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
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 )
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 A 1, …. , An are mutually exclusive with
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.
MAP Learner For each hypothesis h in H, calculate the posterior probability Output the hypothesis hmap 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
Minimum Description Length Principle • Occam’s razor : “ choose the shortest explanation for the observed data: short trees; minimal rules…. ’’ • MML: An abstraction of syntactical simplicity: – Given a data set D – Given a set of hypothesis {h 1, h 2, …, hn} that describe D – MML Principle : always choose Hi for which that quantity: Mlength (hi) + Mlength (D | hi) is minimised – MML: Best hypothesis is one which allows for most compact encoding of given data Example: • Represent the set {2, 4, 6, …. . , 100} • Solution 1: list all 49 integers • Solution 2: “All even numbers <= 100 and >= 2 • MML: Solution 2 is worth somet 5 hing • As the size of set increases, the cost of solution 1 increases much more rapidly than • cost of solution 1 • If the set is random then the cost of solution 1 is minimum
Bayesian Interpretation of MML From Information Theory: The optimal (shortest expected coding length) code for an object (event) with probability p is -log 2 p bits So: Think about the decision tree example: prefer the hypothesis that minimizes: mlength(h) + mlength (misclassification)
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(h 1|D) =. 4, P(h 2|D) =. 3, P(h 3 |D) =. 3 Given new data x, we have h 1(x)=+, h 2(x) = -, h 3(x) = What is the most probable classification of x ? Bayes optimal classification: Example: P(h 1| D) =. 4, P(h 2|D) =. 3, P(h 3|D)=. 3, P(-|h 1)=0, P(-|h 2)=1, P(-|h 3)=1, P(+|h 1)=1 P(+|h 2)=0 P(+|h 3)=0
Naïve Bayes Learner Assume target function f: X-> V, where each instance x described by attributes <a 1, a 2, …. , an>. Most probable value of f(x) is: Naïve Bayes assumption: (attributes are conditionally independent)
Example : Naïve Bayes Predict playing tennis in the day with the condition <sunny, cool, high, strong> (P(v| o=sunny, t= cool, h=high w=strong)) using the following training data: Day Outlook Temperature 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Sunny Overcast Rain Overcast Sunny Rain Sunny Overcast Rain we have : Hot Hot Mild Cool Mild Hot Mild Humidity High Normal Normal High Wind Play Tennis Weak Strong Weak Weak Strong Weak Strong No No Yes Yes Yes No
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
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
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 B 1, …. , Bn there is attached a conditional probability table P (A | B 1, …. , Bn)
Bayesian Belief Networks Occ Age Income Buy X Interested in Insurance • Age, Occupation and Income determine if customer will buy this product. • Given that customer buys product, whethere 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
General Product Rule
Nodes as Functions A node in BN is a conditional distribution function A B a b l m h ab ~ab a~b ~a~b l 0. 1 m 0. 3 h 0. 6 0. 7 0. 4 0. 2 0. 4 0. 5 0. 1 0. 2 0. 3 0. 1 0. 3 0. 6 P(X|A=a, B=b) X • input: parents state values • output: a distribution over its own value
Special Case : Naïve Bayes h e 1 e 2 …………. en P(e 1, e 2, ……en, h ) = P(h) P(e 1 | h) ……. P(en | h)
Inference in Bayesian Networks Age Income How likely are elderly rich people to buy Sun? P( paper = Sun | Age>60, Income > 60 k) Living Location House Owner Newspaper Preference EU Voting Pattern
Inference in Bayesian Networks Age Income Living Location House Owner Newspaper Preference EU Voting Pattern How likely are elderly rich people who voted labour to buy Daily Mail? P( paper = DM | Age>60, Income > 60 k, v = labour)
Bayesian Learning B E A C N ~b e a c b ~e ~a ~c ………………. . . n n Burglary Earthquake Alarm Call 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) Newscast
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