19 uncertain evidence

26
Reasoning with Uncertain Information Chapter 19.

Upload: tianlu-wang

Post on 15-Aug-2015

36 views

Category:

Art & Photos


2 download

TRANSCRIPT

Reasoning with Uncertain

Information

Chapter 19.

Page 2 ===

Outline

Review of Probability Theory

Probabilistic Inference

Bayes Networks

Patterns of Inference in Bayes Networks

Uncertain Evidence

D-Separation

Probabilistic Inference in Polytrees

Page 3 ===

19.1 Review of Probability Theory

Random variables

Joint probability

(B (BAT_OK), M (MOVES) , L (LIFTABLE), G (GUAGE))

Joint Probability

(True, True, True, True) 0.5686

(True, True, True, False) 0.0299

(True, True, False, True) 0.0135

(True, True, False, False) 0.0007

„ „

Ex.

Page 4 ===

19.1 Review of Probability Theory

Marginal probability

Conditional probability

–Ex. The probability that the battery is charged given that the arm does not move

Ex.

Page 5 ===

19.1 Review of Probability Theory

Page 6 ===

19.1 Review of Probability Theory

Chain rule

Bayes’ rule

–Abbreviation for

where

Page 7 ===

19.2 Probabilistic Inference

The probability some variable Vi has value vi given the evidence =e.

p(P,Q,R) 0.3

p(P,Q,¬R) 0.2

p(P, ¬Q,R) 0.2

p(P, ¬Q,¬R) 0.1

p(¬P,Q,R) 0.05

p(¬P, Q, ¬R) 0.1

p(¬P, ¬Q,R) 0.05

p(¬P, ¬Q,¬R) 0.0

RpRp

Rp

RQPpRQPp

Rp

RQpRQp

3.01.02.0

,,),,,|

RpRp

Rp

RQPpRQPp

Rp

RQpRQp

1.00.01.0

,,),,,|

1||

75.0|

RQpRQP

RQp

?RQp |

Page 8 ===

Statistical Independence

Conditional independence

Mutually conditional independence

Unconditional independence

Page 9 ===

19.3 Bayes Networks

Directed, acyclic graph (DAG) whose nodes are labeled by random variables.

Characteristics of Bayesian networks

–Node Vi is conditionally independent of any subset of nodes that are not descendents of Vi.

)(|)(),(| iiiii VPVpVPVAVp

graph in the of parents immediate the)(

of sdescendent

not are graph that in the nodes ofset any )(

ii

i

i

VVP

V

VA

Page 10 ===

Bayes Networks

Prior probability

Conditional probability table (CPT)

k

i

iik VPVpVVVp1

21 )(|,...,,

Page 11 ===

19.3 Bayes Networks

Page 12 ===

Inference in Bayes Networks

Causal or top-down inference

–Ex. The probability that the arm moves given that the block is liftable

BpLBMpBpLBMp

LBpLBMpLBpLBMp

LBMpLBMpLMp

,|,|

|,||,|

|,|,|

855.0| LMp

Page 13 ===

Inference in Bayes Networks

Diagnostic or bottom-up inference

–Using an effect (or symptom) to infer a cause

–Ex. The probability that the block is not liftable given that the arm does not move.

9525.0| LMp (using a causal reasoning)

(Bayes’ rule) ( M| L) ( L|) 0.9525*0.3 0.28575( L| M)=

( M) ( M) ( M)

( M|L) (L|) 0.0595*0.7 0.03665(L| M)=

( M) ( M) ( M)

( L| M)=0.88632

Page 14 ===

Inference in Bayes Networks

Explaining away(辩解)

–¬B explains ¬M, making ¬L less

– certain

88632.0030.0

,

,|

,

|,|

,

|,,|

MBp

LpBpLBMp

MBp

LpLBpLBMp

MBp

LpLBMpMBLp (Bayes’ rule)

(def. of conditional prob.)

(structure of the Bayes network)

Page 15 ===

19.5 Uncertain Evidence

We must be certain about the truth or falsity of the

propositions they represent.

–Each uncertain evidence node should have a child node,

about which we can be certain.

–Ex. Suppose the robot is not certain that its arm did

not move.

• Introducing M’ : “The arm sensor says that the arm moved”

• We can be certain that that proposition is either true or false.

• p(¬L| ¬B, ¬M’) instead of p(¬L| ¬B, ¬M)

–Ex. Suppose we are uncertain about whether or not the

battery is charged.

• Introducing G : “Battery guage”

• p(¬L| ¬G, ¬M’) instead of p(¬L| ¬B, ¬M’)

Page 16 ===

19.6 D-Separation

d-separates Vi and Vj if for every

undirected path in the Bayes network

between Vi and Vj, there is some

node, Vb, on the path having one of

the following three properties.

–Vb is in , and both arcs on the

path lead out of Vb

–Vb is in , and one arc on the path

leads in to Vb and one arc leads

out.

–Neither Vb nor any descendant of Vb

is in , and both arcs on the path

lead in to Vb.

Page 17 ===

19.6 D-Separation

•I(G,L|B)

•I(G,L)

•I(B,L)

Page 18 ===

Inference in Polytrees

Polytree

–A DAG for which there is just one path, along arcs in either direction, between any two nodes in the DAG.

Page 19 ===

A node is above Q

–The node is connected to Q only through Q’s parents

A node is below Q

–The node is connected to Q only through Q’s immediate successors.

Three types of evidence.

–All evidence nodes are above Q.

–All evidence nodes are below Q.

–There are evidence nodes both above and below Q.

Inference in Polytrees

Page 20 ===

Evidence Above (1)

Bottom-up recursive algorithm

Ex. p(Q|P5, P4)

7,6

7,6

7,6

7,6

7,6

4|75|67,6|

4,5|74,5|67,6|

4,5|7,67,6|

4,5|7,64,5,7,6|

4,5|7,6,4,5|

PP

PP

PP

PP

PP

PPpPPpPPQp

PPPpPPPpPPQp

PPPPpPPQp

PPPPpPPPPQp

PPPPQpPPQp

(Structure of

The Bayes network)

(d-separation)

(d-separation)

Page 21 ===

Evidence Above (2)

Calculating p(P7|P4) and p(P6|P5)

Calculating p(P5|P1)

–Evidence is “below”

–Here, we use Bayes’ rule

2,1

3 3

25|12,1|65|6

34,3|74|34,3|74|7

PP

P P

PpPPpPPPpPPp

PpPPPpPPpPPPpPPp

5

11|55|1

Pp

PpPPpPPp

Page 22 ===

Evidence Below (1)

Top-down recursive algorithm

QpQPPpQPPkp

QpQPPPPkp

PPPPp

QpQPPPPpPPPPQp

|11,14|13,12

|11,14,13,12

11,14,13,12

|11,14,13,1211,14,13,12|

9

9

|99|13,12

|9,9|13,12|13,12

P

P

QPpPPPp

QppQPPPpQPPp

8

8,8|9|9P

PpQPPpQPp 9|139|129|13,12 PPpPPpPPPp

Page 23 ===

Evidence Below (2)

10

10

|1010|1110|14

|1010|11,14|11,14

P

P

QPpPPpPPp

QPpPPPpQPPp

1011,10|1511|1011,10|1511|10,15

1111|10,1510,15

1111|10,1510,15|11

1111,10|1510|15

10|1510,15|1110|11

1

11

15

PpPPPpPPpPPPpPPPp

PpPPPpkPPp

PpPPPpPPPp

PpPPPpPPp

PPpPPPpPPp

P

P

Page 24 ===

Evidence Above and Below

||

|,|

|

|,|,|

2

2

QpQpk

QpQpk

p

QpQpQp

}11,14,13,12{},4,5{| PPPPPPQp

+ -

Page 25 ===

A Numerical Example (1)

QpQUkpUQp ||

80.099.08.001.095.0

,|,|

,||

RpQRPpRpQRPp

RpQRPpQPpR

019.099.001.001.090.0

,|,|

,||

RpQRPpRpQRPp

RpQRPpQPpR

•Diagnostic reasoning

Page 26 ===

A Numerical Example (2)

Other techniques

–Bucket elimination

–Monte Carlo method

–Clustering

60.02.02.08.07.0

2.0|8.0||

PUpPUpQUp

21.098.02.0019.07.0

98.0|019.0||

PUpPUpQUp

13.003.035.4|,35.4

20.095.021.0|

03.005.06.0|

UQpk

kkUQp

kkUQp