AI-Unit4

Probabilistic Inference
-

Probability theory
Bayes Network
Independence
Inference

(B)
|____________|
|
(A)
_______|______
|
(J)

(E)

Evidence
Hidden

|
(M)

Query

P = Probability distribution
Q = Query variable
E = Evidence variable
P(Q1,Q2,...|E1=e1,E2=e2,...)
arg max q
P(Q1=q1,Q2=q2,...|E1=e1,E2=e2,...)
Nodes
( ) Evidence - E
( ) Hidden - H
( ) Query - Q
B
E
A
J
M

E
( )
( )
( )
( )
(*)

(B)
|____________|
|
(A)
_______|______
|
(J)

H
( )
(*)
(*)
(*)
( )

Q
(*)
( )
( )
( )
( )
(E)

|
(M)

Enumeration
Definition of conditional probability:
P(Q|E) = P(Q,E) / P(E)
Notation:
P(E=true)
= P(+e)
= 1 - P(e)
= P(e)
P(+B|+J,+M)
P(+B|+J,+M) = P(+B,+J,+M) / P(+J,+M)
P(+B,+J,+M) = e a P(+B,+J,+M)
e a (P(+B)*P(e)*P(a|+B,e)*P(+J|a)*P(+M,a))/f(e,a)
f(+e,+a)+f(+e,a)+f(e,+a)+f(e,a)
(B)
|____________|
|

(E)
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(A)
_______|______
|
(J)
B
E
A
J
M

|
(M)

Burglary
Earthquake
Alarm
John calls
Mary calls

B
+b
b

P(B)
0.001
0.999

E
+e
e

P(E)
0.002
0.998

A
+a
+a
a
a

J
+j
j
+j
j

P(J|A)
0.9
0.1
0.05
0.95

A
+a
+a
a
a

M
+m
m
+m
m

P(M|A)
0.7
0.3
0.01
0.99

B
+b
+b
+b
+b
b
b
b
b

E
+e
+e
e
e
+e
+e
e
e

A
+a
a

P(A|B,E)
0.95
0.05

+a
a
+a
a
+a
a

0.94
0.06
0.29
0.71
0.001
0.999

P(+b)*P(e)*P(a|+b,e)*P(+j|a)*P(+m,a) -> +e,+a

P(+b) = 0.001
P(e) = 0.002
P(a|+b,+e) = 0.95
P(+j|a) = 0.9
P(+m,a) = 0.7
+e,+a = 0.000001197
Pulling Out Terms
e a P(+b)*P(e)*P(a|+b,e)*P(+j|a)*P(+m,a)
P(+b) e a P(e)*P(a|+b,e)*P(+j|a)*P(+m,a)
P(+b) e P(e) a P(a|+b,e)*P(+j|a)*P(+m,a)
Maximize Independence
(X1)--->(X2)--->(X3)--->(Xn)

( ) n
( ) 2^n

(J)--------->(M)
Dependent (*)
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Independent ( )
(J)--------->(M)
|
|____________|

|
|

(A)
_______|
|
|
(B)
(J)--------->(M)
|
|____________|

|
|

(A)
_______|______
|
|
(B)--------->(E)

|
|

Causal Direction
--------------->
e a P(+b)*P(e)*P(a|+b,e)*P(+j|a)*P(+m,a)
Variable Elimination
(R)--------->(T)--------->(L)
P(R)
+r
r

0.1
0.9

P(T|R)
+r
+r
r
r

+t
t
+t
t

0.8
0.2
0.1
0.9

P(L|T)
+t
+t
t
t

+l
l
+l
l

0.3
0.7
0.1
0.9

P(+l) = r t P(r)*P(t|r)*P(+l|t)
1. Joining Factors
1. P(R,T)
P(R|T)
+r
+r
r
r

+t
t
+t
t

0.08
0.02
0.09
0.81

->
->
->
->

(0.1
(0.1
(0.9
(0.9

*
*
*
*

(R)--------->(T)--------->(L)
(R,T)------->(L)
Pgina 3

0.8)
0.2)
0.1)
0.9)

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P(R,T)
+r
+r
r
r

+t
t
+t
t

0.08
0.02
0.09
0.81

P(L|T)
+t
+t
t
t

+l
l
+l
l

0.3
0.7
0.1
0.9

P(T)
+t
t

0.17 -> (0.08 + 0.09)

0.83 -> (0.02 + 0.81)

(R,T)------->(L)
(T)--------->(L)
P(T)
+t
t

0.17
0.83

P(L|T)
+t
+t
t
t

+l
l
+l
l

0.3
0.7
0.1
0.9

P(T|L)
+t
+t
t
t

+l
l
+l
l

0.051
0.119
0.083
0.747

T,L
P(T,L)
+t
+t
t
t

+l
l
+l
l

0.051
0.119
0.083
0.747

P(L)
+l
l

0.134 -> (0.051 + 0.083)

0.866 -> (0.119 + 0.747)

->
->
->
->

(0.17
(0.17
(0.83
(0.83

Approximate Inference Sampling

1$
h
h
t
t

5$
h
t
h
t

|||||
|||||
|||||
|||||

P(L|T)
+t
+t
t
t

+l
l
+l
l

0.3
0.7
0.1
0.9

P(T|R)
+r
+r

+t
t

0.8
0.2

||
|||
|
|||

Pgina 4

*
*
*
*

0.3)
0.7)
0.1)
0.9)

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r
r

+t
t

0.1
0.9

New Network
(C)
_______|______
|
|
(S)
|____________|
|
(W)
C
S
R
W

(R)

Cloudy
Sprinkler
Rain
WetGrass

P(C)
+c
c

0.5
0.5

P(S|C)
+c
+c
c
c

+s
s
+s
s

0.1
0.9
0.5
0.5

P(R|C)
+c
+c
c
c

+r
r
+r
r

0.8
0.2
0.2
0.8

P(W|S,R)
+s
+s
+s
+s
s
s
s
s

+r
+r
r
r
+r
+r
r
r

+w
w

0.99
0.01

+w
w
+w
w
+w
w

0.90
0.10
0.90
0.10
0.01
0.99

+Cloudy,-Sprinkler,+Rain
(*) +WetGrass
( ) WetGrass
s,+r,+w - 0.90
s,+r,w - 0.10
Consistent
P(W|C)
c,+s,+r,w
Rejection Sampling
(B)------------->(A)
B - Burglary
A - Alarm
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P(B|+a)
b,a
b,a
b,a
b,+a
b,+a
+b,+a
Likelihood Weighting
Inconsistent
Weight Samples:
P(R|+s,+w)
+Cloudy,+Sprinkler,+Rain,+WetGrass
0.1 * 0.99 = 0.099
+c,+s,+r,+w
P(C|+s,+r)
Gibbs Sampling
Markov Chain
Monte Carlo
MCMC
(+c)

(+s)

(w)

(s)

(r)
||
(r)

(+c)
(+c)

(s)

(+r)

(w)

(w)
||

Monty Hall Problem

1
2
(x)
( )

( )

1
(x)

( )

(0)

1
( )
1/3

( )
2/3

3
(0)

Suppose you're on a game show, and you're given the choice of three doors:
Behind one door is a car; behind the others, goats. You pick a door, say No.
1, and the host, who knows what's behind the doors, opens another door, say
No. 3, which has a goat. He then says to you, "Do you want to pick door No.
2?" Is it to your advantage to switch your choice?

Pgina 6