Inference By Enumeration
Definition: compute desired probability from model
- Query variable given evidence
- Can change with new evidence
P(X1 … Xn) is given
- Evidence variables: E = e
- Query Variables: Q
- Hidden Variables: H
- Sum over all hidden variables on the outside
Evaluation:
- O(d^n) complexity due to hidden variables
- same space to store the distribution
- same # data points to estimate entries in the joint distribution
Variable Elimination
Query: P(Q | E = e1 … E = ek)
- Start with initial factors
- while there are still hidden variables, pick Hj and sum out Hj from the product of all factors mentioning Hj
- Order matters: we want to move summations as far in as possible to reduce the size of each factor → save computation
D-Separation
Independence