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Mastering Probabilistic Graphical Models with Python

Mastering Probabilistic Graphical Models with Python

By : Ankan
3.3 (7)
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Mastering Probabilistic Graphical Models with Python

Mastering Probabilistic Graphical Models with Python

3.3 (7)
By: Ankan

Overview of this book

Probabilistic Graphical Models is a technique in machine learning that uses the concepts of graph theory to compactly represent and optimally predict values in our data problems. In real world problems, it's often difficult to select the appropriate graphical model as well as the appropriate inference algorithm, which can make a huge difference in computation time and accuracy. Thus, it is crucial to know the working details of these algorithms. This book starts with the basics of probability theory and graph theory, then goes on to discuss various models and inference algorithms. All the different types of models are discussed along with code examples to create and modify them, and also to run different inference algorithms on them. There is a complete chapter devoted to the most widely used networks Naive Bayes Model and Hidden Markov Models (HMMs). These models have been thoroughly discussed using real-world examples.
Table of Contents (9 chapters)
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8
Index

Chapter 4. Approximate Inference

In the previous chapter, we saw algorithms for exact inference on graphical models. The computational complexity of calculating exact inference is exponential to the tree width of the network. Hence, for much larger networks whose tree width is large, exact inference becomes infeasible. Also, in many of our real-life problems, we are not particularly concerned about the exact probabilities of random variables. Rather, we are much more interested in the relative probabilities of the states of variables. Therefore, in this chapter, we will discuss algorithms to perform approximate inference over networks. There are many algorithms for approximate inference, but the approach to find an approximate distribution remains the same in all of them. In most of these, we usually define a target class Q of easy distributions, and then from this class, we try to find the distribution that is closest to our actual distribution Approximate Inference and answer inference queries from...

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