SEG45630 Computational Intelligence for Decision Making (2008-09 Second Term) Assignment 3 (100 points) Due time and date: 7pm, April 20 Monday Submit to assignment box D03, 5/F ERB Submission Requirements The hand-in version must be ordered correctly and stapled in the top left corner. The hand-in version must include a header page (or with sufficient space) indicating: student name, student ID and assignment number. Question 1. Suppose you are given a bag containing n unbiased coins. You are told that n-1 of these coins are normal, with heads on one side and tails on the other, whereas one coin is a fake, with heads on both sides. [20 pts] a. Suppose you reach into the bag, pick out a coin uniformly at random, flip it, and get a head. What is the conditional probability that the coin you chose is the fake coin? b. Suppose you continue flipping the coin for a total of k times after picking it and see k heads. What is the conditional probability that you picked the fake coin? c. Suppose you wanted to decide whether the chosen coin was fake by flipping it k times. The decision procedure returns FAKE if all k flips come up heads, otherwise it returns NORMAL. What is the (unconditional) probability that this procedure makes an error? Question 2. The markov blanket of a variable Xi is MB(Xi) which includes: Parents(Xi ), children Y1, Y2,…, Yn of Xi, and Zj which are parents of Yj other than Xi. Prove the following equation, where Parents(Yj) includes Zj and Xi. [15pts] P( X i | MB ( X i )) P( X i | Parents( X i ), Y1 ,..., Yn , Z1 ,..., Z n ) P( X i | Parents( X i )) P(Y j | Parents(Y j )) Y j Children( X i ) Question 3. In a nuclear power station, there is an alarm that senses when a temperature gauge exceeds a given threshold. The gauge measures the temperature of the core. Consider the Boolean variables A (alarm sounds), FA (alarm is faulty), and FG (gauge is faulty) and the multivalued nodes G (gauge reading) and T (actual core temperature). [35 pts] a. Draw a Bayesian network for this domain, given that the gauge is more likely to fail when the core temperature gets too high; and the gauge reading which exceeds a threshold will cause the alarm to sound. b. Is your network a polytree? c. Suppose for actual temperature (T) and measured temperature (G), there are two possible values: normal and high; the probability that the gauge gives the “correct” temperature is x when it is working, but y when it is faulty. Fill in the conditional probability table associated with G, i.e., P(G|T, FG). (Note that “correct” here means when T=normal, G is also normal, or when T=high, G is also high.) T=Normal FG FG T=High FG FG G=Normal G=High d. Suppose the alarm works correctly unless it is faulty, in which case it never sounds. Fill in the conditional probability table associated with A, i.e., P(A|G, FA). G=Normal FA A A FA G=High FA FA e. Suppose the alarm and gauge are working and the alarm sounds. Calculate an expression for the probability that the temperature of the core is too high, i.e., P(T=High| FG, FA, A). [Hint: Because the alarm’s sound behavior is deterministic, when the alarm is working and sounds, we can reason that G must be High. In addition, T is conditionally independent of FA and A. So you can simplify the calculation to P(T=High| FG, G=High).] You can assume P(T)=p, P(FG|T)=g, and P(FG| T)=h. Express the conditional probability with p, g, h and probabilities from the above CPTs. Question 4. Consider the query P(Rain| Sprinkler=true, WetGrass=true ) in slide # 15 of Chapter 14b, and how MCMC can answer it. [30pts] a. b. c. d. How many states does the Markov chain have? Calculate the transition matrix Q containing q ( y y ' ) for all y, y’. What does Q2, the square of the transition matrix, represent? What about Qn, as n ?