Handling Uncertainty: Quantifying uncertainty, Baye’s theorem,

Uncertainty Quantification (UQ) is the science of quantifying,

characterizing, tracing, and managing uncertainty in
computational and real world systems. Uncertainty
quantification enables AI models to express confidence levels
in their predictions. This information is invaluable for users to
assess the reliability of AI-driven recommendations.
 Understand the uncertainties inherent in almost all systems
 Predict system responses across uncertain inputs
 Quantify confidence in predictions
 Find optimized solutions which are stable across a wide range
of inputs
 Reduce development time, prototyping costs, and unexpected
failures
 Implement probabilistic design processes

Probabilistic reasoning in Artificial

intelligence
Uncertainty:

Till now, we have learned knowledge representation using first-

order logic and propositional logic with certainty, which means
we were sure about the predicates. With this knowledge
representation, we might write A→B, which means if A is true
then B is true, but consider a situation where we are not sure
about whether A is true or not then we cannot express this
statement, this situation is called uncertainty.
So to represent uncertain knowledge, where we are not sure
about the predicates, we need uncertain reasoning or
probabilistic reasoning.

Causes of uncertainty:

Following are some leading causes of uncertainty to occur in

the real world.

1. Information occurred from unreliable sources.

2. Experimental Errors
3. Equipment fault
4. Temperature variation
5. Climate change.

Probabilistic reasoning:

Probabilistic reasoning is a way of knowledge representation

where we apply the concept of probability to indicate the
uncertainty in knowledge. In probabilistic reasoning, we
combine probability theory with logic to handle the uncertainty.

We use probability in probabilistic reasoning because it

provides a way to handle the uncertainty that is the result of
someone's laziness and ignorance.

In the real world, there are lots of scenarios, where the certainty
of something is not confirmed, such as "It will rain today,"
"behavior of someone for some situations," "A match between
two teams or two players." These are probable sentences for
which we can assume that it will happen but not sure about it,
so here we use probabilistic reasoning.

Need of probabilistic reasoning in AI:

 o When there are unpredictable outcomes.
o When specifications or possibilities of predicates becomes
too large to handle.
o When an unknown error occurs during an experiment.

In probabilistic reasoning, there are two ways to solve problems

with uncertain knowledge:

o Bayes' rule

Note: We will learn the above two rules in later chapters.

As probabilistic reasoning uses probability and related terms, so

before understanding probabilistic reasoning, let's understand
some common terms:

Probability: Probability can be defined as a chance that an

uncertain event will occur. It is the numerical measure of the
likelihood that an event will occur. The value of probability
always remains between 0 and 1 that represent ideal
uncertainties.

1. 0 ≤ P(A) ≤ 1, where P(A) is the probability of an event A.

1. P(A) = 0, indicates total uncertainty in an event A.
1. P(A) =1, indicates total certainty in an event A.

We can find the probability of an uncertain event by using the

below formula.

o P(¬A) = probability of a not happening event.

o P(¬A) + P(A) = 1.
Event: Each possible outcome of a variable is called an event.

Sample space: The collection of all possible events is called

sample space.

Random variables: Random variables are used to represent the

events and objects in the real world.

Prior probability: The prior probability of an event is

probability computed before observing new information.

Posterior Probability: The probability that is calculated after all

evidence or information has taken into account. It is a
combination of prior probability and new information.

Conditional probability:

Conditional probability is a probability of occurring an event

when another event has already happened.

Let's suppose, we want to calculate the event A when event B

has already occurred, "the probability of A under the conditions
of B", it can be written as:

Where P(A⋀B)= Joint probability of a and B

P(B)= Marginal probability of B.

If the probability of A is given and we need to find the

probability of B, then it will be given as:
It can be explained by using the below Venn diagram, where B
is occurred event, so sample space will be reduced to set B, and
now we can only calculate event A when event B is already
occurred by dividing the probability of P(A⋀B) by P( B ).

Example:

In a class, there are 70% of the students who like English and
40% of the students who likes English and mathematics, and
then what is the percent of students those who like English also
like mathematics?

Solution:

Let, A is an event that a student likes Mathematics

B is an event that a student likes English.

Hence, 57% are the students who like English also like
Mathematics.
 Bayes' theorem in Artificial intelligence

Bayes' theorem:

Bayes' theorem is also known as Bayes' rule, Bayes' law,

or Bayesian reasoning, which determines the probability of an
event with uncertain knowledge.

In probability theory, it relates the conditional probability and

marginal probabilities of two random events.

Bayes' theorem was named after the British

mathematician Thomas Bayes. The Bayesian inference is an
application of Bayes' theorem, which is fundamental to
Bayesian statistics.

It is a way to calculate the value of P(B|A) with the knowledge of

P(A|B).

Bayes' theorem allows updating the probability prediction of an

event by observing new information of the real world.

Example: If cancer corresponds to one's age then by using

Bayes' theorem, we can determine the probability of cancer
more accurately with the help of age.

Bayes' theorem can be derived using product rule and

conditional probability of event A with known event B:

As from product rule we can write:

1. P(A ⋀ B)= P(A|B) P(B) or

Similarly, the probability of event B with known event A:

1. P(A ⋀ B)= P(B|A) P(A)
Equating right hand side of both the equations, we will get:

The above equation (a) is called as Bayes' rule or Bayes'

theorem. This equation is basic of most modern AI systems
for probabilistic inference.

It shows the simple relationship between joint and conditional

probabilities. Here,

P(A|B) is known as posterior, which we need to calculate, and it

will be read as Probability of hypothesis A when we have
occurred an evidence B.

P(B|A) is called the likelihood, in which we consider that

hypothesis is true, then we calculate the probability of evidence.

P(A) is called the prior probability, probability of hypothesis

before considering the evidence

P(B) is called marginal probability, pure probability of an

evidence.

In the equation (a), in general, we can write P (B) = P(A)*P(B|Ai),

hence the Bayes' rule can be written as:
Where A1, A2, A3,........, An is a set of mutually exclusive and
exhaustive events.

Applying Bayes' rule:

Bayes' rule allows us to compute the single term P(B|A) in terms

of P(A|B), P(B), and P(A). This is very useful in cases where we
have a good probability of these three terms and want to
determine the fourth one. Suppose we want to perceive the
effect of some unknown cause, and want to compute that
cause, then the Bayes' rule becomes:

Example-1:

Question: what is the probability that a patient has diseases

meningitis with a stiff neck?

Given Data:

A doctor is aware that disease meningitis causes a patient to

have a stiff neck, and it occurs 80% of the time. He is also aware
of some more facts, which are given as follows:
o The Known probability that a patient has meningitis
disease is 1/30,000.
o The Known probability that a patient has a stiff neck is 2%.

Let a be the proposition that patient has stiff neck and b be the
proposition that patient has meningitis. , so we can calculate
the following as:

P(a|b) = 0.8

P(b) = 1/30000
P(a)= .02

Hence, we can assume that 1 patient out of 750 patients has

meningitis disease with a stiff neck.

Example-2:

Question: From a standard deck of playing cards, a single

card is drawn. The probability that the card is king is 4/52,
then calculate posterior probability P(King|Face), which
means the drawn face card is a king card.

Solution:

P(king): probability that the card is King= 4/52= 1/13

P(face): probability that a card is a face card= 3/13

P(Face|King): probability of face card when we assume it is a

king = 1

Putting all values in equation (i) we will get:

Application of Bayes' theorem in Artificial

intelligence:

Following are some applications of Bayes' theorem:

o It is used to calculate the next step of the robot when the
already executed step is given.
o Bayes' theorem is helpful in weather forecasting.
o It can solve the Monty Hall problem.
An example of probabilistic reasoning
o

o In the real world, there are lots of scenarios, where the certainty of something
is not confirmed, such as "It will rain today," "behavior of someone for some
situations," "A match between two teams or two players." These are probable
sentences for which we can assume that it will happen but not sure about it.

Representation of conditional probability

o

o Conditional probability refers to the chances that some outcome (A) occurs
given that another event (B) has also occurred. In probability, this is written as
A given B, or as this formula: P(A|B), where the probability of A depends on
that of B happening.

conditional distribution represented in AI

o The conditional probability distribution of each node is represented by a table
called the "node table". It contains two columns, one for each possible state of
the parent node (or "parent random variable") and one for each possible state
of the child node (or "child random variable").

o
 the equation for the conditional distribution:
o Conditional Distributions of Discrete Random Variables. P(A |
B)=P(A∩B)P(B). We use this same concept for events to define conditional
probabilities for random variables.

Hidden Markov Model:

A hidden Markov model (HMM) is a statistical model that can be
used to describe the evolution of observable events that depend on
internal factors, which are not directly observable. We call the
observed event a `symbol' and the invisible factor underlying the
observation a `state'.

Markov models used for:

Markov model

These models show all possible states as well as the transitions, rate of transitions,
and probabilities between them. Markov models are frequently used to model the
probabilities of various states and the rates of transitions among them. The method
is generally used to model systems.

A statistical model called a Hidden Markov Model (HMM) is used to

describe systems with changing unobservable states over time. It is
predicated on the idea that there is an underlying process with concealed
states, each of which has a known result. Probabilities for switching
between concealed states and emitting observable symbols are defined
by the model.
Because of their superior ability to capture uncertainty and temporal
dependencies, HMMs are used in a wide range of industries, including
finance, bioinformatics, and speech recognition. HMMs are useful for
modelling dynamic systems and forecasting future states based on
sequences that have been seen because of their flexibility.
Hidden Markov Model in AI
The hidden Markov Model (HMM) is a statistical model that is used to
describe the probabilistic relationship between a sequence of
observations and a sequence of hidden states. It is often used in
situations where the underlying system or process that generates the
observations is unknown or hidden, hence it has the name “Hidden
Markov Model.”
It is used to predict future observations or classify sequences, based on
the underlying hidden process that generates the data.
An HMM consists of two types of variables: hidden states and
observations.
 The hidden states are the underlying variables that generate the
observed data, but they are not directly observable.
 The observations are the variables that are measured and observed.
The relationship between the hidden states and the observations is
modeled using a probability distribution. The Hidden Markov Model (HMM)
is the relationship between the hidden states and the observations using
two sets of probabilities: the transition probabilities and the emission
probabilities.
 The transition probabilities describe the probability of transitioning
from one hidden state to another.
 The emission probabilities describe the probability of observing an
output given a hidden state.
Hidden Markov Model Algorithm
The Hidden Markov Model (HMM) algorithm can be implemented using
the following steps:
Step 1: Define the state space and observation space
 The state space is the set of all possible hidden states, and the
observation space is the set of all possible observations.
Step 2: Define the initial state distribution
 This is the probability distribution over the initial state.
Step 3: Define the state transition probabilities
 These are the probabilities of transitioning from one state to another.
This forms the transition matrix, which describes the probability of
moving from one state to another.
Step 4: Define the observation likelihoods:
 These are the probabilities of generating each observation from each
state. This forms the emission matrix, which describes the probability
of generating each observation from each state.
Step 5: Train the model
 The parameters of the state transition probabilities and the observation
likelihoods are estimated using the forward-backward algorithm. This is
done by iteratively updating the parameters until convergence.
Step 6: Decode the most likely sequence of hidden states
 Given the observed data, we compute the most likely sequence of
hidden states. This can be used to predict future observations, classify
sequences, or detect patterns in sequential data.
Step 7: Evaluate the model
 The performance of the HMM can be evaluated using various metrics,
such as accuracy, To summarise, the HMM algorithm involves defining
the state space, observation space, and the parameters of the state
transition probabilities and observation likelihoods, training the model
using the forward-backward algorithm, decoding the most likely
sequence of hidden states using the Viterbi algorithm, and evaluating
the performance of the model.
.
Example 1. Predicting the weather
Problem statement: Given the historical data on weather conditions, the
task is to predict the weather for the next day based on the current day’s
weather.

Example 2: Speech recognition

Problem statement: Given a dataset of audio recordings, the task is to
recognize the words spoken in the recordings.