Bayesian network

The Bayesian network is the main graphical model of pyAgrum. A Bayesian network is a directed probabilistic graphical model based on a DAG. It represents a joint distribution over a set of random variables. In pyAgrum, the variables are (for now) only discrete.

A Bayesian network uses a directed acyclic graph (DAG) to represent conditional independence in the joint distribution. These conditional independence allow to factorize the joint distribution, thereby allowing to compactly represent very large ones.

\[P(X_1,\cdots,X_n)=\prod_{i=1}^n P(X_i | Parents(X_i))\]

Moreover, inference algorithms can also use this graph to speed up the computations. Finally, the Bayesian networks can be learnt from data.

Tutorial

Tutorials on Bayesian network

Reference