The
adaptation algorithm (sequential updating) will update the conditional
probability distribution of a Bayesian network in the light of inserted
and propagated evidence (i.e., experience). The adaptation algorithm only applies
to the discrete chance nodes. The algorithm is useful when the graphical
structure and an initial specification of the conditional probability
distributions are present but the modeled domain changes over time, the model
is incomplete, or the model simply does not reflect the modeled domain
properly.
In this section we give a quick overview of
sequential updating of the conditional probability tables. It is assumed that the reader is
familiar with the methodology of Bayesian networks and influence diagrams
as well as usage of the Hugin Graphical User Interface (the graphical user interface).
The basic concepts of
Bayesian networks are described in Introduction to
Bayesian Networks. You can also learn more about influence diagrams in the same
section. To get an introduction to the Hugin Graphical User Interface refer to the tutorial A
Small Bayesian Network.
Sequential updating, also known as adaptation or sequential
learning, makes it possible to update and improve the conditional probability
distribution for a domain as observations are made. Adaptation is especially
useful if the model is incomplete, the modeled domain is drifting over time, or
the model quite simple does not reflect the modeled domain properly. Note that
the graphical structure and initial specifications of conditional probability
distributions must be present prior to adaptation.
The adaptation algorithm implemented in Hugin is developed by Spiegelhalter
& Lauritzen (1990).
See also the papers by Cowel &
Dawid (1992)
and Olesen et al. (1992) for a more detailed mathematical description of the algorithm.
Spiegelhalter and Lauritzen introduced the notion of experience.
The experience is quantitative memory which can be based both on quantitative
expert judgment and past cases. Dissemination of experience refers to the
process of computing prior conditional distributions for the variables in the
network. Retrieval of experience refers to the process of
computing updated distributions for the parameters that determine the
conditional distributions for the variables in the network.
In short, the adaptation algorithm will update the conditional
probability distributions of a Bayesian network in light of inserted
and propagated evidence (i.e., experience). Note that adaptation can only be
applied to discrete chance variables.
The experience for a given discrete chance node is
represented as a set of experience counts Alpha0,...,Alphan-1,
where n is the number of configurations of the parents of the node
and Alphai > 0 for all i; Alphai
corresponds to the number of times the parents have been observed to be in the ith
configuration. However, note that the “counts” do not have to be
integers – they can be arbitrary (positive) real number, thus the counts are
only conceptual. The experience counts are stored in a table, known as the experience
table.
When an experience table is created, it is filled with zeros. Since
zero is an invalid experience count, positive values must be stored in the
tables before adaptation can take place. The adaptation algorithm will
only adapt conditional distributions corresponding to parent configurations
having a positive experience count. All other configurations (including all
configurations for nodes without experience tables) are ignored. This convention
can be used to turn on/off adaptation at the level of individual parent
configurations: setting an experience count to a positive number will turn on
adaptation for the associated parent configuration; setting the experience count
to zero or a negative number will turn it off.
Experience tables can be deleted. Note that this will turn off
adaptation for the node associated with the experience table and the initial
conditional distribution will be equal to conditional distribution of the node
at deletion time.
The
adaptation algorithm also provides an optional fading feature. This
feature reduces the influence of past (and possibly outdated) experience in
order to let the domain model adapt to changing environments. This is achieved
by discounting the experience count Alphai by
a fading factor Deltai, which is a positive real number
less than but typically close to 1. The true fading amount is made proportional
to the probability of the parent configuration in question. To be precise: if
the ith parent given the propagated evidence is pi,
then Alphai is multiplied by (1-pi)+piDeltai
before adaptation takes place. Note that the experience counts corresponding to
parent configurations that are inconsistent with the propagated evidence (i.e.,
configurations with pi = 0) remain unchanged.
To activate adaptation, the Adaptation Button may be used.
Adaptation is not supported for continuous nodes.