This is an unambitious Python library for working with Bayesian networks. For serious usage, you should probably be using a more established project, such as pomegranate, PyMC, Stan, Edward, and Pyro. There's also the well-documented bnlearn package in R. Hey, you could even go medieval and use something like Netica — I'm just jesting, they actually have a nice tutorial on Bayesian networks.
The main goal of this project is to be used for educational purposes. As such, more emphasis is put on tidyness and conciseness than on performance. I find libraries such as pomegranate wonderful, but they literally contain several thousand lines of code, at the detriment of simplicity and ease of comprehension. Nonetheless, hedgehog is reasonably efficient and should be able to satisfy most usecases in a timely manner.