Bayesian Inference
Bayesian Inference
Bayesian Inference
Probabilistic reasoning:
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.
In probabilistic reasoning, there are two ways to solve problems with uncertain knowledge:
o Bayes' rule
o Bayesian Statistics
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.
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:
If the probability of A is given and we need to find the probability of B, then it will be given as:
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:
Hence, 57% are the students who like English also like Mathematics.
Bayes' theorem is also known as Bayes' rule, Bayes' law, or Bayesian reasoning, which
determines the probability of an event with uncertain knowledge.
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.
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:
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
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.
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:
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.
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.