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Transcript
Uncertainty Development
Kenneth Baclawski
Northeastern University
Outline
 Background on Bayesian networks
 Bayesian network development phases




Requirements and Analysis
Design and Implementation
Testing and Validation
Maintenance
 Open problems in Bayesian network development



Methodology
Evaluation
Relationship to logic
 Conclusion
Probability Theory
 Probability measures uncertainty by
assigning a number between 0 and 1 to
events.

Pr(A person P is female) = 0.51
 Conditional probability is a probability
based on an event that has occurred.

Pr(P is female | P is a Northeastern University
faculty member) = 0.30
Sources of Uncertainty
 Measurement (sensor) error
 Nondeterministic processes
 Unmodeled variables (ontological
commitment)
 Subjective probabilities (judgement, belief,
trust, etc.)
Stochastic Models
 A random variable (RV) is a variable
characterized by random behavior in assuming
its different possible values.
 A stochastic model (or theory) is a set of RVs.
 The model is completely specified by the joint
probability distribution (JPD) of the RVs.
 As the number of RVs increases, the
complexity of the JPD increases rapidly.
Bayesian Networks
 Efficient graphical mechanism for
representing stochastic models.
 A Bayesian Network (BN) is a directed graph
in which:



A node corresponds to a RV.
An edge represents a stochastic dependency.
The conditional probability distribution (CPD) at
each RV conditioned on all incoming RVs.
 It is commonly assumed that the RVs are
discrete and that the graph is acyclic.
Bayesian Network Specification
Flu
Perceives Fever
Pr(Flu)=0.0001
Pr(Cold)=0.01
Temperature
Cold
Required CPDs:
1. Perceives Fever given Flu and/or Cold.
2. Temperature given Flu and/or Cold.
3. Probability of Flu (unconditional).
4. Probability of Cold (unconditional).
Flu
Flu
Flu
Flu
Flu
Flu
Flu
Flu
=
=
=
=
=
=
=
=
F&
F&
T&
T&
F&
F&
T&
T&
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
F
T
F
T
Perc eiv es Fev er
TRUE FALSE
0.01
0.99
0.1
0.9
0.9
0.1
0.95
0.05
F
T
F
T
Temperat ure
Mean St d Dev
37
0.5
37.5
1
39
2
39.5
2.5
Discrete RV
Continuous
RV
Bayesian Network Specification
Flu
Perceives Fever
Pr(Flu)=0.0001
Pr(Cold)=0.01
Temperature
Cold
The joint probability distribution is
the product of all the CPDs. The
probability distribution of any RV
(or set of RVs) is obtained by
computing the marginal distribution.
Flu
Flu
Flu
Flu
Flu
Flu
Flu
Flu
=
=
=
=
=
=
=
=
F&
F&
T&
T&
F&
F&
T&
T&
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
Cold =
F
T
F
T
Perc eiv es Fev er
TRUE FALSE
0.01
0.99
0.1
0.9
0.9
0.1
0.95
0.05
F
T
F
T
Temperat ure
Mean St d Dev
37
0.5
37.5
1
39
2
39.5
2.5
Discrete RV
Continuous
RV
Bayesian Network Inference
Flu
Query
(Inferred RV)
Perceives Fever
Evidence
(Observed RV)
Temperature
Cold
 Inference is performed by observing some RVs (evidence) and
computing some others (query).
 The evidence can be a value or a probability distribution.
 The answer to the query is the marginal distribution of the
specified RVs.
Bayesian Network Inference
Evidence
Diagnostic
Inference
Causal
Inference
Mixed
Inference
Query
 Inference in the same direction as the edges is called causal.
 Inference against the direction of the edges is called diagnostic.
 Inference in both directions is called mixed inference.
 The answer to the query is the marginal distribution of the
specified RVs.
Types of Bayesian Network
 BNs can be discrete, continuous or hybrid.



Discrete is the most commonly supported.
Connectionist (neural) networks are examples of
continuous BNs.
Hybrid BNs:
• From discrete to continous: mixed Gaussian
• From continous to discrete: connectionist classifiers
 BNs can have cycles, but these are much
harder to compute.
BN Inference Techniques
 Inference is computationally expensive as the
size of the BN increases.
 Exact inference


Clique
OOBN
 Approximate


Propagation
Monte Carlo (e.g., Gibbs sampling)
BN Software Tools
 Many software tools are available, both commercial
and free.
 Commercial: Netica, Hugin, Analytic
 Free: Smile, Genie, Java Bayes, MSBN
 See www.ai.mit.edu/~murphyk/Bayes/bnsoft.html
 These tools often assume that the RVs are discrete.
Ontologies and BNs
 An active research area
 Classes correspond to boolean RV nodes.
 Relationships between classes (e.g., subclass)
correspond to dependency edges.
 Attributes are modeled using class
constructors.
 The BNs that are constructed this way are
very limited.
Object-Oriented BNs
 Application of OO techniques to BN
specification has many advantages:



Reuse of specificiations
Enormous improvements in performance
Modular development and computation
 There is not yet a formal connection between
OO models and OOBNs.
Connection with Logic
 There have been many attempts to add
uncertainty to logic.
 None of these have been very successful.
BN Development
 Select the important variables.
 Specify the dependencies.
 Specify the CPDs.
 Evaluate.
 Iterate over the steps above.
Current BN Development
 BNs are generally quite small. Large scale
BN development is rare.
 There is a proposed standard for a BN format
for interchange (XBN). However, BN reuse
is uncommon.
 Visualization is rudimentary and does not
scale well to large BNs.
 Development methodologies are informal
and simplistic.
Information Fusion
 Combining stochastic models from different
sources is called information fusion.
 The process is well known and standardized,
but not systematically applied to BNs.
Dynamic BNs
 BNs can be dynamic in two ways:


Dynamic systems. The structure of the BN does
not vary, but nodes represent states at different
times.
The structure of the BN varies in time.
 One possible connection between logic and
BNs is to use a rule engine to determine the
structure of the BN.
Natural Language Processing
 Science is based on stochastic modeling.
The purpose of an experiment is to
constructor or to test a model.
 The scientific research literature is primarily
concerned with discussing stochastic models.
 While BNs are often used for NLP, there
have been no significant efforts to extract the
BNs in the scientific research literature using
NLP techniques.
Open Research Problems





Methodologies
Evaluation measures and methods
Closer connections with logic
Integration with dynamic systems
Development of standard representations for
interoperability
 Information fusion
 Natural language extraction
Conclusion
 There are methodologies and processes for
BN development, but they could benefit
from software engineering methodologies
and processes.
 There are many open research problems in
BNs that can be addressed using software
engineering methodologies.