Local structures; Causal Independence, Context-sepcific independance COMPSCI 276 Fall 2007.
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Transcript of Local structures; Causal Independence, Context-sepcific independance COMPSCI 276 Fall 2007.
Local structure 2
Reducing parameters of families
• Determinizm
• Causal independence
• Context-specific independanc
• Continunous variables
Local structure 4
Causal Independence
• Event X has two possible causes: A,B. It is hard to elicit P(X|A,B) but it is easy to determine P(X|A) and P(X|B).
• Example: several diseases causes a symptom.
• Effect of A on X is independent from the effect of B on X
Causal Independence, using canonical models:
Noisy-O, Noisy AND, noisy-max
A B
X
Local structure 6
Noisy-OR“noise” is associated with each edge
described by noise parameter [0,1] :
Let q b=0.2, qa =0.1
P(x=0|a,b)= (1-a) (1-b)
P(x=1|a,b)=1-(1-a) (1-b)
A B
X
A B P(X=0|A,B)0 0 1
P(X=1|A,B)0
a b
0 1 0.1 0.91 0 0.2 0.81 1 0.02 0.98
qi=P(X=0|A_i=1,…else =0)
Local structure 7
Noisy-OR with LeakUse leak probability 0 [0,1] when both
parents are false:
Let a =0.2, b =0.1, 0 = 0.0001
P(x=0|a,b)= (1-0)(1-a)a(1-b)b
P(x=0|a,b)=1-(1-0)(1-a)a(1-b)b
A B
X
A B P(X=0|A,B)0 0 0.9999
P(X=1|A,B)0.0001
a b
0 1 0.1 0.91 0 0.2 0.81 1 0.02 0.98
Local structure 9
Closed Form Bel(X) - 1
u
u
Tii
Tii
xifq
xifq
xP11
0
)u|(
Given: noisy-or CPT P(x|u)
noise parameters i
Tu = {i: Ui = 1}Define:
qi = 1 - I,
Then:
q_i is the probability that the inhibitor for u_i is active while the
Local structure 11
Closed Form Bel(X) - 2Using Iterative Belief Propagation:
k
kxu
uuxPxxBEL )()|()()(
u
u
Ti kkxi
u
Ti kkxi
u
xifuq
xifuq
xBEL1)()1(
0)(
)(1
0
Set piix = pix (uk=1). Then we can show that:
1)1(1
0)1(
)(1
0
xif
xif
xBEL
iixi
iixi
Local structure 12
Causal Influence DefinedDefinition 2Let Y be a random variable with k parents X1,…,Xk.
The CPT P(Y|X1,…Xk) exhibits independence of causal influence (ICI) if it is described via a network fragment of the structure shown in on the left where CPT of Z is a deterministic functions f.
Z
Y
X1 X1 X1
Z0 Z1 Z2 Zk
Local structure 18
Context Specific Independence
• When there is conditional independence in some specific variable assignment
Local structure 23
The impact during inference
• Causal independence in polytrees is linear during inference
• Causal independence in general can sometime be exploited but not always
• CSI can be exploited by using operation (product and summation) over trees.
Local structure 26
A
S
L
(0.8,0.2)
(0.9,0.1) (0.4,0.6)
(0.1,0.9)
s1
a0 a1
s0
l1l0
Tree CPD
• If the student does not apply, SAT and L are irrelevant
• Tree-CPD for job
Local structure 27
Definition of CPD-tree
• A CPD-tree of a CPD P(Z|pa_Z) is a tree whose leaves are labeled by P(Z) and internal nodes correspond to parents branching over their values.
Local structure 28
C
L2
(0.1,0.9)
l21
c1 c2
l20L1
(0.8,0.2)(0.3,0.7)
l11l10
(0.9,0.1)
Letter1
Job
Letter2
Choice
Captures irrelevant variables
Local structure 29
Multiplexer CPD
• A CPD P(Y|A,Z1,Z2,…,Zk) is a multiplexer iff Val(A)=1,2,…k, and
• P(Y|A,Z1,…Zk)=Z_a
Letter1
Letter
Letter2
Choice
Job
Local structure 30
A
B
C
(0.3,0.7) (0.4,0.6)
(0.1,0.9)
b1
a0 a1
b0
c1c0
C
B
(0.3,0.7) (0.5,0.5)
(0.2,0.8)
c1c0
b1b0
Rule-based representation• A CPD-tree that correponds to rules.
Local structure 33
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
-3 -2 -1 0 1 2 3
gaussian(x,0,1)gaussian(x,1,1)
2
)(exp
2
1)(
2xxP
N(, )
Local structure 34
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
-3 -2 -1 0 1 2 3
gaussian(x,0,1)gaussian(x,0,2)
2
)(exp
2
1)(
2xxP
N(, )
Local structure 35
Multivariate GaussianDefinition:
Let X1,…,Xn. Be a set of random variables. A multivariate Gaussian distribution over X1,…,Xn is a parameterized by an n-dimensional mean vector and an n x n positive definitive covariance matrix . It defines a joint density via:
)()(
2
1
||)2(
1)( 1
2/12/
xxXP T
n
Local structure 36
Linear Gaussian Distribution
Definition:
Let Y be a continuous node with continuous parents X1,…,Xk. We say that Y has a linear Gaussian model if it can be described using parameters 0, …,k and 2 such that:
P(y| x1,…,xk)=N (0 + 1x1 +…,kxk ; 2 )
Local structure 39
Linear Gaussian NetworkDefinition
Linear Gaussian Bayesian network is a Bayesian network all of whose variables are continuous and where all of the CPTs are linear Gaussians.
Linear Gaussian BN Multivariate Gaussian
=>Linear Gaussian BN has a compact representation
Local structure 40
Hybrid Models
• Continuous Node, Discrete Parents (CLG)– Define density function for each instantiation of
parents
• Discrete Node, Continuous Parents– Treshold– Sigmoid
Local structure 41
Continuous Node, Discrete Parents
Definition:
Let X be a continuous node, and let U={U1,U2,…,Un} be its discrete parents and Y={Y1,Y2,…,Yk} be its continuous parents. We say that X has a conditional linear Gaussian (CLG) CPT if, for every value uD(U), we have a a set of (k+1) coefficients au,0, au,1, …, au,k+1 and a variance u
2 such that:)(),|(
1
2,0,
k
iuiiuu yaaNyuXp
Local structure 42
CLG Network
Definition:
A Bayesian network is called a CLG network if every discrete node has only discrete parents, and every continuous node has a CLG CPT.
Local structure 44
Discrete Node, Continuous ParentsSigmoid Binomial Logit
k
iiik XwwsigmoidXXyP
101 )(),...,|1(
Definition:Let Y be a binary-valued random variable with k continuous-valued parents X1,…Xk. The CPT P(Y|X1…Xk) is a linear sigmoid (also called binomial logit) if there are (k+1) weights w0,w1,…,wk such that:
Local structure 45
0.5
0.55
0.6
0.65
0.7
0.75
0.8
0.85
0.9
0.95
1
0 5 10 15 20
sigmoid(0.1*x)sigmoid(0.5*x)sigmoid(0.9*x)