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Sensitivity Analysis for Probability Assessments in Bayesian Networks (1303.1470v1)

Published 6 Mar 2013 in cs.AI

Abstract: When eliciting probability models from experts, knowledge engineers may compare the results of the model with expert judgment on test scenarios, then adjust model parameters to bring the behavior of the model more in line with the expert's intuition. This paper presents a methodology for analytic computation of sensitivity values to measure the impact of small changes in a network parameter on a target probability value or distribution. These values can be used to guide knowledge elicitation. They can also be used in a gradient descent algorithm to estimate parameter values that maximize a measure of goodness-of-fit to both local and holistic probability assessments.

Citations (228)

Summary

  • The paper presents a detailed method for computing sensitivity values that quantify the impact of parameter changes on network probabilities.
  • It employs partial derivatives to identify parameters exerting significant influence on target variables, enhancing model refinement.
  • Practical examples, including medical diagnosis scenarios, illustrate how sensitivity analysis improves expert-driven Bayesian network adjustments.

Sensitivity Analysis for Probability Assessments in Bayesian Networks

Kathryn Blackmond Laskey's comprehensive exploration of sensitivity analysis in Bayesian networks provides significant insights into the analytical computation of sensitivity values for probability assessments. The methodology addressed in the paper offers a way to quantify the influence of minor adjustments in network parameters on targeted probability values or distributions. This technique can enhance the knowledge elicitation process, ultimately refining the expert assessment involved in the formation of Bayesian network models.

Core Contributions and Methodologies

The main contribution of the paper is a detailed method for computing sensitivity values and leveraging these computations to guide experts in modifying local probability assessments to achieve desired global outcomes. Sensitivity analysis in this context involves computing partial derivatives of a probability with respect to model parameters, an approach that maintains the advantages of not requiring experts to define reasonable parameter ranges. This computational strategy facilitates the incorporation of expert intuition with algorithmic precision, aiding the iterative process of model refinement.

Key propositions derived in the paper, such as Proposition 1, provide a mathematical framework for calculating the sensitivity of a target variable’s probability to changes in a parameter. These calculations enable the identification of parameters that exert significant impacts, thus directing more focused and efficient parameter tuning. Additionally, Laskey demonstrates the applicability of this approach across different scenarios, exemplifying with both unrestricted conditional distribution models and the noiseless-OR model.

Numerical Results and Implications

The paper includes a practical example using a Bayesian network derived from an existing dyspnea (shortness of breath) model. In this example, sensitivity values were computed for the probability of tuberculosis given evidence of travel to Asia and observed dyspnea. Results pinpointed particular local conditional distributions, especially the one regarding a direct predecessor of the target variable, as having the highest sensitivity. This illustrates a precise alignment between model refinement and expert judgment, allowing for targeted adjustments in parameter values.

These findings bear significant implications for refining Bayesian models within expert systems, especially in the medical decision-making domain. By enhancing the alignment of the model behavior with expert intuition, sensitivity analysis fosters a more robust model that is adaptable to various data-driven demands and expert-derived constraints.

Theoretical and Practical Implications

The theoretical implications of this sensitivity analysis method extend to potential adjustments in model structure, utilizing sensitivity values to suggest network link modifications that can improve model fit. This opens new avenues for iterative optimization of Bayesian networks without substantial computational burdens. Practically, this approach can inform the design of intelligent systems that require high accuracy in probabilistic reasoning, such as diagnostic tools in healthcare, risk assessment models, and decision-support systems.

Future Directions

Future research could explore expanding sensitivity computation methods to more complex structures and hybrid models that incorporate both quantitative and qualitative data. Integrating these methods with dynamic or adaptive Bayesian networks might further benefit areas where data and expert knowledge are subject to continual change. Additionally, the potential automation of best-fit assessments, as proposed in Laskey's paper through gradient descent methods, offers a promising direction for enhancing model precision while reducing reliance on intensive expert involvement.

In conclusion, Kathryn Blackmond Laskey's paper on sensitivity analysis in Bayesian networks provides an effective methodology for refining probabilistic models through analytically derived insights and expert-driven adjustments, delivering valuable contributions that are crucial for the development of more intelligent and accurate decision-support systems.