Lecture Probabilistic Reasoning

Probabilistic Reasoning
Philipp Koehn
26 March 2024
Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Outline 1
● Uncertainty
● Probability
● Inference
● Independence and Bayes’ Rule

2
uncertainty

Uncertainty 3
● Let action At = leave for airport t minutes before flight

Will At get me there on time?
● Problems
– partial observability (road state, other drivers’ plans, etc.)
– noisy sensors (WBAL traffic reports)
– uncertainty in action outcomes (flat tire, etc.)
– immense complexity of modelling and predicting traffic
● Hence a purely logical approach either

1. risks falsehood: “A25 will get me there on time”
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.”

Methods for Handling Uncertainty 4
● 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 AtAirportOnT ime
Sprinkler ↦0.99 W etGrass
W etGrass ↦0.7 Rain
Issues: Problems with combination, e.g., Sprinkler causes Rain?
● Probability
Given the available evidence,
A25 will get me there on time with probability 0.04
Mahaviracarya (9th C.), Cardamo (1565) theory of gambling
● (Fuzzy logic handles degree of truth NOT uncertainty e.g.,

W etGrass is true to degree 0.2)

5
probability

Probability 6
● Probabilistic assertions summarize effects of

laziness: failure to enumerate exceptions, qualifications, etc.
ignorance: lack of relevant facts, initial conditions, etc.
● Subjective or Bayesian probability:

Probabilities relate propositions to one’s own state of knowledge
e.g., P (A25∣no reported accidents) = 0.06
● Might be learned from past experience of similar situations
● Probabilities of propositions change with new evidence:

e.g., P (A25∣no reported accidents, 5 a.m.) = 0.15
● Analogous to logical entailment status KB ⊧ α, not truth.

Making Decisions under Uncertainty 7
● Suppose I believe the following:
P (A25 gets me there on time∣ . . .) = 0.04

● Which action to choose?
● Depends on my preferences for missing flight vs. airport cuisine, etc.
● Utility theory is used to represent and infer preferences
● Decision theory = utility theory + probability theory

Probability Basics 8
● Begin with a set Ω—the sample space

e.g., 6 possible rolls of a die.
ω ∈ Ω is a sample point/possible world/atomic event
● A probability space or probability model is a sample space

with an assignment P (ω) for every ω ∈ Ω s.t.
0 ≤ P (ω) ≤ 1
∑ω P (ω) = 1
e.g., P (1) = P (2) = P (3) = P (4) = P (5) = P (6) = 1/6.
● An event A is any subset of Ω
P (A) = ∑ P (ω)
{ω∈A}
● E.g., P (die roll ≤ 3) = P (1) + P (2) + P (3) = 1/6 + 1/6 + 1/6 = 1/2

Random Variables 9
● A random variable is a function from sample points to some range, e.g., the reals
or Booleans
e.g., Odd(1) = true.
● P induces a probability distribution for any r.v. X:
P (X = xi) = ∑ P (ω)
{ω∶X(ω) = xi }
● E.g., P (Odd = true) = P (1) + P (3) + P (5) = 1/6 + 1/6 + 1/6 = 1/2

Propositions 10
● Think of a proposition as the event (set of sample points)

where the proposition is true
● Given Boolean random variables A and B:

event a = set of sample points where A(ω) = true
event ¬a = set of sample points where A(ω) = f alse
event a ∧ b = points where A(ω) = true and B(ω) = true
● Often in AI applications, the sample points are defined

by the values of a set of random variables, i.e., the
sample space is the Cartesian product of the ranges of the variables
● With Boolean variables, sample point = propositional logic model

e.g., A = true, B = f alse, or a ∧ ¬b.
Proposition = disjunction of atomic events in which it is true
e.g., (a ∨ b) ≡ (¬a ∧ b) ∨ (a ∧ ¬b) ∨ (a ∧ b)
Ô⇒ P (a ∨ b) = P (¬a ∧ b) + P (a ∧ ¬b) + P (a ∧ b)

Why use Probability? 11
● The definitions imply that certain logically related events must have related
probabilities
● E.g., P (a ∨ b) = P (a) + P (b) − P (a ∧ b)

Syntax for Propositions 12
● Propositional or Boolean random variables

e.g., Cavity (do I have a cavity?)
Cavity = true is a proposition, also written cavity
● Discrete random variables (finite or infinite)

e.g., W eather is one of ⟨sunny, rain, cloudy, snow⟩
W eather = rain is a proposition
Values must be exhaustive and mutually exclusive
● Continuous random variables (bounded or unbounded)

e.g., T emp = 21.6; also allow, e.g., T emp < 22.0.
● Arbitrary Boolean combinations of basic propositions

Joint Probability 13
● Prior or unconditional probabilities of propositions

e.g., P (Cavity = true) = 0.1 and P (W eather = sunny) = 0.72
correspond to belief prior to arrival of any (new) evidence
● Probability distribution gives values for all possible assignments:

P(W eather) = ⟨0.72, 0.1, 0.08, 0.1⟩ (normalized, i.e., sums to 1)
● Joint probability distribution for a set of r.v.s gives the

probability of every atomic event on those r.v.s (i.e., every sample point)
P(W eather, Cavity) = a 4 × 2 matrix of values:
W eather = sunny rain cloudy snow

Cavity = true 0.144 0.02 0.016 0.02
Cavity = f alse 0.576 0.08 0.064 0.08
● Every question about a domain can be answered by the joint

distribution because every event is a sum of sample points

Probability for Continuous Variables 14
● Express distribution as a parameterized function of value:

P (X = x) = U [18, 26](x) = uniform density between 18 and 26
● Here P is a density; integrates to 1.

P (X = 20.5) = 0.125 really means
lim P (20.5 ≤ X ≤ 20.5 + dx)/dx = 0.125

dx→0

Gaussian Density 15
e−(x−µ)
2 /2σ 2
P (x) = √2πσ
1

16

17

18
inference

Conditional Probability 19
● Conditional or posterior probabilities

e.g., P (cavity∣toothache) = 0.8
i.e., given that toothache is all I know
NOT “if toothache then 80% chance of cavity”
● If we know more, e.g., cavity is also given, then we have

P (cavity∣toothache, cavity) = 1
Note: the less specific belief remains valid after more evidence arrives, but is
not always useful
● New evidence may be irrelevant, allowing simplification, e.g.,

P (cavity∣toothache, RavensW in) = P (cavity∣toothache) = 0.8
This kind of inference, sanctioned by domain knowledge, is crucial

Conditional Probability 20
● Definition of conditional probability:
P (a ∧ b)
P (a∣b) = if P (b) ≠ 0
P (b)
● Product rule follows from this:
P (a ∧ b) = P (a∣b)P (b) = P (b∣a)P (a)
● A general version holds for whole distributions, e.g.,

P(W eather, Cavity) = P(W eather∣Cavity)P(Cavity)
● 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)
= ...
= ∏ni= 1 P(Xi∣X1, . . . , Xi−1)

Example: Joint Distribution 21
● Start with the joint distribution:
● For any proposition φ, sum the atomic events where it is true:

P (φ) = ∑ω∶ω⊧φ P (ω)
(catch = dentist’s steel probe gets caught in cavity)

Inference by Enumeration 22
● For any proposition φ, sum the atomic events where it is true

P (φ) = ∑ω∶ω⊧φ P (ω)
P (toothache) = 0.108 + 0.012 + 0.016 + 0.064 = 0.2

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

P (φ) = ∑ω∶ω⊧φ P (ω)
P (cavity ∨ toothache) = 0.108 + 0.012 + 0.072 + 0.008 + 0.016 + 0.064 = 0.28

● Can also compute conditional probabilities:
P (¬cavity ∧ toothache)
P (¬cavity∣toothache) =
P (toothache)
0.016 + 0.064
= = 0.4
0.108 + 0.012 + 0.016 + 0.064

Normalization 25
● 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

● Let X be all the variables.

Typically, we want 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
● Sum out the hidden variables:
P(Y∣E = e) = αP(Y, E = e) = α ∑ P(Y, E = e, H = h)

h
● The terms in the summation are joint entries because Y, E, and H together
exhaust the set of random variables
● Obvious problems
– Worst-case time complexity O(dn) where d is the largest arity
– Space complexity O(dn) to store the joint distribution
– How to find the numbers for O(dn) entries???

27
independence

Independence 28
● 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(T oothache, Catch, Cavity, W eather)

= P(T oothache, Catch, Cavity)P(W eather)
● 32 entries reduced to 12; for n independent biased coins, 2n → n
● Absolute independence powerful but rare
● Dentistry is a large field with hundreds of variables,

none of which are independent. What to do?

Conditional Independence 29
● P(T oothache, 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 T oothache given Cavity:

P(Catch∣T oothache, Cavity) = P(Catch∣Cavity)
● Equivalent statements:
P(T oothache∣Catch, Cavity) = P(T oothache∣Cavity)
P(T oothache, Catch∣Cavity) = P(T oothache∣Cavity)P(Catch∣Cavity)

Conditional Independence 30
● Write out full joint distribution using chain rule:

P(T oothache, Catch, Cavity)
= P(T oothache∣Catch, Cavity)P(Catch, Cavity)
= P(T oothache∣Catch, Cavity)P(Catch∣Cavity)P(Cavity)
= P(T oothache∣Cavity)P(Catch∣Cavity)P(Cavity)
● I.e., 2 + 2 + 1 = 5 independent numbers (equations 1 and 2 remove 2)
● 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.

31
bayes rule

Bayes’ Rule 32
● Product rule P (a ∧ b) = P (a∣b)P (b) = P (b∣a)P (a)

P (b∣a)P (a)
Ô⇒ Bayes’ rule P (a∣b) =
P (b)
● Or in distribution form
P(X∣Y )P(Y )
P(Y ∣X) = = αP(X∣Y )P(Y )
P(X)

Bayes’ Rule 33
● Useful for assessing diagnostic probability from causal probability

P (Effect∣Cause)P (Cause)
P (Cause∣Effect) =
P (Effect)
● E.g., let M be meningitis, S be stiff neck:

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

Bayes’ Rule and Conditional Independence 34
● Example of a naive Bayes model

P(Cavity∣toothache ∧ catch)
= α P(toothache ∧ catch∣Cavity)P(Cavity)
= α P(toothache∣Cavity)P(catch∣Cavity)P(Cavity)
● Generally:
P(Cause, Effect1, . . . , Effectn) = P(Cause) ∏ P(Effecti∣Cause)
i
● Total number of parameters is linear in n

35
wampus world

Wumpus World 36
● Pij = true iff [i, j] contains a pit
● Bij = true iff [i, j] is breezy

Include only B1,1, B1,2, B2,1 in the probability model

Specifying the Probability Model 37
● The full joint distribution is P(P1,1, . . . , P4,4, B1,1, B1,2, B2,1)
● Apply product rule: P(B1,1, B1,2, B2,1 ∣ P1,1, . . . , P4,4)P(P1,1, . . . , P4,4)
This gives us: P (Effect∣Cause)
● First term: 1 if pits are adjacent to breezes, 0 otherwise
● Second term: pits are placed randomly, probability 0.2 per square:
4,4
P(P1,1, . . . , P4,4) = Π i,j = 1,1 P(Pi,j ) = 0.2n

× 0.816−n
for n pits.

Observations and Query 38
● We know the following facts:

b = ¬b1,1 ∧ b1,2 ∧ b2,1
known = ¬p1,1 ∧ ¬p1,2 ∧ ¬p2,1
● Query is P(P1,3∣known, b)
● Define U nknown = Pij other than P1,3 and Known
● For inference by enumeration, we have
P(P1,3∣known, b) = α ∑ P(P1,3, unknown, known, b)

unknown
● Grows exponentially with number of squares!

Using Conditional Independence 39
● Basic insight: observations are conditionally independent of other hidden

squares given neighbouring hidden squares
● Define U nknown = F ringe ∪ Other

P(b∣P1,3, Known, U nknown) = P(b∣P1,3, Known, F ringe)
● Manipulate query into a form where we can use this!

P(P1,3∣known, b) = α ∑ P(P1,3, unknown, known, b)

unknown
= α ∑ P(b∣P1,3, known, unknown)P(P1,3, known, unknown)

unknown
= α ∑ ∑ P(b∣known, P1,3, f ringe, other)P(P1,3, known, f ringe, other)

f ringe other
= α ∑ ∑ P(b∣known, P1,3, f ringe)P(P1,3, known, f ringe, other)

f ringe other
= α ∑ P(b∣known, P1,3, f ringe) ∑ P(P1,3, known, f ringe, other)

f ringe other
= α ∑ P(b∣known, P1,3, f ringe) ∑ P(P1,3)P (known)P (f ringe)P (other)

f ringe other
= α P (known)P(P1,3) ∑ P(b∣known, P1,3, f ringe)P (f ringe) ∑ P (other)

f ringe other
= α′ P(P1,3) ∑ P(b∣known, P1,3, f ringe)P (f ringe)

f ringe

P(P1,3∣known, b) = α′ ⟨0.2(0.04 + 0.16 + 0.16), 0.8(0.04 + 0.16)⟩

≈ ⟨0.31, 0.69⟩
P(P2,2∣known, b) ≈ ⟨0.86, 0.14⟩

Summary 42
● 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

Lecture Probabilistic Reasoning

Uploaded by

Copyright:

Available Formats

Lecture Probabilistic Reasoning

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Lecture Probabilistic Reasoning

Uploaded by

Copyright:

Available Formats

Probabilistic Reasoning

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Independence and Bayes’ Rule

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Let action At = leave for airport t minutes before flight

● Hence a purely logical approach either

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Default or nonmonotonic logic:

● Rules with fudge factors:

● (Fuzzy logic handles degree of truth NOT uncertainty e.g.,

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Probabilistic assertions summarize effects of

● Subjective or Bayesian probability:

● Might be learned from past experience of similar situations

● Probabilities of propositions change with new evidence:

● Analogous to logical entailment status KB ⊧ α, not truth.

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Suppose I believe the following:

P (A25 gets me there on time∣ . . .) = 0.04

● Which action to choose?

● Depends on my preferences for missing flight vs. airport cuisine, etc.

● Utility theory is used to represent and infer preferences

● Decision theory = utility theory + probability theory

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Begin with a set Ω—the sample space

● A probability space or probability model is a sample space

● An event A is any subset of Ω

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● P induces a probability distribution for any r.v. X:

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Think of a proposition as the event (set of sample points)

● Given Boolean random variables A and B:

● Often in AI applications, the sample points are defined

● With Boolean variables, sample point = propositional logic model

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● E.g., P (a ∨ b) = P (a) + P (b) − P (a ∧ b)

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Propositional or Boolean random variables

● Discrete random variables (finite or infinite)

● Continuous random variables (bounded or unbounded)

● Arbitrary Boolean combinations of basic propositions

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Prior or unconditional probabilities of propositions

● Probability distribution gives values for all possible assignments:

● Joint probability distribution for a set of r.v.s gives the

W eather = sunny rain cloudy snow

● Every question about a domain can be answered by the joint

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Express distribution as a parameterized function of value:

● Here P is a density; integrates to 1.

lim P (20.5 ≤ X ≤ 20.5 + dx)/dx = 0.125

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

Philipp Koehn Artificial Intelligence: Probabilistic Reasoning 26 March 2024

● Conditional or posterior probabilities