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Probalistc Models
Part 4a : Exact Inference in Bayesian Networks
Inference by Enumeration in BNs
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Cards (7)
The probability of a specific value
combination
x of the X :
P
(
X
=
x
∣
e
)
P(X=x|e)
P
(
X
=
x
∣
e
)
the most likely value
combination
of the X given the evidence e :
x
∗
x^*
x
∗
=
=
=
a
r
g
m
a
x
x
P
(
X
=
x
∣
e
)
arg max_x P(X=x |e)
a
r
g
ma
x
x
P
(
X
=
x
∣
e
)
Compute for each possible assingment of values x of the query variables X and you have to full
conditional distribution
P(X|E=e)
What is the goal of inference by enumeration for probabilistic queries
Compute
P
(
X
∣
e
)
P(X|e)
P
(
X
∣
e
)
for some sets of variable X,E contained in X and some specfici value assignment
E=e
Inference by Enumeration algorithm :
Compute P(X,e) via
Inference By Enumeration
, Z = (ensemble) X - X -E
P
(
X
,
e
)
=
P(X,e) =
P
(
X
,
e
)
=
∑
x
∈
V
a
l
(
Z
)
P
(
X
,
e
,
z
)
\sum_{x \in Val(Z)} P(X,e,z)
∑
x
∈
Va
l
(
Z
)
P
(
X
,
e
,
z
)
Compute
normalisation
constant Z from the above as
Z
=
Z =
Z
=
P
(
e
)
=
P(e) =
P
(
e
)
=
∑
x
P
(
x
,
e
)
\sum_x P(x,e)
∑
x
P
(
x
,
e
)
condition via
renormalisation
:
P
(
X
∣
e
)
=
P(X|e) =
P
(
X
∣
e
)
=
1
Z
P
(
X
,
e
)
\frac{1}{Z} P(X,e)
Z
1
P
(
X
,
e
)
It can be show that the problem of
inference
in
graphical
models is NP-hard, and therefore requires
exponential
time (
worst
case)
many
real-world
problems aren't worst case
Problems with inference :
computations are highly
redudant
many
terms are computed many
times
Exact inference can be feasible in very
sparse
networks but it is still
exponential
and thus
intractable
in general