Using Deep Neural Network Approximate Bayesian Network
This work addresses the computational bottleneck in Bayesian inference for researchers and practitioners, though it is incremental as it applies an existing method (Deep Neural Networks) to a new domain.
The authors tackled the problem of approximating posterior probabilities in Bayesian Networks by using Deep Neural Networks, achieving higher accuracy and faster computation compared to traditional likelihood weighting sampling on medium-sized networks.
We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint probability distri- bution of Bayesian Network by learning from a few observation and posterior probability distribution pairs with high accuracy. Compared with traditional approximate method likelihood weighting sampling algorithm, our method is much faster and gains higher accuracy in medium sized Bayesian Network. Another advantage of our method is that our method can be parallelled much easier in GPU without extra effort. We also ex- plored the connection between the accuracy of our model and the number of training examples. The result shows that our model saturate as the number of training examples grow and we don't need many training examples to get reasonably good result. Another contribution of our work is that we have shown discriminative model like Deep Neural Network can approximate generative model like Bayesian Network.