part 2 of 3: bayesian network and dynamic bayesian network

Part 2 of 3: Bayesian Network and Dynamic Bayesian Network

References and Sources of Figures

• Part 1:Stuart Russell and Peter Norvig, Artificial Intelligence A Modern Approach, 2nd ed., Prentice Hall, Chapter 13

• Part 2:Stuart Russell and Peter Norvig, Artificial Intelligence A Modern Approach, 2nd ed., Prentice Hall, Chapters 14, 15 & 25

Sebastian Thrun, Wolfram Burgard, and Dieter Fox, Probabilistic Robotics, Chapters 2 & 7

• Part 3:Sebastian Thrun, Wolfram Burgard, and Dieter Fox, Probabilistic Robotics, Chapter 2

Bayesian Network

• A data structure to represent dependencies among variables

• A directed graph in which each node is annotated with quantitative probability information

An Example of a Simple Bayesian Network

Cavity

Toothache Catch

Weather

Weather is independent of the other three variables.Toothache and Catch are conditionally independent, given Cavity.

Bayesian Network

Full specifications:1. A set of random variables makes up the nodes of the

network

2. A set of directed links or arrows connects pairs of nodes.

parentchild

3. Each node Xi has a conditional probability distribution P(Xi|Parents(Xi)) that quantifies the effect of the parents on the node

4. Directed acyclic graph (DAG), i.e. no directed cycles

Implementation of BN

• Open source BN software: Java Bayes

• Commercial BN software: MS Bayes, Netica

Teaching and Research Tools in Academic Environments

GeNIe

• Developed at the Decision Systems Laboratory, University of Pittsburgh

• Runs only on Windows computers

Demo

An Example of Bayesian Network

Burglary Lightning

Alarm

JohnCalls MaryCalls

Demo using GeNIe

An Application of Bayesian Network

Horvitz, et. al. (Microsoft Research) The Lumiere Project: Bayesian User Modeling for Inferring the Goals and Needs of Software Usersftp://ftp.research.microsoft.com/pub/ejh/lum.pdf

An Application of Bayesian Network

Horvitz, et. al. (Microsoft Research) The Lumiere Project: Bayesian User Modeling for Inferring the Goals and Needs of Software Usersftp://ftp.research.microsoft.com/pub/ejh/lum.pdf

Dynamic Bayesian Network:Probabilistic Reasoning Over Time

Basic Ideas

• The process of change can be viewed as a series of snapshots

• Each snapshot (called a time slice) describes the state of the world at a particular time

• Each time slice contains a set of random variables, some of which are observable and some of which are not

DBN with Evolution of States, Controls, and Measurements

Terminology

State

• Environments are characterized by state

• Think of the state as the collection of all aspects of the robot and its environment that can impact the future

StateExamples:• the robot's pose (location and orientation)• variables for the configuration of the robot's actuators

(e.g. joint angles)• robot velocity and velocities of its joints• location and features of surrounding objects in the

environment• location and velocities of moving objects and people• whether or not a sensor is broken, the level its battery

charge

State

denoted as: x

xt : the state at time t

Environment measurement data

• evidence

• information about a momentary state of the environment

• Examples:– camera images– range scans

Environment measurement data

Denoted as: z

zt : the measurement data at time t

denotes the set of all

measurements acquired

from time t1 to time t2

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Control data• convey information regarding change of state in

the environment• related to actuation

• Examples:– velocity of a robot (suggests the robot's pose after

executing a motion command)– odometry (measure of the effect of a control action)

Control dataDenoted as: u

ut : the change of state in the time interval (t-1;t]

denotes a sequence of control data from

time t1 to time t2

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Scenario

• a mobile robot uses its camera to detect the state of the door (open or closed)

• camera is noisy:– if the door is in fact open:

• the probability of detecting it open is 0.6

– if the door is in fact closed:• the probability of detecting it closed is 0.8

Scenario

• the robot can use its manipulator to push open the door

• if the door is in fact closed:• the probability of robot opening it is 0.8

Scenario

• At time t0, the probability of the door being open is 0.5

• Suppose at t1 the robot takes no control action but it senses an open door, what is the probability of the door is open?

Scenario

• Using Bayes Filter, we will see that:

– at time t1 the probability of the door is open is:• 0.75 after taking a measurement

– at time t2 the probability of the door is open is• ～ 0.984 after the robot pushes open the door and

takes another measurement

DBN with Evolution of States, Controls, and Measurements for the Mobile Robot Example

xt : state of the door (open or closed) at time tut : control data (robot's manipulator pushes open or does nothing) at time tzt : evidence or measurement by sensors at time t

Demo using GeNIe

Basic Idea of the Algorithm of Bayes Filter

Bayes_filter(bel(xt-1), ut, zt):

for all xt do

endfor

return bel(xt)

Predict xt after exerting ut

Update belief of xt after making a measurement zt

The subsequent slides explain how the Bayes' rule is applied in this filter.

Inference in Temporal Models

Basic Inference Tasks in Probabilistic Reasoning

• Filtering or monitoring

• Prediction

• Smoothing or hindsight

• Most likely explanation

Filtering, or monitoring

• The task of computing the belief state—the posterior distribution over the current state, given all evidence to date

• i.e. compute P(Xt|z1:t)

Prediction

• The task of computing the posterior distribution over the future state, given all evidence to date

• i.e. compute P(Xt+k|z1:t), for some k > 0or P(Xt+1|z1:t) for one-step prediction

Smoothing, or hindsight

• The task of computing the posterior distribution over the past state, given all evidence to date

• i.e. compute P(Xk|z1:t), for some 0 k < t

Most likely explanation

• Given a sequence of observations, we want to find the sequence of states that is most likely to have generated those observations

• i.e. compute

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Review

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DBN with Evolution of States and Measurements—To be used in the explanation of filtering and prediction tasks in

the subsequent slides

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The Task of Filtering

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The Task of Filtering

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Most modern localization algorithms use one of two representations of the robot's belief: Kalman filter and particle filter called Monte Carol localization (MCL).

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An Example Graphical Solution of Extended Kalman Filter

An Example Graphical Solution of Particle Filter Example

An Example Implementation of EKF