1. Learning Bayesian Networks

2. Dimensions of Learning ModelBayes netMarkov net DataCompleteIncomplete StructureKnownUnknown ObjectiveGenerativeDiscriminative

3. Bayes net(s) data X 1 true false true X21532X21532 X 3 0.7 -1.6 5.9 6.3........... Learning Bayes nets from data X1X1 X4X4 X9X9 X3X3 X2X2 X5X5 X6X6 X7X7 X8X8 Bayes-net learner + prior/expert information

4. From thumbtacks to Bayes nets Thumbtack problem can be viewed as learning the probability for a very simple BN: X heads/tails  X1X1 X2X2 XNXN... toss 1 toss 2toss N

5. The next simplest Bayes net X heads/tails Y tails heads “heads”“tails”

6. The next simplest Bayes net X heads/tails Y XX X1X1 X2X2 XNXN YY Y1Y1 Y2Y2 YNYN case 1 case 2 case N ?

7. The next simplest Bayes net X heads/tails Y XX X1X1 X2X2 XNXN YY Y1Y1 Y2Y2 YNYN case 1 case 2 case N "parameter independence"

8. The next simplest Bayes net X heads/tails Y XX X1X1 X2X2 XNXN YY Y1Y1 Y2Y2 YNYN case 1 case 2 case N "parameter independence"  two separate thumbtack-like learning problems

9. A bit more difficult... X heads/tails Y Three probabilities to learn:  X=heads  Y=heads|X=heads  Y=heads|X=tails

10. A bit more difficult... X heads/tails Y XX X1X1 X2X2  Y|X=heads Y1Y1 Y2Y2 case 1 case 2  Y|X=tails heads tails

11. A bit more difficult... X heads/tails Y XX X1X1 X2X2  Y|X=heads Y1Y1 Y2Y2 case 1 case 2  Y|X=tails

12. A bit more difficult... X heads/tails Y XX X1X1 X2X2  Y|X=heads Y1Y1 Y2Y2 case 1 case 2  Y|X=tails ? ? ?

13. A bit more difficult... X heads/tails Y XX X1X1 X2X2  Y|X=heads Y1Y1 Y2Y2 case 1 case 2  Y|X=tails 3 separate thumbtack-like problems

14. In general … Learning probabilities in a Bayes net is straightforward if Complete data Local distributions from the exponential family (binomial, Poisson, gamma,...) Parameter independence Conjugate priors

15. Incomplete data makes parameters dependent X heads/tails Y XX X1X1 X2X2  Y|X=heads Y1Y1 Y2Y2 case 1 case 2  Y|X=tails

16. Solution: Use EM Initialize parameters ignoring missing data E step: Infer missing values using current parameters M step: Estimate parameters using completed data Can also use gradient descent

17. Learning Bayes-net structure Given data, which model is correct? XY model 1: XY model 2:

18. Bayesian approach Given data, which model is correct? more likely? XY model 1: XY model 2: Data d

19. Bayesian approach: Model averaging Given data, which model is correct? more likely? XY model 1: XY model 2: Data d average predictions

20. Bayesian approach: Model selection Given data, which model is correct? more likely? XY model 1: XY model 2: Data d Keep the best model: - Explanation - Understanding - Tractability

21. To score a model, use Bayes’ theorem Given data d: "marginal likelihood" model score likelihood

22. Thumbtack example conjugate prior X heads/tails

23. More complicated graphs X heads/tails Y 3 separate thumbtack-like learning problems X Y|X=heads Y|X=tails

24. Model score for a discrete Bayes net

25. Computation of marginal likelihood Efficient closed form if Local distributions from the exponential family (binomial, poisson, gamma,...) Parameter independence Conjugate priors No missing data (including no hidden variables)

26. Structure search Finding the BN structure with the highest score among those structures with at most k parents is NP hard for k>1 (Chickering, 1995) Heuristic methods –Greedy –Greedy with restarts –MCMC methods score all possible single changes any changes better? perform best change yes no return saved structure initialize structure

27. Structure priors 1. All possible structures equally likely 2. Partial ordering, required / prohibited arcs 3. Prior(m)  Similarity(m, prior BN)

28. Parameter priors All uniform: Beta(1,1) Use a prior Bayes net

29. Parameter priors Recall the intuition behind the Beta prior for the thumbtack: The hyperparameters  h and  t can be thought of as imaginary counts from our prior experience, starting from "pure ignorance" Equivalent sample size =  h +  t The larger the equivalent sample size, the more confident we are about the long-run fraction

30. Parameter priors x1x1 x4x4 x9x9 x3x3 x2x2 x5x5 x6x6 x7x7 x8x8 + equivalent sample size imaginary count for any variable configuration parameter priors for any Bayes net structure for X 1 …X n parameter modularity

31. x1x1 x4x4 x9x9 x3x3 x2x2 x5x5 x6x6 x7x7 x8x8 prior network+equivalent sample size data improved network(s) x 1 true false true x 2 false true x 3 true false........... Combining knowledge & data x1x1 x4x4 x9x9 x3x3 x2x2 x5x5 x6x6 x7x7 x8x8