Showing posts with label graphical models. Show all posts
Showing posts with label graphical models. Show all posts

7/29/2012

Probabilistic Graphical Models: Principles and Techniques (Adaptive Computation and Machine Learning series) Review

Probabilistic Graphical Models: Principles and Techniques (Adaptive Computation and Machine Learning series)
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Stanford professor, Daphne Koller, and her co-author, Professor Nir Friedman, employed graphical models to motivate thoroughgoing explorations of representation, inference and learning in both Bayesian networks and Markov networks. They do their own bidding at the book's web page, [...], by giving readers a panoramic view of the book in an introductory chapter and a Table of Contents. On the same page, there is a link to an extensive Errata file which lists all the known errors and corrections made in subsequent printings of the book - all the corrections had been incorporated into the copy I have. The authors painstakingly provided necessary background materials from both probability theory and graph theory in the second chapter. Furthermore, in an Appendix, more tutorials are offered on information theory, algorithms and combinatorial optimization. This book is an authoritative extension of Professor Judea Pearl's seminal work on developing the Bayesian Networks framework for causal reasoning and decision making under uncertainty. Before this book was published, I sent an e-mail to Professor Koller requesting some clarification of her paper on object-oriented Bayesian networks; she was most generous in writing an elaborate reply with deliberate speed.

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A general framework for constructing and using probabilistic models ofcomplex systems that would enable a computer to use available information for makingdecisions.

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11/22/2011

Modeling and Reasoning with Bayesian Networks Review

Modeling and Reasoning with Bayesian Networks
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While pursuing my PhD at UCLA, I took Professor Darwiche's classes and had the privilege of using the pre-release version of this book. Before taking professor Darwiche's class, I had spent a good deal of time while working on my masters degree working on Bayesian networks. I found that much of the literature on Bayesian networks was inaccessible to someone new to the field. There simply was not a comprehensive resource that would explain Bayesian networks from the beginning in a through and clear manner. I say with confidence that this has now changed.
The book begins with the fundamentals of logic. It continues on to describe the properties of the Bayesian network graph such as independence relationships and d-separation as well as how the parameters of a Bayesian network work.
There are then in depth discussions of the various queries we are able to perform on Bayesian networks and the algorithms for accomplishing them. These include queries such as probability of evidence, most probable explanation and probabilistic inference. Techniques such as summing out, pearl's polytree algorithm and belief propagation are described elogently and clearly.
The book also contains information on the current state of the art research going on in the field. This book is a valuable resource for anyone new to or ingrained in the use of Bayesian Networks. A book of this scope and target was sorely needed and I for one am glad it has arrived. I would and have recommended this to any of my peers in the field.

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This book provides a thorough introduction to the formal foundations and practical applications of Bayesian networks. It provides an extensive discussion of techniques for building Bayesian networks that model real-world situations, including techniques for synthesizing models from design, learning models from data, and debugging models using sensitivity analysis. It also treats exact and approximate inference algorithms at both theoretical and practical levels. The author assumes very little background on the covered subjects, supplying in-depth discussions for theoretically inclined readers and enough practical details to provide an algorithmic cookbook for the system developer.

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