統計数理概論

1. Forest Learning from Data
Joe Suzuki
July 17, 2017

2. Road Map
PART-II: July 24, 2017 (based on PART-I)
1. Estimating Mutual Information (15 mins)
2. Learning Forests from Data (25 mins)
3. Learning Bayesian Networks from Data (5 mins)
4. Exercise (45 mins)
PART-I: July 17, 2017
A Bayesian Approach to Data Compression

3. Entropy

4. Mutual Information (MI)

5. Correlation may not detect independence!

6. ML Estimator of MI

8. Bayesian Testing of Independence

10. Bayesian Estimation of MI
From Stirling’s formula
For large n

11. Experiments 500 trials for binary seq. of length n=200

12. BNSL: a CRAN package (J. Suzuki and J. Kawahara, 2017)
Bayesian Network Learning Structure
https://cran.r-project.org/web/packages/BNSL/index.html
collects research results by Joe Suzuki.
install(“BNSL”)
library(BNSL)
n=200; p=0.5; x=rbinom(n,1,p); y=rbinom(n,1,p) # seqs are generated
mi(x,y, proc=9) # I_n
mi(x,y) # J_n

13. Tree Approximation

14. Factorization w.r.t. A Tree

15. Find E s.t. D(P||P’) is minimized

16. Kruskal’s Algorithm

17. Chow-Liu Algorithm

22. Experiments using Asia data set
• library(BNSL)
• mm=mi_matrix(asia, proc=9) # I_n is used
• edge.list=kruskal(mm)
• g=graph_from_edgelist(edge.list, directed=FALSE)
• plot(g)
• mm=mi_matrix(asia) # J_n is used
• edge.list=kruskal(mm)
• g=graph_from_edgelist(edge.list, directed=FALSE)
• plot(g)

23. Asia (8 variables)
S. Lauritzen, D. Spiegelhalter. Local
Computation with Probabilities on
Graphical Structures and their
Application to Expert Systems (with
discussion). Journal of the Royal
Statistical Society: Series B
(Statistical Methodology), 50(2):157-
224, 1988

24. Asia Data Set

25. I. A. Beinlich, H. J. Suermondt, R. M.
Chavez, and G. F. Cooper. The ALARM
Monitoring System: A Case Study
with Two Probabilistic Inference
Techniques for Belief Networks. In
Proceedings of the 2nd European
Conference on Artificial Intelligence
in Medicine, pages 247-256.
Springer-Verlag, 1989.
Alarm (37 varibles)

26. Alarm Data Set

27. Learning Bayesian Networks from Data
The # of candidate structures with p nodes is more than exponential with p

28. 25 DAGs exist for p=3 but only 11 BNs are considered

30. 7 local scores and 11 global scores

31. • Estimating Mutual Information
• Learning Forests from Data
• Learning Bayesian Networks from Data
Summary

32. Problem Set #2