Bayesian Networks
A Bayesian network, also known as a belief network, probabilistic directed acyclic graphical model, or Bayes net, is a statistical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG).
Key components and concepts:
1. Nodes:
Each node in the graph represents a random variable. These variables can be observable quantities, latent variables, unknown parameters, or hypotheses.
2. Edges:
The edges between the nodes represent conditional dependencies; an edge from node A to node B indicates that B is dependent on A. The absence of an edge indicates conditional independence between variables.
3. Conditional Probability Tables (CPTs):
Each node is associated with a probability function that takes a particular set of values for the node's parent variables and gives the probability of the variable represented by the node. For nodes without parents, the CPT reduces to the prior probability of the node.
4. Joint Probability Distribution:
Using the chain rule for Bayesian networks, the joint probability distribution over all the variables can be decomposed into a product of conditional distributions:
5. Inference:
Bayesian networks can be used to perform inference, which allows you to compute the probability of unknown variables given known variables.
The following notes are problems solved for inferencing from Bayesian Networks.
Numerical Problem 1
Numerical Problem 2
Numerical Problem 3
6. Learning:
There are two major tasks in learning a Bayesian network from data: structure learning and parameter learning. Structure learning involves finding the most suitable graph structure that represents the dependencies between variables. Parameter learning is about estimating the values of the CPTs, often through methods like maximum likelihood estimation or Bayesian estimation.
Create and train a Bayesian network from a dataset in Python
Data Preprocessing:
Prepare your dataset, ensuring that it is clean and formatted correctly. Each column in your dataset should correspond to a node in the Bayesian network.
Structure Learning:
Determine the structure of the Bayesian network. This can be done using domain knowledge or by employing algorithms that discover dependencies between variables.
Parameter Learning:
Once you have a structure, you need to learn the parameters (i.e., the conditional probability distributions) from the data. This can be done through various methods such as Maximum Likelihood Estimation or Bayesian Estimation.
Inference:
After the structure and parameters are learned, you can perform inference on the network to answer probabilistic queries about the data.
Sample Code
from pgmpy.models import BayesianNetwork
from pgmpy.estimators import HillClimbSearch, BicScore, MaximumLikelihoodEstimator
import pandas as pd
# Load and preprocess your dataset
data = pd.read_csv('your_dataset.csv')
# Step 1: Structure Learning
# Using Hill Climb Search with the BIC Score as scoring method
hc = HillClimbSearch(data, scoring_method=BicScore(data))
best_model_structure = hc.estimate()
print("Structure of the model:", best_model_structure.edges())
# Create a Bayesian Network with the structure learned from the dataset
model = BayesianNetwork(best_model_structure.edges())
# Step 2: Parameter Learning
# Using Maximum Likelihood Estimator to learn the CPDs from the data
model.fit(data, estimator=MaximumLikelihoodEstimator)
# Now, the Bayesian network has been trained on your dataset.
# You can now perform inference on the trained model:
from pgmpy.inference import VariableElimination
inference = VariableElimination(model)
# Query a variable
result = inference.query(variables=['HeartDisease'], evidence={'Exercise': 'Yes'})
print(result)
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