--- id: wiki-2026-0508-probabilistic-graphical-models title: Probabilistic Graphical Models category: 10_Wiki/Topics status: verified canonical_id: self aliases: [PGM, Bayesian Network, Markov Random Field, MRF] duplicate_of: none source_trust_level: A confidence_score: 0.9 verification_status: applied tags: [pgm, bayesian-network, mrf, inference, machine-learning] raw_sources: [] last_reinforced: 2026-05-10 github_commit: pending tech_stack: language: Python framework: pgmpy/pyro/numpyro --- # Probabilistic Graphical Models ## 매 한 줄 > **"매 graph 로 joint distribution 의 factorization 표현"**. 매 random variable = node, dependency = edge. Bayesian Network (DAG) 와 Markov Random Field (undirected) 의 두 family. 2026 의 매 deep learning 시대에도 medical diagnosis, fault detection, causal inference 에서 핵심. ## 매 핵심 ### 매 Two Families - **Bayesian Network (Directed)**: P(X) = ∏ᵢ P(Xᵢ | Pa(Xᵢ)). 매 causal direction 명시. - **Markov Random Field (Undirected)**: P(X) = (1/Z) ∏ φc(Xc). 매 symmetric correlation. - **Factor Graph**: 매 두 family 통합 representation — bipartite (variable + factor nodes). ### 매 핵심 Operation - **Marginal inference**: P(Xᵢ) 매 sum out 다른 variable. - **MAP inference**: argmax P(X) — most likely assignment. - **Conditional**: P(Xᵢ | E=e) — evidence 주어진 belief update. - **Learning**: 매 parameter (MLE, EM) + structure (score-based, constraint-based). ### 매 Inference Algorithm - **Exact**: Variable Elimination, Belief Propagation (tree), Junction Tree. - **Approx**: MCMC (Gibbs, Metropolis-Hastings), Variational Inference, Loopy BP. ### 매 응용 1. Medical diagnosis: 매 symptom → disease causal network. 2. Fault detection: 매 sensor reading → root cause. 3. Computer vision: 매 CRF for image segmentation (DeepLab v3 의 backbone). 4. Causal inference: 매 do-calculus, counterfactual. ## 💻 패턴 ### pgmpy: Bayesian Network 정의 ```python from pgmpy.models import DiscreteBayesianNetwork from pgmpy.factors.discrete import TabularCPD model = DiscreteBayesianNetwork([('Rain', 'Sprinkler'), ('Rain', 'Wet'), ('Sprinkler', 'Wet')]) cpd_rain = TabularCPD('Rain', 2, [[0.8], [0.2]]) cpd_sprinkler = TabularCPD('Sprinkler', 2, [[0.9, 0.5], [0.1, 0.5]], evidence=['Rain'], evidence_card=[2]) cpd_wet = TabularCPD('Wet', 2, [[1.0, 0.2, 0.1, 0.01], [0.0, 0.8, 0.9, 0.99]], evidence=['Rain', 'Sprinkler'], evidence_card=[2, 2]) model.add_cpds(cpd_rain, cpd_sprinkler, cpd_wet) assert model.check_model() ``` ### Variable Elimination inference ```python from pgmpy.inference import VariableElimination infer = VariableElimination(model) result = infer.query(variables=['Rain'], evidence={'Wet': 1}) print(result) ``` ### NumPyro: Bayesian regression ```python import numpyro import numpyro.distributions as dist from numpyro.infer import MCMC, NUTS import jax.numpy as jnp def model(X, y=None): beta = numpyro.sample('beta', dist.Normal(jnp.zeros(X.shape[1]), 1.0)) sigma = numpyro.sample('sigma', dist.HalfNormal(1.0)) mu = jnp.dot(X, beta) numpyro.sample('y', dist.Normal(mu, sigma), obs=y) mcmc = MCMC(NUTS(model), num_warmup=500, num_samples=1000) mcmc.run(jax.random.PRNGKey(0), X, y) ``` ### Markov Random Field (CRF for sequence labeling) ```python import torch from torchcrf import CRF num_tags = 5 crf = CRF(num_tags, batch_first=True) emissions = torch.randn(2, 10, num_tags) # (batch, seq, tags) tags = torch.randint(0, num_tags, (2, 10)) loss = -crf(emissions, tags) # neg log likelihood best = crf.decode(emissions) # Viterbi ``` ### Pyro: Variational Inference ```python import pyro import pyro.distributions as dist from pyro.infer import SVI, Trace_ELBO from pyro.optim import Adam def model(data): z = pyro.sample('z', dist.Normal(0, 1)) pyro.sample('obs', dist.Normal(z, 1), obs=data) def guide(data): mu = pyro.param('mu', torch.tensor(0.)) sigma = pyro.param('sigma', torch.tensor(1.), constraint=dist.constraints.positive) pyro.sample('z', dist.Normal(mu, sigma)) svi = SVI(model, guide, Adam({'lr': 0.01}), Trace_ELBO()) for step in range(1000): svi.step(data) ``` ## 매 결정 기준 | 상황 | Approach | |---|---| | Discrete, small state space, exact inference | pgmpy + VE | | Continuous, large model | NumPyro + NUTS | | Sequence labeling | CRF | | Image segmentation | CRF + CNN (DeepLab) | | Causal inference | DoWhy + pgmpy | | Real-time, approx OK | Loopy BP / VI | **기본값**: 매 small problem → pgmpy. 매 large continuous → NumPyro NUTS. ## 🔗 Graph - 부모: [[Probability Theory]] · [[Graph_Theory]] - 변형: [[Bayesian_Network]] · [[Markov_Random_Field]] - 응용: [[Image Segmentation]] · [[Causal Inference]] - Adjacent: [[Hidden_Markov_Model]] · [[Variational_Inference]] · [[MCMC]] ## 🤖 LLM 활용 **언제**: 매 explicit causal structure 필요, interpretability 중요, small-data domain (medicine). **언제 X**: 매 large-scale perception (이미지/음성) — neural network 가 우수. ## ❌ 안티패턴 - **모든 변수 fully connected**: 매 parameter explosion — sparsity 활용. - **Exact inference 의 강행 in dense graph**: NP-hard — approximate 사용. - **Causal direction 의 임의 가정**: 매 domain knowledge 없으면 PC algorithm 등으로 학습. ## 🧪 검증 / 중복 - Verified (Koller & Friedman 2009, Murphy 2012, pgmpy 0.1.26, NumPyro 0.16). - 신뢰도 A. ## 🕓 Changelog | 날짜 | 변경 | |---|---| | 2026-05-08 | Phase 1 | | 2026-05-10 | Manual cleanup — pgmpy/NumPyro/Pyro modern stack |