Making sensitivity analysis computationally efficient

  • Authors:
  • Uffe Kjærulff;Linda C. van der Gaag

  • Affiliations:
  • Department of Computer Science, Aalborg University, Aalborg, Denmark;Department of Computer Science, Utrecht University, Utrecht, The Netherlands

  • Venue:
  • UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2000

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Abstract

To investigate the robustness of the output probabilities of a Bayesian network, a sensitivity analysis can be performed. A one-way sensitivity analysis establishes, for each of the probability parameters of a network, a function expressing a posterior marginal probability of interest in terms of the parameter. Current methods for computing the coefficients in such a function rely on a large number of network evaluations. In this paper, we present a method that requires just a single outward propagation in a junction tree for establishing the coefficients in the functions for all possible parameters; in addition, an inward propagation is required for processing evidence. Conversely, the method requires a single outward propagation for computing the coefficients in the functions expressing all possible posterior marginals in terms of a single parameter. We extend these results to an n-way sensitivity analysis in which sets of parameters are studied.