

A Bayesian network (also known as a Bayes network, Bayes net, belief network, or decision network)
is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a
directed acyclic graph (DAG). Bayesian networks are ideal for taking an event that occurred and predicting
the likelihood that any one of several possible known causes was the contributing factor. For example, a
Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given
symptoms, the network can be used to compute the probabilities of the presence of various diseases.

Efficient algorithms can perform inference and learning in Bayesian networks. Bayesian networks that
model sequences of variables (e.g. speech signals or protein sequences) are called dynamic Bayesian
networks. Generalizations of Bayesian networks that can represent and solve decision problems under
uncertainty are called influence diagrams.

Graphical model
Formally, Bayesian networks are directed acyclic graphs (DAGs) whose nodes represent variables in the
Bayesian sense: they may be observable quantities, latent variables, unknown parameters or hypotheses.
Edges represent conditional dependencies; nodes that are not connected (no path connects one node to
another) represent variables that are conditionally independent of each other. Each node is associated with a
probability function that takes, as input, a particular set of values for the node's parent variables, and gives
(as output) the probability (or probability distribution, if applicable) of the variable represented by the node.
For example, if parent nodes represent Boolean variables, then the probability function could be
represented by a table of entries, one entry for each of the possible parent combinations. Similar ideas
may be applied to undirected, and possibly cyclic, graphs such as Markov networks.

Example
Let us use an illustration to enforce the
concepts of a Bayesian network.
Suppose we want to model the
dependencies between three variables:
the sprinkler (or more appropriately, its
state - whether it is on or not), the
presence or absence of rain and whether
the grass is wet or not. Observe that two
events can cause the grass to become
wet: an active sprinkler or rain. Rain
has a direct effect on the use of the
sprinkler (namely that when it rains, the
sprinkler usually is not active). This A simple Bayesian network with conditional probability tables
situation can be modeled with a
Bayesian network (shown to the right).
Each variable has two possible values, T (for true) and F (for false).

The joint probability function is, by the chain rule of probability,

where G = "Grass wet (true/false)", S = "Sprinkler turned on (true/false)", and R = "Raining (true/false)".

The model can answer questions about the presence of a cause given the presence of an effect (so-called
inverse probability) like "What is the probability that it is raining, given the grass is wet?" by using the
conditional probability formula and summing over all nuisance variables:

Using the expansion for the joint probability function and the conditional probabilities from
the conditional probability tables (CPTs) stated in the diagram, one can evaluate each term in the sums in the
numerator and denominator. For example,

Then the numerical results (subscripted by the associated variable values) are

To answer an interventional question, such as "What is the probability that it would rain, given that we wet
the grass?" the answer is governed by the post-intervention joint distribution function

obtained by removing the factor from the pre-intervention distribution. The do operator
forces the value of G to be true. The probability of rain is unaffected by the action:

To predict the impact of turning the sprinkler on:

with the term removed, showing that the action affects the grass but not the rain.

These predictions may not be feasible given unobserved variables, as in most policy evaluation problems.
The effect of the action can still be predicted, however, whenever the back-door criterion is
satisfied. [1][2] It states that, if a set Z of nodes can be observed that d-separates[3] (or blocks) all back-door
paths from X to Y then

A back-door path is one that ends with an arrow into X. Sets that satisfy the back-door criterion are called
"sufficient" or "admissible." For example, the set Z = R is admissible for predicting the effect of S = T on G,
because R d-separates the (only) back-door path S ← R → G. However, if S is not observed, no other set d-
separates this path and the effect of turning the sprinkler on (S = T) on the grass (G) cannot be predicted
from passive observations. In that case P(G | do(S = T)) is not "identified". This reflects the fact that, lacking
interventional data, the observed dependence between S and G is due to a causal connection or is spurious
(apparent dependence arising from a common cause, R). (see Simpson's paradox)

To determine whether a causal relation is identified from an arbitrary Bayesian network with unobserved
variables, one can use the three rules of "do-calculus"[1][4] and test whether all do terms can be removed
from the expression of that relation, thus confirming that the desired quantity is estimable from frequency
data.[5]

Using a Bayesian network can save considerable amounts of memory over exhaustive probability tables, if
the dependencies in the joint distribution are sparse. For example, a naive way of storing the conditional
probabilities of 10 two-valued variables as a table requires storage space for values. If no
variable's local distribution depends on more than three parent variables, the Bayesian network
representation stores at most values.

One advantage of Bayesian networks is that it is intuitively easier for a human to understand (a sparse set of)
direct dependencies and local distributions than complete joint distributions.

Inference and learning

Bayesian networks perform three main inference tasks:

Inferring unobserved variables

Because a Bayesian network is a complete model for its variables and their relationships, it can be used to
answer probabilistic queries about them. For example, the network can be used to update knowledge of the
state of a subset of variables when other variables (the evidence variables) are observed. This process of
computing the posterior distribution of variables given evidence is called probabilistic inference. The
posterior gives a universal sufficient statistic for detection applications, when choosing values for the
variable subset that minimize some expected loss function, for instance the probability of decision error. A
Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to
complex problems.

The most common exact inference methods are: variable elimination, which eliminates (by integration or
summation) the non-observed non-query variables one by one by distributing the sum over the product;
clique tree propagation, which caches the computation so that many variables can be queried at one time and
new evidence can be propagated quickly; and recursive conditioning and AND/OR search, which allow for
a space–time tradeoff and match the efficiency of variable elimination when enough space is used. All of
these methods have complexity that is exponential in the network's treewidth. The most common
approximate inference algorithms are importance sampling, stochastic MCMC simulation, mini-bucket
elimination, loopy belief propagation, generalized belief propagation and variational methods.

Parameter learning

In order to fully specify the Bayesian network and thus fully represent the joint probability distribution, it is
necessary to specify for each node X the probability distribution for X conditional upon X 's parents. The
distribution of X conditional upon its parents may have any form. It is common to work with discrete or
Gaussian distributions since that simplifies calculations. Sometimes only constraints on distribution are
known; one can then use the principle of maximum entropy to determine a single distribution, the one with
the greatest entropy given the constraints. (Analogously, in the specific context of a dynamic Bayesian
network, the conditional distribution for the hidden state's temporal evolution is commonly specified to
maximize the entropy rate of the implied stochastic process.)

Often these conditional distributions include parameters that are unknown and must be estimated from data,
e.g., via the maximum likelihood approach. Direct maximization of the likelihood (or of the posterior
probability) is often complex given unobserved variables. A classical approach to this problem is the
expectation-maximization algorithm, which alternates computing expected values of the unobserved
variables conditional on observed data, with maximizing the complete likelihood (or posterior) assuming that
previously computed expected values are correct. Under mild regularity conditions, this process converges
on maximum likelihood (or maximum posterior) values for parameters.

A more fully Bayesian approach to parameters is to treat them as additional unobserved variables and to
compute a full posterior distribution over all nodes conditional upon observed data, then to integrate out the
parameters. This approach can be expensive and lead to large dimension models, making classical
parameter-setting approaches more tractable.

Structure learning

In the simplest case, a Bayesian network is specified by an expert and is then used to perform inference. In
other applications, the task of defining the network is too complex for humans. In this case, the network
structure and the parameters of the local distributions must be learned from data.

Automatically learning the graph structure of a Bayesian network (BN) is a challenge pursued within
machine learning. The basic idea goes back to a recovery algorithm developed by Rebane and Pearl[6] and
rests on the distinction between the three possible patterns allowed in a 3-node DAG:

Junction patterns
Pattern Model

Chain
Fork

Collider

The first 2 represent the same dependencies ( and are independent given ) and are, therefore,
indistinguishable. The collider, however, can be uniquely identified, since and are marginally
independent and all other pairs are dependent. Thus, while the skeletons (the graphs stripped of arrows) of
these three triplets are identical, the directionality of the arrows is partially identifiable. The same distinction
applies when and have common parents, except that one must first condition on those parents.
Algorithms have been developed to systematically determine the skeleton of the underlying graph and, then,
orient all arrows whose directionality is dictated by the conditional independences observed.[1][7][8][9]

An alternative method of structural learning uses optimization-based search. It requires a scoring function
and a search strategy. A common scoring function is posterior probability of the structure given the training
data, like the BIC or the BDeu. The time requirement of an exhaustive search returning a structure that
maximizes the score is superexponential in the number of variables. A local search strategy makes
incremental changes aimed at improving the score of the structure. A global search algorithm like Markov
chain Monte Carlo can avoid getting trapped in local minima. Friedman et al.[10][11] discuss using mutual
information between variables and finding a structure that maximizes this. They do this by restricting the
parent candidate set to k nodes and exhaustively searching therein.
A particularly fast method for exact BN learning is to cast the problem as an optimization problem, and
solve it using integer programming. Acyclicity constraints are added to the integer program (IP) during
solving in the form of cutting planes.[12] Such method can handle problems with up to 100 variables.

In order to deal with problems with thousands of variables, a different approach is necessary. One is to first
sample one ordering, and then find the optimal BN structure with respect to that ordering. This implies
working on the search space of the possible orderings, which is convenient as it is smaller than the space of
network structures. Multiple orderings are then sampled and evaluated. This method has been proven to be
the best available in literature when the number of variables is huge.[13]

Another method consists of focusing on the sub-class of decomposable models, for which the MLE have a
closed form. It is then possible to discover a consistent structure for hundreds of variables.[14]

Learning Bayesian networks with bounded treewidth is necessary to allow exact, tractable inference, since
the worst-case inference complexity is exponential in the treewidth k (under the exponential time
hypothesis). Yet, as a global property of the graph, it considerably increases the difficulty of the learning
process. In this context it is possible to use K-tree for effective learning.[15]

Statistical introduction
Given data and parameter , a simple Bayesian analysis starts with a prior probability (prior) and
likelihood to compute a posterior probability .

Often the prior on depends in turn on other parameters that are not mentioned in the likelihood. So, the
prior must be replaced by a likelihood , and a prior on the newly introduced parameters
is required, resulting in a posterior probability

This is the simplest example of a hierarchical Bayes model.

The process may be repeated; for example, the parameters may depend in turn on additional parameters
, which require their own prior. Eventually the process must terminate, with priors that do not depend on
unmentioned parameters.

Introductory examples

Given the measured quantities each with normally distributed errors of known standard
deviation ,

Suppose we are interested in estimating the . An approach would be to estimate the using a maximum
likelihood approach; since the observations are independent, the likelihood factorizes and the maximum
likelihood estimate is simply

However, if the quantities are related, so that for example the individual have themselves been drawn from
an underlying distribution, then this relationship destroys the independence and suggests a more complex
model, e.g.,
with improper priors , . When , this is an identified model (i.e. there
exists a unique solution for the model's parameters), and the posterior distributions of the individual will
tend to move, or shrink away from the maximum likelihood estimates towards their common mean. This
shrinkage is a typical behavior in hierarchical Bayes models.

Restrictions on priors

Some care is needed when choosing priors in a hierarchical model, particularly on scale variables at higher
levels of the hierarchy such as the variable in the example. The usual priors such as the Jeffreys prior often
do not work, because the posterior distribution will not be normalizable and estimates made by minimizing
the expected loss will be inadmissible.

Definitions and concepts

Several equivalent definitions of a Bayesian network have been offered. For the following, let G = (V,E) be
a directed acyclic graph (DAG) and let X = (Xv), v ∈ V be a set of random variables indexed by V.

Factorization definition

X is a Bayesian network with respect to G if its joint probability density function (with respect to a product
measure) can be written as a product of the individual density functions, conditional on their parent
variables:[16]

where pa(v) is the set of parents of v (i.e. those vertices pointing directly to v via a single edge).

For any set of random variables, the probability of any member of a joint distribution can be calculated from
conditional probabilities using the chain rule (given a topological ordering of X) as follows:[16]

Using the definition above, this can be written as:

The difference between the two expressions is the conditional independence of the variables from any of
their non-descendants, given the values of their parent variables.

Local Markov property

X is a Bayesian network with respect to G if it satisfies the local Markov property: each variable is
conditionally independent of its non-descendants given its parent variables:[17]

where de(v) is the set of descendants and V \ de(v) is the set of non-descendants of v.

This can be expressed in terms similar to the first definition, as

The set of parents is a subset of the set of non-descendants because the graph is acyclic.

Developing Bayesian networks

Developing a Bayesian network often begins with creating a DAG G such that X satisfies the local Markov
property with respect to G. Sometimes this is a causal DAG. The conditional probability distributions of
each variable given its parents in G are assessed. In many cases, in particular in the case where the variables
are discrete, if the joint distribution of X is the product of these conditional distributions, then X is a Bayesian
network with respect to G.[18]

Markov blanket

The Markov blanket of a node is the set of nodes consisting of its parents, its children, and any other parents
of its children. The Markov blanket renders the node independent of the rest of the network; the joint
distribution of the variables in the Markov blanket of a node is sufficient knowledge for calculating the
distribution of the node. X is a Bayesian network with respect to G if every node is conditionally
independent of all other nodes in the network, given its Markov blanket.[17]

d-separation

This definition can be made more general by defining the "d"-separation of two nodes, where d stands for
directional.[1] We first define the "d"-separation of a trail and then we will define the "d"-separation of two
nodes in terms of that.

Let P be a trail from node u to v. A trail is a loop-free, undirected (i.e. all edge directions are ignored) path
between two nodes. Then P is said to be d-separated by a set of nodes Z if any of the following conditions
holds:

P contains (but does not need to be entirely) a directed chain, or

, such that the middle node m is in Z,
P contains a fork, , such that the middle node m is in Z, or
P contains an inverted fork (or collider), , such that the middle node m is
not in Z and no descendant of m is in Z.

The nodes u and v are d-separated by Z if all trails between them are d-separated. If u and v are not d-
separated, they are d-connected.

X is a Bayesian network with respect to G if, for any two nodes u, v:

where Z is a set which d-separates u and v. (The Markov blanket is the minimal set of nodes which d-
separates node v from all other nodes.)

Causal networks

Although Bayesian networks are often used to represent causal relationships, this need not be the case: a
directed edge from u to v does not require that Xv be causally dependent on Xu . This is demonstrated by the
fact that Bayesian networks on the graphs:

are equivalent: that is they impose exactly the same conditional independence requirements.

A causal network is a Bayesian network with the requirement that the relationships be causal. The additional
semantics of causal networks specify that if a node X is actively caused to be in a given state x (an action
written as do(X  =  x)), then the probability density function changes to that of the network obtained by
cutting the links from the parents of X to X, and setting X to the caused value x.[1] Using these semantics, the
impact of external interventions from data obtained prior to intervention can be predicted.

Inference complexity and approximation algorithms

In 1990, while working at Stanford University on large bioinformatic applications, Cooper proved that exact
inference in Bayesian networks is NP-hard.[19] This result prompted research on approximation algorithms
with the aim of developing a tractable approximation to probabilistic inference. In 1993, Paul Dagum and
Michael Luby proved two surprising results on the complexity of approximation of probabilistic inference in
Bayesian networks.[20] First, they proved that no tractable deterministic algorithm can approximate
probabilistic inference to within an absolute error ɛ < 1/2. Second, they proved that no tractable randomized
algorithm can approximate probabilistic inference to within an absolute error ɛ  <  1/2 with confidence
probability greater than 1/2.

At about the same time, Roth proved that exact inference in Bayesian networks is in fact #P-complete (and
thus as hard as counting the number of satisfying assignments of a conjunctive normal form formula (CNF))
1−ɛ
and that approximate inference within a factor 2n for every ɛ > 0, even for Bayesian networks with
restricted architecture, is NP-hard. [21][22]

In practical terms, these complexity results suggested that while Bayesian networks were rich
representations for AI and machine learning applications, their use in large real-world applications would
need to be tempered by either topological structural constraints, such as naïve Bayes networks, or by
restrictions on the conditional probabilities. The bounded variance algorithm[23] developed by Dagum and
Luby was the first provable fast approximation algorithm to efficiently approximate probabilistic inference in
Bayesian networks with guarantees on the error approximation. This powerful algorithm required the minor
restriction on the conditional probabilities of the Bayesian network to be bounded away from zero and one
by where was any polynomial of the number of nodes in the network, .

Software
Notable software for Bayesian networks include:
 Just another Gibbs sampler (JAGS) – Open-source alternative to WinBUGS. Uses Gibbs
sampling.
OpenBUGS – Open-source development of WinBUGS.
SPSS Modeler – Commercial software that includes an implementation for Bayesian
networks.
Stan (software) – Stan is an open-source package for obtaining Bayesian inference using the
No-U-Turn sampler (NUTS),[24] a variant of Hamiltonian Monte Carlo.
PyMC3 – A Python library implementing an embedded domain specific language to
represent bayesian networks, and a variety of samplers (including NUTS)
WinBUGS – One of the first computational implementations of MCMC samplers. No longer
maintained.

History
The term Bayesian network was coined by Judea Pearl in 1985 to emphasize:[25]

the often subjective nature of the input information

the reliance on Bayes' conditioning as the basis for updating information
the distinction between causal and evidential modes of reasoning[26]

In the late 1980s Pearl's Probabilistic Reasoning in Intelligent Systems[27] and Neapolitan's Probabilistic
Reasoning in Expert Systems[28] summarized their properties and established them as a field of study.

See also
Mathematics
portal

Bayesian epistemology
Bayesian programming
Causal inference
Causal loop diagram
Chow–Liu tree
Computational intelligence
Computational phylogenetics
Deep belief network
Dempster–Shafer theory – a generalization of Bayes' theorem
Expectation–maximization algorithm
Factor graph
Hierarchical temporal memory
Kalman filter
Memory-prediction framework
Mixture distribution
Mixture model
Naive Bayes classifier
Polytree
Sensor fusion
Sequence alignment
 Structural equation modeling
Subjective logic
Variable-order Bayesian network

Notes
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books?id=LLkhAwAAQBAJ). Cambridge University Press. ISBN 978-0-521-77362-1.
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Further reading
Conrady S, Jouffe L (2015-07-01). Bayesian Networks and BayesiaLab – A practical
introduction for researchers (https://books.google.com/books?id=etXXsgEACAAJ). Franklin,
Tennessee: Bayesian USA. ISBN 978-0-9965333-0-0.
Charniak E (Winter 1991). "Bayesian networks without tears" (http://pages.cs.wisc.edu/~dyer/
cs540/handouts/charniak.pdf) (PDF). AI Magazine.
Kruse R, Borgelt C, Klawonn F, Moewes C, Steinbrecher M, Held P (2013). Computational
Intelligence A Methodological Introduction (https://books.google.com/books?id=etXXsgEACA
AJ). London: Springer-Verlag. ISBN 978-1-4471-5012-1.
Borgelt C, Steinbrecher M, Kruse R (2009). Graphical Models – Representations for
Learning, Reasoning and Data Mining (https://books.google.com/books?id=I8Fa-LKDpF0C)
(Second ed.). Chichester: Wiley. ISBN 978-0-470-74956-2.

External links
An Introduction to Bayesian Networks and their Contemporary Applications (http://www.niede
rmayer.ca/papers/bayesian/bayes.html)
On-line Tutorial on Bayesian nets and probability (http://www.dcs.qmw.ac.uk/%7Enorman/BB
Ns/BBNs.htm)
Web-App to create Bayesian nets and run it with a Monte Carlo method (https://web.archive.o
rg/web/20170601002137/http://princesofserendib.com/)
Continuous Time Bayesian Networks (http://robotics.stanford.edu/~nodelman/papers/ctbn.pd
f)
Bayesian Networks: Explanation and Analogy (https://web.archive.org/web/2009092320051
1/http://wiki.syncleus.com/index.php/DANN%3ABayesian_Network)
A live tutorial on learning Bayesian networks (http://videolectures.net/kdd07_neapolitan_lbn/)
A hierarchical Bayes Model for handling sample heterogeneity in classification problems (htt
p://www.biomedcentral.com/1471-2105/7/514/abstract), provides a classification model
taking into consideration the uncertainty associated with measuring replicate samples.
Hierarchical Naive Bayes Model for handling sample uncertainty (http://www.labmedinfo.org/
download/lmi339.pdf) Archived (https://web.archive.org/web/20070928081740/http://www.lab
medinfo.org/download/lmi339.pdf) 2007-09-28 at the Wayback Machine, shows how to
perform classification and learning with continuous and discrete variables with replicated
measurements.
Retrieved from "https://en.wikipedia.org/w/index.php?title=Bayesian_network&oldid=1160533313"