Topics in Artificial Intelligence Modelling uncertainty Dr hab. inż. Joanna Józefowska, prof. PP 1/1 Probability of an event Topics in Artificial Intelligence • Classical method: If an experiment has n possible outcomes assign a probability of 1/n to each experimental outcome. • Relative frequency method: Probability is the relative frequency of the number of events satisfying the constraints. • Subjective method: Probability is a number characterising the likelihood of an event – degree of belief Dr hab. inż. Joanna Józefowska, prof. PP 1/2 Topics in Artificial Intelligence Axioms of the probability theory Axiom I The probability value assigned to each experimental outcome must be between 0 and 1. Axiom II The sum of all the experimental outcome probabilities must be 1. Dr hab. inż. Joanna Józefowska, prof. PP 1/3 Topics in Artificial Intelligence Conditional probability denoted by P(A|B) expresses belief that event A is true assuming that event B is true (events A and B are dependent) Definition Let the probability of event B be positive. Conditional probability of event A under condition B is calculated as follows: P(A,B) P(A | B) , P(B) Dr hab. inż. Joanna Józefowska, prof. PP whe re P(B) 0 1/4 Topics in Artificial Intelligence Joint probability If events A1, A2,... Are mutually exclusive and cover the sample space , and P(Ai) > 0 for i = 1, 2,... then for any event B the following equality holds: P(B) P(B | Ai )P(Ai ) i Dr hab. inż. Joanna Józefowska, prof. PP 1/5 Topics in Artificial Intelligence Bayes’ Theorem Thomas Bayes (1701-1761) If the events A1, A2,... fulfil the assumptions of the joint probability theorem, and P(B) > 0, then for i =1, 2,... The following equality holds: P(Ai | B) P(B | Ai )P(Ai ) P(B | Ai )P(Ai ) i Dr hab. inż. Joanna Józefowska, prof. PP 1/6 Topics in Artificial Intelligence Bayes’ Theorem Prior probabilities New information Bayes’ theorem Posterior probabilities Let us denote: H – hipothesis E – evidence The Bayes’ rule has the form: P(E | H)P(H) P(H | E) P(E) Dr hab. inż. Joanna Józefowska, prof. PP 1/7 Topics in Artificial Intelligence Difficulties with joint probability distribution (tabular approach) • the joint probability distribution has to be defined and stored in memory • high computational effort required to calculate marginal and conditional probabilities Dr hab. inż. Joanna Józefowska, prof. PP 1/8 Topics in Artificial Intelligence B E A J M 1 1 1 1 1 1 1 1 1 0 1 1 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 0 1 1 0 0 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 0 0 1 1 1 0 0 1 0 1 0 0 0 1 1 0 0 0 0 0 1 1 1 1 0 1 1 1 0 0 1 1 0 1 0 1 1 0 0 0 1 0 1 1 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 1 0 0 1 1 0 0 0 1 0 1 0 0 1 0 0 0 0 0 1 1 0 0 0 1 0 Dr hab. inż. Joanna Józefowska, prof. PP 0 0 0 0 1 P(B,E,A,J,M) 0,0001197000 0,0000133000 0,0000513000 0,0000057000 0,0000000050 0,0000000950 0,0000004950 0,0000094050 0,0058035600 0,0006448400 0,0024872400 0,0002763600 0,0000002940 0,0000055860 0,0000291060 0,0005530140 0,0036174600 0,0004019400 0,0015503400 0,0001722600 0,0000070290 0,0001335510 0,0006958710 0,0132215490 0,0006112260 0,0000679140 0,0002619540 0,0000291060 0,0004846149 0,0092076831 0,0479768751 n sample points 2n probabilities P(B,M) P(B,M) P(B | M) P(M) 1/9 Topics in Artificial Intelligence Certainty factor • Buchanan, Shortliffe 1975 • Model developed for the rule expert system MYCIN If E then H evidence (observation) Dr hab. inż. Joanna Józefowska, prof. PP hipothesis 1/11 Topics in Artificial Intelligence Belief • MB[H, E] – measure of the increase of belief that H is true based on observation E. 1 MB[H, E] max{P(H | E), P(H)} P(H) max{1,0} P(H) Dr hab. inż. Joanna Józefowska, prof. PP if P(H) 1 othewise 1/12 Topics in Artificial Intelligence Disbelief • MD[H, E] – measure of the increase of disbelief that H is true based on observation E. 1 MD[H, E] min{P(H | E), P(H)} P(H) min{1,0} P(H) Dr hab. inż. Joanna Józefowska, prof. PP if P(H) 0 otherwise 1/13 Topics in Artificial Intelligence Certainty factor CF(H,E) MB[H, E] MD[H, E] CF [–1, 1] Dr hab. inż. Joanna Józefowska, prof. PP 1/14 Interpretation of the certainty factor Topics in Artificial Intelligence Certainty factor is associated with a rule: If evidence then hipothesis and denotes the change in belief that H is true after observation E. E CF(H, E) Dr hab. inż. Joanna Józefowska, prof. PP H 1/15 Uncertainty propagation E1 CF(H, E1) Topics in Artificial Intelligence H E2 E1, E2 CF(H, E1&E2) H CF(H, E2) Parallel rules 0 MB(H, E1 & E2 ) MB(H, E1) MB(H, E2 ) * [1- MB(H, E1 )] if MD(H, E1 & E2 ) 1 0 MD(H, E1 & E2 ) MD(H, E1) MD(H, E2 ) * [1- MD(H, E1 )] if MB(H, E1 & E2 ) 1 Dr hab. inż. Joanna Józefowska, prof. PP otherwise otherwise 1/16 Uncertainty propagation Topics in Artificial Intelligence E1 CF(E2, E1) E2 CF(H, E2) H E1 CF(H, E1) H Serial rules CF(E2,E1)CF(H,E2 ) CF(H,E1) CF(E2,E1)CF(H, E2 ) if CF(E2,E1) 0 otherwise If CF(H,E2) is not defined, it is assumed to be 0. Dr hab. inż. Joanna Józefowska, prof. PP 1/17 Certainty factor – probabilistic definition Topics in Artificial Intelligence Heckerman 1986 P(H | E) P(H) gdy P(H | E) P(H) P(H | E)(1 P(H)) CF(H,E) P(H | E) P(H) P(H)(1 P(H | E)) gdy P(H) P(H | E) Dr hab. inż. Joanna Józefowska, prof. PP 1/18 Certainty measure Grzymała-Busse 1991 C(H) Topics in Artificial Intelligence C(E) E CF(H, E) C(H) (1 C(H))CF' (E H) C(H) (1 C(H))CF' (E H) C' (H) C(H) CF'(E H) 1 min{| C(H) |,| CF'(E H) |} H if C(H), CF'(E H) 0 if C(H), CF'(E H) 0 if C(H)CF' (E H) 0 CF' (E H) CF(E H) max{0,C(E)} Dr hab. inż. Joanna Józefowska, prof. PP 1/19 Example 1 C(s1) = 0,2 s1 CF(h, s1 s2) = 0,4 h s2 C(h) = 0,3 Topics in Artificial Intelligence C(s2) = – 0,1 C(s1 s2) = min(0,2; – 0,1) = – 0,1 CF’(h, s1 s2) = 0,4 * 0 = 0 C’(h) = 0,3 + (1– 0,3) * 0 = 0,3 + 0 = 0,3 CF' (E H) CF(E H) max{0,C(E)} C' (H) C(H) (1 C(H))CF' (E H) Dr hab. inż. Joanna Józefowska, prof. PP if C(H), CF'(E H) 0 1/20 Example 2 C(s1) = 0,2 s1 CF(h, s1 s2) = 0,4 h s2 C(h) = 0,3 Topics in Artificial Intelligence C(s2) = 0,8 C(s1 s2) = min(0,2; 0,8) = 0,2 CF’(h, s1 s2) = 0,4 * 0,2 = 0,08 C’(h) = 0,3 + (1– 0,3) * 0,08 = 0,3 + 0,7 * 0,08 = 0,356 CF' (E H) CF(E H) max{0,C(E)} C' (H) C(H) (1 C(H))CF' (E H) Dr hab. inż. Joanna Józefowska, prof. PP if C(H), CF'(E H) 0 1/21 Topics in Artificial Intelligence Dempster-Shafer theory Each hipothesis is characterised by two values: balief and plausibility. It models not only belief, but also the amount of acquired information. Dr hab. inż. Joanna Józefowska, prof. PP 1/22 Topics in Artificial Intelligence Density probability function Θ m:2 0,1 m[] 0 m(A) 1 A Θ Dr hab. inż. Joanna Józefowska, prof. PP 1/23 Topics in Artificial Intelligence Belief Belief Bel [0,1] measures the value of acquired information supporting the belief that the considered set hipothesis is true. Bel(A) m(B) B A Dr hab. inż. Joanna Józefowska, prof. PP 1/24 Topics in Artificial Intelligence Plausibility Plausibility Pl [0,1] measures how much the belief that A is true is limited by evidence supporting A. Pl(A) 1 Bel(A) Dr hab. inż. Joanna Józefowska, prof. PP 1/25 Topics in Artificial Intelligence Combining various sources of evidence Assume two sources of evidence: X and Y represented by respective subsets of : X1,...,Xm and Y1,...,Yn. Probability density functions m1 and m2 are defined on X and Y respectively. Combining observations from two sources a new value m3(Z) is calculated for each subset of as follows: m1(Xi )m2 (Yj ) m3 (Z) Xi Yj Z 1 m1(Xi )m2 (Yj ) Xi Yj Dr hab. inż. Joanna Józefowska, prof. PP 1/26 A – allergy F – flu C – cold P - pneumonia Example Topics in Artificial Intelligence ={A, F, C, P} Observation 1 m1() = 1 m2({A, F, C}) = 0,6 m2() = 0,4 m2({A, F, C}) = 0,6 m2() = 0,4 m1() = 1 m3({A, F, C}) = 0,6 m3() = 0,4 Dr hab. inż. Joanna Józefowska, prof. PP 1/27 Example Topics in Artificial Intelligence m3({A, F, C}) = 0,6 m3() = 0,4 Observation 2 m4({F,C,P}) = 0,8 m4() = 0,2 m4({F,C,P}) = 0,8 m4() = 0,2 m3({A,F,C}) = 0,6 m5({F,C}) = 0,48 m5({A,F,C}) = 0,12 m3() = 0,4 m5({F,C,P}) = 0,32 m5() = 0,08 Dr hab. inż. Joanna Józefowska, prof. PP 1/28 Example m5({F,C}) = 0,48 m5({A,F,C}) = 0,12 Topics in Artificial Intelligence m5({F,C,P}) = 0,32 m5() = 0,08 Observation 3 m6({A}) = 0,75 m6() = 0,25 m7({A}) = 0,15 m6({A}) = 0,75 m6() = 0,25 m5({F,C}) = 0,48 m7() = 0,36 m7({F,C}) = 0,12 m5({A,F,C}) = 0,12 m7({A}) = 0,09 m7({A,F,C}) = 0,03 m5({F,C,P}) = 0,32 m7() = 0,24 m7({F,C,P}) = 0,08 m5() = 0,08 m7({A}) = 0,06 m7() = 0,02 Dr hab. inż. Joanna Józefowska, prof. PP 1/29 Example m5({F,C}) = 0,48 m5({A,F,C}) = 0,12 Topics in Artificial Intelligence m5({F,C,P}) = 0,32 m5() = 0,08 Observation 3 m6({A}) = 0,75 m6() = 0,25 m7() = 0,6 m6({A}) = 0,75 m6() = 0,25 m5({F,C}) = 0,48 m7() = 0,36 m7({F,C}) = 0,12 m5({A,F,C}) = 0,12 m7({A}) = 0,09 m7({A,F,C}) = 0,03 m5({F,C,P}) = 0,32 m7() = 0,24 m7({F,C,P}) = 0,08 m5() = 0,08 m7({A}) = 0,06 m7() = 0,02 Dr hab. inż. Joanna Józefowska, prof. PP 1/30 Topics in Artificial Intelligence Example m7({A}) = 0,15 m7({A}) = 0,375 m7({F,C}) = 0,12 m7({F,C}) = 0,3 m7({A,F,C}) = 0,03 m7({A,F,C}) = 0,075 m7({F,C,P}) = 0,08 m7({F,C,P}) = 0,2 m7() = 0,02 m7() = 0,05 1 – 0,3 – 0,2 {A}: [0,375, 0,500] {F}: [0, 0,625] {C}: [0, 0,625] 1 – 0,375 {P}: [0, 0,250] Dr hab. inż. Joanna Józefowska, prof. PP 1/31 1 – 0,375 – 0,3 – 0,075 Topics in Artificial Intelligence Fuzzy sets (Zadeh) Rough sets (Pawlak) Dr hab. inż. Joanna Józefowska, prof. PP 1/32 Topics in Artificial Intelligence Probabilistic reasoning earthquake burglary alarm John Dr hab. inż. Joanna Józefowska, prof. PP Mary 1/33 Probabilistic reasoning Topics in Artificial Intelligence B – burglary E – earthquake ? A – alarm J – John calls M – Mary calls Joint probability distribution – P(B,E,A,J,M) Dr hab. inż. Joanna Józefowska, prof. PP 1/34 Topics in Artificial Intelligence B E A J M 1 1 1 1 1 1 1 1 1 0 1 1 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 0 1 1 0 0 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 0 0 1 1 1 0 0 1 0 1 0 0 0 1 1 0 0 0 0 0 1 1 1 1 0 1 1 1 0 0 1 1 0 1 0 1 1 0 0 0 1 0 1 1 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 1 0 0 1 1 0 0 0 1 0 1 0 0 1 0 0 0 0 0 1 1 0 0 0 1 0 Dr hab. inż. Joanna Józefowska, prof. PP 0 0 0 0 1 P(B,E,A,J,M) 0,0001197000 0,0000133000 0,0000513000 0,0000057000 0,0000000050 0,0000000950 0,0000004950 0,0000094050 0,0058035600 0,0006448400 0,0024872400 0,0002763600 0,0000002940 0,0000055860 0,0000291060 0,0005530140 0,0036174600 0,0004019400 0,0015503400 0,0001722600 0,0000070290 0,0001335510 0,0006958710 0,0132215490 0,0006112260 0,0000679140 0,0002619540 0,0000291060 0,0004846149 0,0092076831 0,0479768751 Joint probability distribution 1/35 Probabilistic reasoning Topics in Artificial Intelligence What is the probability of a burglary if Mary called? P(B=y|M=y) ? Marginal probability: P(B,M) P(B,E, A, J,M) E,A,J B 1 1 0 0 M 1 0 1 0 P(B,E,A,J,M) 0,0084917 0,0015083 0,05520537 0,93479463 Conditional probability: P(M, B) 0.0084917 P(B | M) 0.133313 P(M) 0.0084917 0.05520537 Dr hab. inż. Joanna Józefowska, prof. PP 1/36 Topics in Artificial Intelligence Advantages of probabilistic reasoning • Sound mathematical theory • On the basis of the joint probability distribution one can reason about: – the reasons on the basis of the observed consequences, – consequences on the basis of given evidence, – Any combination of the above ones. • Clear semantics based on the interpretation of probability. • Model can be taught with statistical data. Dr hab. inż. Joanna Józefowska, prof. PP 1/37 Complexity of probabilistic reasoning Topics in Artificial Intelligence • in the „alarm” example – (25 – 1) = 31 values, – direct acces to unimportant information, e.g. P(B=1,E=1,A=1,J=1,M=1) – calculating any practical value, e.g. P(B=1|M=1) requires 29 elementary operations. • in general – P(X1, ..., Xn) requires storing 2n-1 values – difficult knowledge acquisition (not natural) – exponential complexity Dr hab. inż. Joanna Józefowska, prof. PP 1/38 Topics in Artificial Intelligence Bayes’ theorem P(E | H)P(H) P(H | E) P(E) Dr hab. inż. Joanna Józefowska, prof. PP 1/39 Topics in Artificial Intelligence Bayes’ theorem B depends on A A B P(B|A) P(B) P(B | A)P(A) A P(B | A)P(A) P(A | B) P(B) Dr hab. inż. Joanna Józefowska, prof. PP 1/40 Topics in Artificial Intelligence The chain rule P(X1,X2) = P(X1)P(X2|X1) P(X1,X2,X3) = P(X1)P(X2|X1)P(X3|X1,X2) ................................................................ P(X1,X2,...,Xn) = P(X1)P(X2|X1)...P(Xn|X1,...,Xn-1) Dr hab. inż. Joanna Józefowska, prof. PP 1/41 Topics in Artificial Intelligence Conditional independence of variables in a domain In any domain one can define a set of variables pa(Xi){X1, ..., Xi–1} such that Xi is independent of variables from the set {X1, ..., Xi–1} \ pa(Xi). Thus P(Xi|X1, ..., Xi – 1) = P(Xi|pa(Xi)) and n P(X1, ..., Xn) = P(Xi|pa(Xi)) i=1 Dr hab. inż. Joanna Józefowska, prof. PP 1/42 Bayesian network Topics in Artificial Intelligence B1 B2 ..... A Bn P(A|B1, ..., Bn) Bi directly influences A C1 ..... Dr hab. inż. Joanna Józefowska, prof. PP Cm 1/43 Example earthquake burglary Topics in Artificial Intelligence alarm John calls burglary true true false false earthquake true false true false Dr hab. inż. Joanna Józefowska, prof. PP Mary calls P(alarm|burglary, earthquake) true false 0.950 0.050 0.940 0.060 0.290 0.710 0.001 0.999 1/44 Topics in Artificial Intelligence Example P(B) P(E) 0.001 0.002 E B A J B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 M A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 Dr hab. inż. Joanna Józefowska, prof. PP 1/45 Topics in Artificial Intelligence Complexity of the representation • Instead of 31 values it is enough to store 10. • Easy construction of the model – Less parameters. – More intuitive parameters. • Easy reasoning. Dr hab. inż. Joanna Józefowska, prof. PP 1/46 Bayesian networks Topics in Artificial Intelligence Bayesian network is an acyclic directed graph which • nodes represent formulas considered domain, or variables in the • arcs represent dependence relation of variables, with related probability distributions. Dr hab. inż. Joanna Józefowska, prof. PP 1/47 Bayesian networks Topics in Artificial Intelligence variable A with parent nodes pa(A) = {B1,...,Bn} conditional probablity table P(A|B1,...,Bn) or P(A|pa(A)) if pa(A) = a priori probability equals P(A) Dr hab. inż. Joanna Józefowska, prof. PP 1/48 pa(A) Bayesian networks Topics in Artificial Intelligence B1 B2 B3 A Event Bi has no predecesors (pa(Bi) = ) a priori probability P(Bi) Dr hab. inż. Joanna Józefowska, prof. PP ..... Bn P(A|B1, B2, ..., Bn) B1 ... Bn P(A|B1, Bn) T T 0.18 T F 0.12 ................................. F F 0.28 1/49 Topics in Artificial Intelligence Local semantics of Bayesian network • Only direct dependence relations between variables. • Local conditional probability distribution. • Assumption about conditional independence variables not bounded in the graph. Dr hab. inż. Joanna Józefowska, prof. PP of 1/50 Global semantics of bayesian network Topics in Artificial Intelligence Joint probability distribution given implicite. It can be calculated using the following rule: P(A1,..., An ) P(Ai | Ai1,..., An ) i P(A1 | A2, A3,..., An )...P(A n-1 | An )P(An ) Dr hab. inż. Joanna Józefowska, prof. PP 1/51 Topics in Artificial Intelligence Global semantics of bayesian network Node numbering: node index is smaller than indices of its predecessors. P(Ai | Ai1,..., An ) P(Ai | pa(Ai )) Finally: P(A1,..., An ) P(Ai | pa(Ai )) i Bayesian network is a complete probabilistic model. Dr hab. inż. Joanna Józefowska, prof. PP 1/52 Global probability distribution pa(A2) Topics in Artificial Intelligence pa(A1) B1 B2 B3 A1 P(A1|B1, ...Bn) Dr hab. inż. Joanna Józefowska, prof. PP ..... Bn A2 B1 ... Bn A1 A2 P(A1,A2,B1, ...Bn) T ... T T T P(A2|B3, T ... T T F ...Bn) ...................................................... 1/53 F ... F F F Global probability distribution pa(A2) Topics in Artificial Intelligence pa(A1) B1 B1 ... Bn A1 A2 P(A1,A2,B1, ...Bn) B2 B3 ..... T ... T T T 0.075 T ...BnT T F ...................................................... F ... F F F P(A1|B1, ...Bn) B1 ... B Bn1 P(A1) T ... T 0.25 T ... F .......................... F ... F P(A2|B3, ...Bn) B3 ... B Bn1 P(A2) A1 Dr hab. inż. Joanna Józefowska, prof. PP A2 T ... T 0.30 T ... F .......................... F ... F 1/54 Topics in Artificial Intelligence Reasoning in Bayesian networks Updating evidence that a hipothesis H is true given some ecidence E, i.e. defining conditional probability distribution P(H|E). Two types of reasoning: • probability of a single hipothesis • probability of all hipothesis. Dr hab. inż. Joanna Józefowska, prof. PP 1/55 Topics in Artificial Intelligence Example P(B) P(E) 0.001 0.002 E B John calls (J) and Mary calls (M). What is the probability that neither burglary nor earthquake occurred if the alarm rang? J A B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 M A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 Dr hab. inż. Joanna Józefowska, prof. PP 1/56 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 P(A1,..., An ) P(Ai | pa(Ai )) i E B A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) 1/57 P(J | inż.A)P(M | A)P(A | B E)P( B)P( E) Dr hab. Joanna Józefowska, prof. PP Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr hab. inż. Joanna Józefowska, prof. PP 1/58 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr hab. inż. Joanna Józefowska, prof. PP 1/59 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr hab. inż. Joanna Józefowska, prof. PP 1/60 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr hab. inż. Joanna Józefowska, prof. PP 1/61 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr hab. inż. Joanna Józefowska, prof. PP 1/62 Example Topics in Artificial Intelligence P(J M A B E) ? P(B) P(E) 0.001 0.002 E B B E P(A) T T F F T F T F 0.950 0.940 0.290 0.001 A M J A P(J) A P(M) T F 0.90 0.05 T F 0.70 0.01 P(J M A B E) P(J | A)P(M | A)P(A | B E)P( B)P( E) Dr 0.9 * 0.7 0.001prof.* PP 0.999 * 0.998 0.00062 hab. inż. Joanna* Józefowska, 1/63 Types of reasoning in Bayesian networks Topics in Artificial Intelligence P(B) = 0.001 B Evidence B occurs and we qould like to update probability of hipothesis J. Interpretation. B P(A) A T 0.95 F 0.01 There was a burglary, what is the probability that John will call? J A P(J) T 0.90 F 0.05 P(J|B) = P(J|A)P(A|B) = 0.9 * 0.95 = 0.86 Dr hab. inż. Joanna Józefowska, prof. PP 1/64 Types of reasoning in Bayesian networks Topics in Artificial Intelligence P(B) = 0.001 B P(A) B We observe J – what is the probability that B is true? A T 0.95 F 0.01 A P(J) Wnioskowanie diagnostyczne Diagnosis. John calls. What is the probability of a burglary? J T 0.90 F 0.05 P(B|J) = P(J|B)*P(B)/P(J) = diagnostic (0,95*0,9*0,001)/(0,9+0,05) = 0,0009 Dr hab. inż. Joanna Józefowska, prof. PP 1/65 Types of reasoning in Bayesian networks Topics in Artificial Intelligence We observe E. What is the probability that B is true? B E A Alarm rang, so P(B|A) = 0.376, but if earthuake is observed as well then P(B|A,E) = 0.03 Dr hab. inż. Joanna Józefowska, prof. PP 1/66 Topics in Artificial Intelligence Types of reasoning in Bayesian networks E We observe E and J What is the probability of A. A John calls and we know that there was an earthquake. What is the probability that alarm rang? J P(A|J,E) = 0.03 mixed Dr hab. inż. Joanna Józefowska, prof. PP 1/67 Multiply connected Bayesian network B2 Topics in Artificial Intelligence B1 A1 ..... ... A2 C1 ..... Dr hab. inż. Joanna Józefowska, prof. PP Bn Ak Cm 1/69 Topics in Artificial Intelligence Summary • Models of uncertainty: • Certainty factor, certainty measure • Dempster-Shafer theory • Bayesian networks • Fuzzy sets • Raough sets Dr hab. inż. Joanna Józefowska, prof. PP 1/70 Topics in Artificial Intelligence Summary • Bayesian networks distribution. represent joint probability • Reasoning in multiply connected BN is NP-hard. • Exponential complexity may be avoided by: • Constructing the net as a polytree • Transforming a network to a polytree • Approximate reasoning Dr hab. inż. Joanna Józefowska, prof. PP 1/71