It deals with a set of practical methods for making
inferences from the available data.
Three Steps
Setting up the prior distribution
Setting up the posterior distribution
Evaluating the fit of the model
Bayesian inference
It is a method of statistical inference in which Bayes’s
theorem is used to update the probability for a
hypothesis.
It depends on three important theorems:
Bayes’ theorem
Law of total probability
Normalization.
Bayes’ theorem
In statistics and probability theory, the
Bayes’ theorem (also known as the Bayes’
rule) is a mathematical formula used to
determine the conditional probability of
events. Essentially, the Bayes’ theorem
describes the probability of an event based
on prior knowledge of the conditions that
might be relevant to the event.
Formula
The Bayes’ theorem is expressed in the following formula:
P(AIB)= P(BIA)P(A)
P(B)
Where:
P(A|B) – the probability of event A occurring, given event B
has occurred
P(B|A) – the probability of event B occurring, given event A
has occurred
P(A) – the probability of event A
P(B) – the probability of event B
LAW OF TOTAL PROBABILITY
The total probability rule (also called the Law of
Total Probability) breaks up probability
calculations into distinct parts. It's used to find the
probability of an event, A, when you don't know
enough about A's probabilities to calculate it directly.
... The total probability rule is: P(A) = P(A∩B) +
P(A∩Bc)
NORMALIZATION
Hp∑P(HiI…)=1
H stands for any hypothesis whose probability may be
affected (called evidence below).
The evidence E corresponds to new unseen data
P(H) refers to prior probability.
P(HIE) refers to the posterior probability
NAÏVE BAYES CLASSIFIER
Principle of Naive Bayes Classifier:
A Naive Bayes classifier is a probabilistic machine
learning model that’s used for classification task. The
crux of the classifier is based on the Bayes theorem.
BAYES THEOREM
P(AIB)= P(BIA)P(A)
P(B)
Using Bayes theorem, we can find the probability of A
happening, given that B has occurred. Here, B is the
evidence and A is the hypothesis. The assumption
made here is that the predictors/features are
independent. That is presence of one particular feature
does not affect the other. Hence it is called naive.
ADVANTAGES
It is very easy and fast.
Test is straightforward .
APPLICATIONS
Spam mail filtering ,sentiment analysis, news article
categorization.
BAYESIAN NETWORKS
It has the following features:
Specifies which conditional independence
assumptions are valid.
Provides sets of conditional probabilities to specify the
joint probability distributions wherever dependencies
exist.
BAYESIAN BELIEF NETWORKS-BBN
BBN or simply Bayesian Network, is a statistical
model used to describe the conditional dependencies
between different random variables.
EXAMPLE
LUCKY
STUDY
GOOD GRADES
HIGHER
JOB
STUDIES
Purpose of the BBN model
Determine the posterior probability distribution for a
set of query variable given a set of observed events.
Two important results are used to perform inference
in a BBN:
First is the chain rule, which is derived from repeated
applications of the product rule,
The other result is a lemma which can be used to
introduce new variables when there is no apparent
dependency among the variables.