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Learning Probabilistic Graphical Models in R

David Bellot

Computers / Data Science / Data Modeling & Design

Familiarize yourself with probabilistic graphical models through real-world problems and illustrative code examples in R

About This BookPredict and use a probabilistic graphical models (PGM) as an expert systemComprehend how your computer can learn Bayesian modeling to solve real-world problemsKnow how to prepare data and feed the models by using the appropriate algorithms from the appropriate R packageWho This Book Is For

This book is for anyone who has to deal with lots of data and draw conclusions from it, especially when the data is noisy or uncertain. Data scientists, machine learning enthusiasts, engineers, and those who curious about the latest advances in machine learning will find PGM interesting.

What You Will LearnUnderstand the concepts of PGM and which type of PGM to use for which problemTune the model's parameters and explore new models automaticallyUnderstand the basic principles of Bayesian models, from simple to advancedTransform the old linear regression model into a powerful probabilistic modelUse standard industry models but with the power of PGMUnderstand the advanced models used throughout today's industrySee how to compute posterior distribution with exact and approximate inference algorithmsIn Detail

Probabilistic graphical models (PGM, also known as graphical models) are a marriage between probability theory and graph theory. Generally, PGMs use a graph-based representation. Two branches of graphical representations of distributions are commonly used, namely Bayesian networks and Markov networks. R has many packages to implement graphical models.

We'll start by showing you how to transform a classical statistical model into a modern PGM and then look at how to do exact inference in graphical models. Proceeding, we'll introduce you to many modern R packages that will help you to perform inference on the models. We will then run a Bayesian linear regression and you'll see the advantage of going probabilistic when you want to do prediction.

Next, you'll master using R packages and implementing its techniques. Finally, you'll be presented with machine learning applications that have a direct impact in many fields. Here, we'll cover clustering and the discovery of hidden information in big data, as well as two important methods, PCA and ICA, to reduce the size of big problems.

Style and approach

This book gives you a detailed and step-by-step explanation of each mathematical concept, which will help you build and analyze your own machine learning models and apply them to real-world problems. The mathematics is kept simple and each formula is explained thoroughly.

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