Uncertainty

LESSON 11
Reading
Chapter 13

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Outline
Uncertainty
Probability
Syntax and Semantics
Inference
Independence and Bayes' Rule

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 Uncertainty
Let action At = leave for airport t minutes before flight
Will At get me there on time? Problems:
1. partial observability (road state, other drivers' plans, etc.)
2. noisy sensors (traffic reports)
3. uncertainty in action outcomes (flat tire, etc.)
4. immense complexity of modeling and predicting traffic
Hence a purely logical approach either
1. risks falsehood: “A25 will get me there on time”, or
2. leads to conclusions that are too weak for decision making:
“A25 will get me there on time if there's no accident on the bridge and it doesn't
rain and my tires remain intact etc etc.”
(A1440 might reasonably be said to get me there on time but I'd have to stay
overnight in the airport …)

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Methods for handling uncertainty
Default or nonmonotonic logic:
◦ Assume my car does not have a flat tire
◦ Assume A25 works unless contradicted by evidence
Issues: What assumptions are reasonable? How to handle contradiction?
Rules with fudge factors:
◦ A25 |→0.3 get there on time
◦ Sprinkler |→ 0.99 WetGrass
◦ WetGrass |→ 0.7 Rain
Issues: Problems with combination, e.g., Sprinkler causes Rain??
Probability
◦ Model agent's degree of belief
◦ Given the available evidence,
◦ A25 will get me there on time with probability 0.04
◦
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Probability
Probabilistic assertions summarize effects of
◦ laziness: failure to enumerate exceptions, qualifications, etc.
◦ ignorance: lack of relevant facts, initial conditions, etc.
Subjective probability:
Probabilities relate propositions to agent's own state of
knowledge
e.g., P(A25 | no reported accidents) = 0.06
These are not assertions about the world
Probabilities of propositions change with new evidence:
e.g., P(A25 | no reported accidents, 5 a.m.) = 0.15

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Making decisions under
uncertainty
Suppose I believe the following:
P(A25 gets me there on time | …) = 0.04
P(A90 gets me there on time | …) = 0.70
P(A120 gets me there on time | …) = 0.95
P(A1440 gets me there on time | …) = 0.9999

Which action to choose?

Depends on my preferences for missing flight vs. time spent waiting,
etc.
◦ Utility theory is used to represent and infer preferences
◦ Decision theory = probability theory + utility theory

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Syntax
Basic element: random variable
Similar to propositional logic: possible worlds defined by assignment of values
to random variables.
Boolean random variables
e.g., Cavity (do I have a cavity?)
Discrete random variables
e.g., Weather is one of <sunny,rainy,cloudy,snow>
Domain values must be exhaustive and mutually exclusive
Elementary proposition constructed by assignment of a value to a
random variable: e.g., Weather = sunny, Cavity = false
(abbreviated as cavity)
Complex propositions formed from elementary propositions and standard
logical connectives e.g., Weather = sunny  Cavity = false
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Syntax
Atomic event: A complete specification of the state of the
world about which the agent is uncertain

E.g., if the world consists of only two Boolean variables Cavity and
Toothache, then there are 4 distinct atomic events:
Cavity = false Toothache = false
Cavity = false  Toothache = true
Cavity = true  Toothache = false
Cavity = true  Toothache = true

Atomic events are mutually exclusive and exhaustive

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Axioms of probability
For any propositions A, B
◦ 0 ≤ P(A) ≤ 1
◦ P(true) = 1 and P(false) = 0
◦ P(A  B) = P(A) + P(B) - P(A  B)
◦

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Prior probability
Prior or unconditional probabilities of propositions
e.g., P(Cavity = true) = 0.1 and P(Weather = sunny) = 0.72 correspond to belief
prior to arrival of any (new) evidence
Probability distribution gives values for all possible assignments:
P(Weather) = <0.72,0.1,0.08,0.1> (normalized, i.e., sums to 1)
Joint probability distribution for a set of random variables gives the probability
of every atomic event on those random variables

P(Weather,Cavity) = a 4 × 2 matrix of values:

Weather = sunny rainy cloudy snow
Cavity = true 0.144 0.02 0.016 0.02
Cavity = false 0.576 0.08 0.064 0.08

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Every question about a domain can be answered by the joint distribution
Conditional probability
Conditional or posterior probabilities
e.g., P(cavity | toothache) = 0.8
i.e., given that toothache is all I know
(Notation for conditional distributions:
P(Cavity | Toothache) = 2-element vector of 2-element vectors)
If we know more, e.g., cavity is also given, then we have
P(cavity | toothache,cavity) = 1
New evidence may be irrelevant, allowing simplification, e.g.,

P(cavity | toothache, sunny) = P(cavity | toothache) = 0.8

This kind of inference, sanctioned by domain knowledge, is crucial

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Conditional probability
Definition of conditional probability:
P(a | b) = P(a  b) / P(b) if P(b) > 0
Product rule gives an alternative formulation:
P(a  b) = P(a | b) P(b) = P(b | a) P(a)
A general version holds for whole distributions, e.g.,
P(Weather,Cavity) = P(Weather | Cavity) P(Cavity)
(View as a set of 4 × 2 equations, not matrix mult.)
Chain rule is derived by successive application of product rule:
P(X1, …,Xn) = P(X1,...,Xn-1) P(Xn | X1,...,Xn-1)
= P(X1,...,Xn-2) P(Xn-1 | X1,...,Xn-2) P(Xn | X1,...,Xn-1)
=…
= πi= 1^n P(Xi | X1, … ,Xi-1)

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Inference by enumeration
Start with the joint probability distribution:

For any proposition φ, sum the atomic events where it is true:

P(φ) = Σω:ω╞φ P(ω)

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Inference by enumeration
Start with the joint probability distribution:

For any proposition φ, sum the atomic events where it is true: P(φ) = Σω:ω╞φ P(ω)

P(toothache) = 0.108 + 0.012 + 0.016 + 0.064 = 0.2

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Inference by enumeration
Start with the joint probability distribution:

For any proposition φ, sum the atomic events where it is true: P(φ) = Σω:ω╞φ P(ω)

P(toothache) = 0.108 + 0.012 + 0.016 + 0.064 = 0.2

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Inference by enumeration
Start with the joint probability distribution:

Can also compute conditional probabilities:

P(cavity | toothache) = P(cavity  toothache)
P(toothache)
= 0.016+0.064
0.108 + 0.012 + 0.016 + 0.064
= 0.4

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 Normalization

Denominator can be viewed as a normalization constant α

P(Cavity | toothache) = α, P(Cavity,toothache)
= α, [P(Cavity,toothache,catch) + P(Cavity,toothache, catch)]
= α, [<0.108,0.016> + <0.012,0.064>]
= α, <0.12,0.08> = <0.6,0.4>

General idea: compute distribution on query variable by fixing

evidence variables and summing over hidden variables

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 Inference by enumeration,
contd.
Typically, we are interested in
the posterior joint distribution of the query variables Y
given specific values e for the evidence variables E
Let the hidden variables be H = X - Y - E
Then the required summation of joint entries is done by summing out the hidden
variables:
P(Y | E = e) = αP(Y,E = e) = αΣhP(Y,E= e, H = h)
The terms in the summation are joint entries because Y, E and H together
exhaust the set of random variables
Obvious problems:
1. Worst-case time complexity O(dn) where d is the largest arity
2. Space complexity O(dn) to store the joint distribution
3. How to find the numbers for O(dn) entries?

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Independence
A and B are independent iff
P(A|B) = P(A) or P(B|A) = P(B) or P(A, B) = P(A) P(B)

P(Toothache, Catch, Cavity, Weather)

= P(Toothache, Catch, Cavity) P(Weather)

32 entries reduced to 12; for n independent biased coins, O(2n) →O(n)

Absolute independence powerful but rare
Dentistry is a large field with hundreds of variables, none of which are
independent. What to do?

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Conditional independence
P(Toothache, Cavity, Catch) has 23 – 1 = 7 independent entries
If I have a cavity, the probability that the probe catches in it doesn't depend on
whether I have a toothache:
(1) P(catch | toothache, cavity) = P(catch | cavity)

The same independence holds if I haven't got a cavity:

(2) P(catch | toothache,cavity) = P(catch | cavity)
Catch is conditionally independent of Toothache given Cavity:
P(Catch | Toothache,Cavity) = P(Catch | Cavity)
Equivalent statements:
P(Toothache | Catch, Cavity) = P(Toothache | Cavity)

P(Toothache, Catch | Cavity) = P(Toothache | Cavity) P(Catch | Cavity)

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Conditional independence
contd.
Write out full joint distribution using chain rule:
P(Toothache, Catch, Cavity)
= P(Toothache | Catch, Cavity) P(Catch, Cavity)
= P(Toothache | Catch, Cavity) P(Catch | Cavity) P(Cavity)
= P(Toothache | Cavity) P(Catch | Cavity) P(Cavity)

I.e., 2 + 2 + 1 = 5 independent numbers

In most cases, the use of conditional independence reduces the size of
the representation of the joint distribution from exponential in n to
linear in n.
Conditional independence is our most basic and robust form of
knowledge about uncertain environments.

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Bayes' Rule
Product rule P(ab) = P(a | b) P(b) = P(b | a) P(a)
 Bayes' rule: P(a | b) = P(b | a) P(a) / P(b)
or in distribution form
P(Y|X) = P(X|Y) P(Y) / P(X) = αP(X|Y) P(Y)
Useful for assessing diagnostic probability from causal probability:
◦ P(Cause|Effect) = P(Effect|Cause) P(Cause) / P(Effect)

E.g., let M be meningitis, S be stiff neck:

P(m|s) = P(s|m) P(m) / P(s) = 0.8 × 0.0001 / 0.1 = 0.0008
◦ Note: posterior probability of meningitis still very small!
◦

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Bayes' Rule and conditional
independence
P(Cavity | toothache  catch)
= αP(toothache  catch | Cavity) P(Cavity)
= αP(toothache | Cavity) P(catch | Cavity) P(Cavity)
This is an example of a naïve Bayes model:
P(Cause,Effect1, … ,Effectn) = P(Cause) πiP(Effecti|Cause)

Total number of parameters is linear in n

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Summary
Probability is a rigorous formalism for uncertain knowledge
Joint probability distribution specifies probability of every
atomic event
Queries can be answered by summing over atomic events
For nontrivial domains, we must find a way to reduce the
joint size
Independence and conditional independence provide the
tools

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