Software Engineering Laboratory1 Introduction of Bayesian Network 4 / 20 / 2005 CSE634 Data Mining Prof. Anita Wasilewska Hiroo Kusaba

Software Engineering Laboratory2 References [1] D. Heckerman: “ A Tutorial on Learning with Bayesian Networks ”, In “ Learning in Graphical Models ”, ed. M.I. Jordan, The MIT Press, [2] [3]Jiawei Han: ” Data Mining Concepts and Techniques ”,ISBN [4] Whittaker, J.: Graphical Models in Applied Multivariate Statistics, John Wiley and Sons (1990)

Software Engineering Laboratory3 Contents Brief introduction Review  A little review of probability  Bayes theorem Bayesian Classification Steps of using Bayesian Network

Software Engineering Laboratory4 Random variables X, Y, Xi, Θ Capitals Condition (or value) of a variable x, y, xi, θ small Set of a variable X, Y, Xi, Θ in Capital bold Set of a condition (or value) x, y, xi, θ small bold P(x/a) : Probability that an event x occurs (or happens) under the condition of a

Software Engineering Laboratory5 What is Bayesian Network ? Network which express the dependencies among the random variables Each node has posterior probability which depends on the previous random variable The whole network also express the joint probability distribution from all of the random variables Pa is parent(s) of a node i

Software Engineering Laboratory6 How is it used ? Bayesian Learning  Estimating dependencies between the random variables from the actual data Bayesian Inference  When some of the random variables are defined it calculate the other probabilities  Patiants condition as a random variable, from the condition it predicts the desease

Software Engineering Laboratory7 What is so good about it? Conditional independencies and graphical expression capture structure of many real-world distributions. [1] Learned model can be used for many tasks Supports all the features of probabilistic learning  Model selection criteria  Dealing with missing data and hidden variables

Software Engineering Laboratory8 Example of Bayesian Network  Structure of a network  Conditional Probability  X,Y,Z are random variables which takes either 0 or 1  p(X), p(Y|X), p(Z|Y) XYZ XYP(Y|X) YZP(Z|Y) XP(X)

Software Engineering Laboratory9 Example of Bayesian Network 2 What is the Joint probability of P(X, Y, Z)?  P(X, Y, Z) = P(X)*P(Y|X)*P(Z|Y) XYZP(X,Y,Z) XYZP(X,Y,Z)

Software Engineering Laboratory10 A little Review of probability 1 Probability : How likely is it that an event will happen? Sample Space S  Element of S: elementary event  An event A is a subset of S P(A) ≧ 0 P(S) = 1

Software Engineering Laboratory11 A little review of probability 2 Discrete probability distribution  P(A) = Σ ｓ∈ A P （ｓ） Conditional probability distribution  P(A|B) = P(A, B) / P(B) If the events are independent  P(A, B) = P(A)*P(B) Bayes Theorem B A

Software Engineering Laboratory12 Bayes Theorem

Software Engineering Laboratory13 Example of Bayes Theorem You are about to be tested for a rare desease. How worried should you be if the test result is positive ? Accuracy of the Test is P(T) = 85% Chance of Infection P(I) = 0.01% What is P(I / not T) Bayes.html

Software Engineering Laboratory14 Bayesian Classification Suppose that there are m classes, Given an unknown data sample, x the Bayesian classifier assigns an unknown sample x to the class c if and only if

Software Engineering Laboratory15 We have to maximize In order to reduce computation class conditional independence is made

Software Engineering Laboratory16 Example of Bayesian Classification in the text book[3] Customer under 30 and income is “ medium ” and student and credit rating is “ fair ”, which category does the customer belongs? Buy or not.

Software Engineering Laboratory17 Bayesian Network Network which express the dependencies among the random variables The whole network also express the joint probability distribution from all of the random variables Pa is parent(s) of a node i XYZ Pa i are a subset

Software Engineering Laboratory18 Steps to apply Bayesian Network Step1 Create a Bayesian Belief Network  Include all the variables that are important in your system  Use causal knowledge to guide the connections made in the graph  Use your prior knowledge to specify the conditional distributions Step2 Calculate the p(x i |pa i ) for your goal

Software Engineering Laboratory19 Example from [1] Example to make a BN from the prior knowledge BN to find a credit card fraud  Define random variables  Fraud(F):Probability that owner is a fraud  Gas(G):Bought a gas in 24 hours  Jewelry(J):Bought a jewelry in 24 hours  Age(A):Age of owner of the card  Sex(S):Gender of the owner of the card

Software Engineering Laboratory20 Give orders to random variables Define dependencies, but you have to be careful. F GJ SA F G JS A

Software Engineering Laboratory21 Next topic Training with Bayesian Network  Bayes Inference  If the training data is complete  If the training data is missing  Network Evaluation

Software Engineering Laboratory22 Thank you for listening.