uncertainty-probabilty

Uncertainty
Outline
• Uncertainty
• Probability
• Syntax and Semantics
• Inference
• Independence and Bayes' Rule
Uncertainty
Most intelligent systems have some degree of uncertainty.
Uncertainty in systems arises primarily because of problems in data.
Such as missing data or unavailable data, data is present but
unreliable or ambiguous due to errors in measurement, presence of
multiple conflicting measurements etc.
Always it is not possible to represent data in a precise and consistent
manner; data is generally based on defaults, which may have
exceptions leading to errors in intelligent systems.
Uncertainty may also be caused by the represented knowledge since it
might represent only the best guesses of the expert based on
observations or statistical conclusion which may not be appropriate
in all situation.
Methods for handling uncertainty : probability theory, fuzzy logic, model
and temporal logic.
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 …)
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
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
Making decisions under
uncertainty
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. time
spent waiting, etc.
– Utility theory is used to represent and infer preferences
– Decision theory = probability theory + utility theory
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

Complex propositions formed from elementary propositions and
standard logical connectives e.g., Weather = sunny  Cavity = false
» random variable: e.g., Weather = sunny, Cavity = false
» (abbreviated as cavity)
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
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)
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
• 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
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)
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

• P(toothache) = 0.108 + 0.012 + 0.016 + 0.064 = 0.2
• 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
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
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(d n) 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?
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?
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)
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.
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!
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

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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Uncertainty

Hence a purely logical approach either

• Rules with fudge factors:

Probabilities of propositions change with new evidence:

• Which action to choose?

• Similar to propositional logic: possible worlds defined by assignment

• Boolean random variables

• Elementary proposition constructed by assignment of a value to a

• Atomic events are mutually exclusive and

• Probability distribution gives values for all possible assignments:

• Joint probability distribution for a set of random variables gives the

Weather = sunny rainy cloudy snow

• Every question about a domain can be answered by the joint distribution

• (Notation for conditional distributions:

• If we know more, e.g., cavity is also given, then we have

• New evidence may be irrelevant, allowing simplification, e.g.,

• Product rule gives an alternative formulation:

• A general version holds for whole distributions, e.g.,

• Chain rule is derived by successive application of product rule:

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

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

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

• Can also compute conditional probabilities:

• Denominator can be viewed as a normalization constant α

P(Cavity | toothache) = α, P(Cavity,toothache)

General idea: compute distribution on query variable by fixing evidence

Let the hidden variables be H = X - Y - E

P(Toothache, Catch, Cavity, Weather)

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

• Absolute independence powerful but rare

• Dentistry is a large field with hundreds of variables, none of which

• If I have a cavity, the probability that the probe catches in it doesn't

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

• Catch is conditionally independent of Toothache given Cavity:

• Conditional independence is our most basic and robust

• Useful for assessing diagnostic probability from causal

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

• This is an example of a naïve Bayes model:

• Total number of parameters is linear in n

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