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Uncertainty

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Uncertainty Russell and Norvig: Chapter 14, 15 Koller article on BNs CMCS424 Spring 2002 April 23 Uncertain Agent An Old Problem Types of Uncertainty Uncertainty ... – PowerPoint PPT presentation

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Title: Uncertainty


1
Uncertainty
  • Russell and Norvig Chapter 14, 15
  • Koller article on BNs
  • CMCS424 Spring 2002 April 23

2
Uncertain Agent
?
environment
?
3
An Old Problem
4
Types of Uncertainty
  • Uncertainty in prior knowledgeE.g., some causes
    of a disease are unknown and are not represented
    in the background knowledge of a
    medical-assistant agent

5
Types of Uncertainty
  • For example, to drive my car in the morning
  • It must not have been stolen during the night
  • It must not have flat tires
  • There must be gas in the tank
  • The battery must not be dead
  • The ignition must work
  • I must not have lost the car keys
  • No truck should obstruct the driveway
  • I must not have suddenly become blind or
    paralytic
  • Etc
  • Not only would it not be possible to list all of
    them, but would trying to do so be efficient?
  • Uncertainty in prior knowledgeE.g., some causes
    of a disease are unknown and are not represented
    in the background knowledge of a
    medical-assistant agent
  • Uncertainty in actions E.g., actions are
    represented with relatively short lists of
    preconditions, while these lists are in fact
    arbitrary long

6
Types of Uncertainty
  • Uncertainty in prior knowledgeE.g., some causes
    of a disease are unknown and are not represented
    in the background knowledge of a
    medical-assistant agent
  • Uncertainty in actions E.g., actions are
    represented with relatively short lists of
    preconditions, while these lists are in fact
    arbitrary long
  • Uncertainty in perceptionE.g., sensors do not
    return exact or complete information about the
    world a robot never knows exactly its position

7
Types of Uncertainty
  • Uncertainty in prior knowledgeE.g., some causes
    of a disease are unknown and are not represented
    in the background knowledge of a
    medical-assistant agent
  • Uncertainty in actions E.g., actions are
    represented with relatively short lists of
    preconditions, while these lists are in fact
    arbitrary long
  • Uncertainty in perceptionE.g., sensors do not
    return exact or complete information about the
    world a robot never knows exactly its position
  • Sources of uncertainty
  • Ignorance
  • Laziness (efficiency?)

What we call uncertainty is a summary of all
that is not explicitly taken into account in the
agents KB
8
Questions
  • How to represent uncertainty in knowledge?
  • How to perform inferences with uncertain
    knowledge?
  • Which action to choose under uncertainty?

9
How do we deal with uncertainty?
  • Implicit
  • Ignore what you are uncertain of when you can
  • Build procedures that are robust to uncertainty
  • Explicit
  • Build a model of the world that describe
    uncertainty about its state, dynamics, and
    observations
  • Reason about the effect of actions given the model

10
Handling Uncertainty
  • Approaches
  • Default reasoning
  • Worst-case reasoning
  • Probabilistic reasoning

11
Default Reasoning
  • Creed The world is fairly normal. Abnormalities
    are rare
  • So, an agent assumes normality, until there is
    evidence of the contrary
  • E.g., if an agent sees a bird x, it assumes that
    x can fly, unless it has evidence that x is a
    penguin, an ostrich, a dead bird, a bird with
    broken wings,

12
Representation in Logic
  • BIRD(x) ? ?ABF(x) ? FLIES(x)
  • PENGUINS(x) ? ABF(x)
  • BROKEN-WINGS(x) ? ABF(x)
  • BIRD(Tweety)

Very active research field in the 80s ?
Non-monotonic logics defaults, circumscription,
closed-world assumptions Applications to
databases
Default rule Unless ABF(Tweety) can be proven
True, assume it is False
But what to do if several defaults are
contradictory? Which ones to keep? Which one to
reject?
13
Worst-Case Reasoning
  • Creed Just the opposite! The world is ruled by
    Murphys Law
  • Uncertainty is defined by sets, e.g., the set
    possible outcomes of an action, the set of
    possible positions of a robot
  • The agent assumes the worst case, and chooses the
    actions that maximizes a utility function in this
    case
  • Example Adversarial search

14
Probabilistic Reasoning
  • Creed The world is not divided between normal
    and abnormal, nor is it adversarial. Possible
    situations have various likelihoods
    (probabilities)
  • The agent has probabilistic beliefs pieces of
    knowledge with associated probabilities
    (strengths) and chooses its actions to maximize
    the expected value of some utility function

15
How do we represent Uncertainty?
  • We need to answer several questions
  • What do we represent how we represent it?
  • What language do we use to represent our
    uncertainty? What are the semantics of our
    representation?
  • What can we do with the representations?
  • What queries can be answered? How do we answer
    them?
  • How do we construct a representation?
  • Can we ask an expert? Can we learn from data?

16
Target Tracking Example
Maximization of worst-case value of utility
vs. of expected value of utility
17
Probability
  • A well-known and well-understood framework for
    uncertainty
  • Clear semantics
  • Provides principled answers for
  • Combining evidence
  • Predictive Diagnostic reasoning
  • Incorporation of new evidence
  • Intuitive (at some level) to human experts
  • Can be learned

18
Notion of Probability
P(Av?A) P(A)P(?A)-P(A ??A) P(True)
P(A)P(?A)-P(False) 1 P(A)
P(?A)So P(A) 1 - P(?A)
You drive on Rt 1 to UMD often, and you notice
that 70of the times there is a traffic slowdown
at the intersection of PaintBranch Rt 1. The
next time you plan to drive on Rt 1, you will
believe that the proposition there is a slowdown
at the intersection of PB Rt 1 is True with
probability 0.7
  • The probability of a proposition A is a real
    number P(A) between 0 and 1
  • P(True) 1 and P(False) 0
  • P(AvB) P(A) P(B) - P(A?B)

19
Frequency Interpretation
  • Draw a ball from a bag containing n balls of the
    same size, r red and s yellow.
  • The probability that the proposition A the
    ball is red is true corresponds to the relative
    frequency with which we expect to draw a red
    ball ? P(A) r/n

20
Subjective Interpretation
  • There are many situations in which there is no
    objective frequency interpretation
  • On a windy day, just before paragliding from the
    top of El Capitan, you say there is probability
    0.05 that I am going to die
  • You have worked hard on your AI class and you
    believe that the probability that you will get an
    A is 0.9

21
Random Variables
  • A proposition that takes the value True with
    probability p and False with probability 1-p is a
    random variable with distribution (p,1-p)
  • If a bag contains balls having 3 possible colors
    red, yellow, and blue the color of a ball
    picked at random from the bag is a random
    variable with 3 possible values
  • The (probability) distribution of a random
    variable X with n values x1, x2, , xn is
    (p1, p2, , pn) with P(Xxi) pi and
    Si1,,n pi 1

22
Expected Value
  • Random variable X with n values x1,,xn and
    distribution (p1,,pn)E.g. X is the state
    reached after doing an action A under uncertainty
  • Function U of XE.g., U is the utility of a state
  • The expected value of U after doing A is
    EU Si1,,n pi U(xi)

23
Joint Distribution
  • k random variables X1, , Xk
  • The joint distribution of these variables is a
    table in which each entry gives the probability
    of one combination of values of X1, , Xk
  • Example

Toothache ?Toothache
Cavity 0.04 0.06
?Cavity 0.01 0.89
24
Joint Distribution Says It All
Toothache ?Toothache
Cavity 0.04 0.06
?Cavity 0.01 0.89
  • P(Toothache) P((Toothache ?Cavity) v
    (Toothache??Cavity))
  • P(Toothache ?Cavity)
    P(Toothache??Cavity)
  • 0.04 0.01 0.05
  • P(Toothache v Cavity) P((Toothache ?Cavity) v
    (Toothache??Cavity)
    v (?Toothache ?Cavity)) 0.04 0.01
    0.06 0.11

25
Conditional Probability
  • DefinitionP(AB) P(A?B) / P(B)
  • Read P(AB) probability of A given B
  • can also write this asP(A?B) P(AB) P(B)
  • called the product rule

26
Example
Toothache ?Toothache
Cavity 0.04 0.06
?Cavity 0.01 0.89
  • P(CavityToothache) P(Cavity?Toothache) /
    P(Toothache)
  • P(Cavity?Toothache) ?
  • P(Toothache) ?
  • P(CavityToothache) 0.04/0.05 0.8

27
Generalization
  • P(A ? B ? C) P(AB,C) P(BC) P(C)

28
Bayes Rule
  • P(A ? B) P(AB) P(B) P(BA) P(A)

29
Example
Toothache ?Toothache
Cavity 0.04 0.06
?Cavity 0.01 0.89
30
Generalization
  • P(A?B?C) P(A?BC) P(C)
    P(AB,C) P(BC) P(C)
  • P(A?B?C) P(A?BC) P(C)
    P(BA,C) P(AC) P(C)

31
Representing Probability
  • Naïve representations of probability run into
    problems.
  • Example
  • Patients in hospital are described by several
    attributes
  • Background age, gender, history of diseases,
  • Symptoms fever, blood pressure, headache,
  • Diseases pneumonia, heart attack,
  • A probability distribution needs to assign a
    number to each combination of values of these
    attributes
  • 20 attributes require 106 numbers
  • Real examples usually involve hundreds of
    attributes

32
Practical Representation
  • Key idea -- exploit regularities
  • Here we focus on exploiting conditional
    independence properties

33
A Bayesian Network
  • The ICU alarm network
  • 37 variables, 509 parameters (instead of
    237)

34
Independent Random Variables
  • Two variables X and Y are independent if
  • P(X xY y) P(X x) for all values x,y
  • That is, learning the values of Y does not change
    prediction of X
  • If X and Y are independent then
  • P(X,Y) P(XY)P(Y) P(X)P(Y)
  • In general, if X1,,Xn are independent, then
  • P(X1,,Xn) P(X1)...P(Xn)
  • Requires O(n) parameters

35
Conditional Independence
  • Propositions A and B are (conditionally)
    independent iff P(AB) P(A)?
    P(A?B) P(A) P(B)
  • A and B are independent given C iff
    P(AB,C) P(AC)? P(A?BC) P(AC) P(BC)

36
Conditional Independence
  • Unfortunately, random variables of interest are
    not independent of each other
  • A more suitable notion is that of conditional
    independence
  • Two variables X and Y are conditionally
    independent given Z if
  • P(X xY y,Zz) P(X xZz) for all values
    x,y,z
  • That is, learning the values of Y does not change
    prediction of X once we know the value of Z
  • notation Ind( X Y Z )

37
Car Example
  • Three propositions
  • Gas
  • Battery
  • Starts
  • P(BatteryGas) P(Battery)Gas and Battery are
    independent
  • P(BatteryGas,Starts) ? P(BatteryStarts)Gas and
    Battery are not independent given Starts

38
Example Naïve Bayes Model
  • A common model in early diagnosis
  • Symptoms are conditionally independent given the
    disease (or fault)
  • Thus, if
  • X1,,Xn denote whether the symptoms exhibited by
    the patient (headache, high-fever, etc.) and
  • H denotes the hypothesis about the patients
    health
  • then, P(X1,,Xn,H) P(H)P(X1H)P(XnH),
  • This naïve Bayesian model allows compact
    representation
  • It does embody strong independence assumptions

39
Markov Assumption
Ancestor
  • We now make this independence assumption more
    precise for directed acyclic graphs (DAGs)
  • Each random variable X, is independent of its
    non-descendents, given its parents Pa(X)
  • Formally,Ind(X NonDesc(X) Pa(X))

Parent
Non-descendent
Descendent
40
Markov Assumption Example
  • In this example
  • Ind( E B )
  • Ind( B E, R )
  • Ind( R A, B, C E )
  • Ind( A R B,E )
  • Ind( C B, E, R A)

41
I-Maps
  • A DAG G is an I-Map of a distribution P if the
    all Markov assumptions implied by G are satisfied
    by P
  • Examples

42
Factorization
  • Given that G is an I-Map of P, can we simplify
    the representation of P?
  • Example
  • Since Ind(XY), we have that P(XY) P(X)
  • Applying the chain rule P(X,Y) P(XY)
    P(Y) P(X) P(Y)
  • Thus, we have a simpler representation of P(X,Y)

43
Factorization Theorem
  • Thm if G is an I-Map of P, then

44
Factorization Example
  • P(C,A,R,E,B) P(B)P(EB)P(RE,B)P(AR,B,E)P(CA,R
    ,B,E)
  • versus
  • P(C,A,R,E,B) P(B) P(E) P(RE) P(AB,E) P(CA)

45
Consequences
  • We can write P in terms of local conditional
    probabilities
  • If G is sparse,
  • that is, Pa(Xi) lt k ,
  • ? each conditional probability can be specified
    compactly
  • e.g. for binary variables, these require O(2k)
    params.
  • ? representation of P is compact
  • linear in number of variables

46
Bayesian Networks
  • A Bayesian network specifies a probability
    distribution via two components
  • A DAG G
  • A collection of conditional probability
    distributions P(XiPai)
  • The joint distribution P is defined by the
    factorization
  • Additional requirement G is a minimal I-Map of P

47
Bayesian Networks
nodes random variables edges direct
probabilistic influence
Network structure encodes independence
assumptions XRay conditionally independent of
Pneumonia given Infiltrates
48
Bayesian Networks
T
P
P(I P, T )
0.8
0.2
t
p
p
0.6
0.4
t
p
0.2
0.8
t
t
0.01
0.99
p
  • Each node Xi has a conditional probability
    distribution P(XiPai)
  • If variables are discrete, P is usually
    multinomial
  • P can be linear Gaussian, mixture of Gaussians,

49
BN Semantics
conditional independencies in BN structure
local probability models
full joint distribution over domain

  • Compact natural representation
  • nodes have ? k parents ?? 2k n vs. 2n params

50
Queries
Full joint distribution specifies answer to any
query P(variable evidence about others)
Tuberculosis
Pneumonia
Lung Infiltrates
Sputum Smear
XRay
Sputum Smear
XRay
51
BN Learning
Inducer
Data
  • BN models can be learned from empirical data
  • parameter estimation via numerical optimization
  • structure learning via combinatorial search.
  • BN hypothesis space biased towards distributions
    with independence structure.

52
Questions
  • How to represent uncertainty in knowledge?
  • How to perform inferences with uncertain
    knowledge?
  • Which action to choose under uncertainty?

If a goal is terribly important, an agent may be
better off choosing a less efficient, but less
uncertain action than a more efficient one
But if the goal is also extremely urgent, and the
less uncertain action is deemed too slow, then
the agent may take its chance with the faster,
but more uncertain action
53
Summary
  • Types of uncertainty
  • Default/worst-case/probabilistic reasoning
  • Probability Theory
  • Bayesian Networks
  • Making decisions under uncertainty
  • Exciting Research Area!

54
References
  • Russell Norvig, chapters 14, 15
  • Daphne Kollers BN notes, available from the
    class web page
  • Jean-Claude Latombes excellent lecture
    notes,http//robotics.stanford.edu/latombe/cs121
    /winter02/home.htm
  • Nir Friedmans excellent lecture notes,
    http//www.cs.huji.ac.il/pmai/

55
Questions
  • How to represent uncertainty in knowledge?
  • How to perform inferences with uncertain
    knowledge?

When a doctor receives lab analysis results for
some patient, how do they change his prior
knowledge about the health condition of this
patient?
56
Example Robot Navigation
Courtesy S. Thrun
Uncertainty in control
57
Worst-Case Planning
58
Target Tracking Example
  1. Open-loop vs. closed-loop strategy

59
Target Tracking Example
  1. Open-loop vs. closed-loop strategy
  2. Off-line vs. on-line planning/reasoning

60
Target Tracking Example
  1. Open-loop vs. closed-loop strategy
  2. Off-line vs. on-line planning/reasoning
  3. Maximization of worst-case value of utility vs.
    of expected value of utility
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