Book Image

Scala for Machine Learning

By : Patrick R. Nicolas
Book Image

Scala for Machine Learning

By: Patrick R. Nicolas

Overview of this book

Table of Contents (20 chapters)
Scala for Machine Learning
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Probabilistic graphical models


Let's start with a refresher course in basic statistics.

Given two events or observations X and Y, the joint probability of X and Y is defined as p(X,Y) = p(X∩Y). If the observations X and Y are not related, an assumption known as conditional independence, then p(X,Y) = p(X).p(Y). The conditional probability of an event Y, given X, is defined as p(Y|X) = p(X,Y)/p(X).

These two definitions are quite simple. However, probabilistic reasoning can be difficult to read in the case of large numbers of variables and sequences of conditional probabilities. As a picture is worth a thousand words, researchers introduced graphical models to describe a probabilistic relation between random variables using graphs [5:1].

There are two categories of graphs, and therefore, graphical models, which are as follows:

  • Directed graphs such as Bayesian networks

  • Undirected graphs such as conditional random fields (refer to the Conditional random fields section in Chapter 7, Sequential Data...