Module 4:

Probability reasoning and uncertainty

Quantifying uncertainty, Knowledge representation in uncertainty, Decision making – Simple,
complex.
 Uncertainty
• First-order logic and propositional logic with certainty, which means we were sure
about the predicates.
• Consider a situation where we are not sure about whether A is true or not then we
cannot express this statement, this situation is called uncertainty
• So to represent uncertain knowledge, where we are not sure about the predicates, we
need uncertain reasoning or probabilistic reasoning.
Causes of uncertainty:
1. Information occurred from unreliable sources.
2. Experimental Errors
3. Equipment fault
4. Temperature variation
5. Climate change.
 Probabilistic reasoning
• Probabilistic reasoning is a way of knowledge representation where we
apply the concept of probability to indicate the uncertainty in knowledge.
• We combine probability theory with logic to handle the uncertainty.
• Need of probabilistic reasoning in AI:
• When there are unpredictable outcomes.
• When specifications or possibilities of predicates becomes too large to handle.
• When an unknown error occurs during an experiment.
 Probability
• Probability can be defined as a chance that an uncertain event will occur.
• It is the numerical measure of the likelihood that an event will occur.
• 0 ≤ P(A) ≤ 1, where P(A) is the probability of an event A.
• P(A) = 0, indicates total uncertainty in an event A.
• P(A) =1, indicates total certainty in an event A.
• P(¬A) = probability of a not happening event.
• P(¬A) + P(A) = 1.
• Event: Each possible outcome of a variable is called an event.
• Sample space: The collection of all possible events is called sample space.
• Random variables: Random variables are used to represent the events and objects
in the real world.
• Prior probability: The prior probability of an event is probability computed before
observing new information.
• Posterior Probability: The probability that is calculated after all evidence or
information has taken into account.
 Conditional probability
• Conditional probability is a probability of occurring an event when
another event has already happened.
• To calculate the event A when event B has already occurred
• Where P(A⋀B)= Joint probability of a and B
• P(B)= Marginal probability of B.
In a class, there are 70% of the students who like English and 40% of
the students who likes English and mathematics, and then what is the
percent of students those who like English also like mathematics?

• Let, A is an event that a student likes Mathematics

• B is an event that a student likes English.
 Bayes' theorem
• Bayes' theorem, Bayes' rule, Bayes' law, or Bayesian reasoning determines the
probability of an event with uncertain knowledge.
• The Bayesian inference is an application of Bayes' theorem, which is fundamental
to Bayesian statistics.
• It is a way to calculate the value of P(B|A) with the knowledge of P(A|B).
P(A ⋀ B)= P(A|B) P(B) or
P(A ⋀ B)= P(B|A) P(A)

• P(A|B) posterior: Probability of hypothesis A when occurred an evidence B.

• P(B|A) likelihood
• P(A) prior probability, probability of hypothesis before considering the evidence
• P(B) marginal probability, pure probability of an evidence.
Law of Total Probability

• If you have a set of mutually exclusive and exhaustive events A1​,A2​,…,An​that

partition the sample space S, then for any event B in the same probability
space:
P(B)=
• P(Ai​) is the probability of event Ai​occurring.
• P(B∣Ai​) is the conditional probability of event B occurring given that event Ai​has
occurred.
• The events Ai​are mutually exclusive: only one of them can occur at a time.
• The events Ai​are exhaustive: their union covers the entire sample space S.
• In Bayesian inference, it helps compute marginal probabilities and posterior
probabilities efficiently.
Question: what is the probability that a patient has diseases meningitis with a
stiff neck?
Given Data:
A doctor is aware that disease meningitis causes a patient to have a stiff neck, and it
occurs 80% of the time. He is also aware of some more facts, which are given as
follows:
•The Known probability that a patient has meningitis disease is 1/30,000.
•The Known probability that a patient has a stiff neck is 2%.

P(a|b) = 0.8

P(b) = 1/30000

P(a)= .02
From a standard deck of playing cards, a single card is drawn. The
probability that the card is king is 4/52, then calculate posterior
probability P(King|Face), which means the drawn face card is a king
card

• P(king): probability that the card is King= 4/52= 1/13

• P(face): probability that a card is a face card= 3/13
• P(Face|King): probability of face card when we assume it is a king = 1
• Putting all values in equation (i) we will get:
 Joint Probability
• Refers to the probability of multiple events or variables all occurring
simultaneously.
• P(X1​,X2​,…,Xn​) represents the probability that all of these variables take on
specific values simultaneously.
• Joint probability should not be confused with conditional probability,
which is the probability that one event will happen given that another
action or event happens.
 Independence in probabilistic
• Independence in probabilistic reasoning refers to a situation where the occurrence of
one event does not affect the probability of another event
• Mathematically, two events A and B are independent if and only if:
P(A∩B)=P(A)×P(B)
• The number of parameters in the joint probability distribution depends on the number
of variables involved and the assumptions made about their relationships
• Independence assumptions can greatly impact the number of parameters needed to
specify the joint probability distribution.
• By leveraging these assumptions judiciously, one can reduce the complexity of
probabilistic models while still capturing relevant relationships among variables.
1. Without Independence
2. With Independence
3. Conditional
 Independence in probabilistic

• The full joint distribution P(Toothache,Catch,Cavity,Weather) has 2×2×2×4 = 32

entries.
• Thus, the 32-element table for four variables can be constructed from one 8-element
table and one 4-element table.
 Bayesian Network
OR
Bayesian Belief Network
Bayesian Network
• Probabilistic graphical modelling is a branch of machine learning that studies
how to use probability distributions to describe the world and to make useful
predictions about it.
• A Bayesian network is a probabilistic graphical model which represents a set of
variables and their conditional dependencies using a directed acyclic graph.
• Also called a Bayes network, belief network, decision network, or Bayesian
model.
• Bayesian networks are probabilistic, because these networks are built from
a probability distribution, and also use probability theory for prediction and
anomaly detection.
• Bayesian Network can be used for building models from data and experts opinions
• Application: prediction, anomaly detection, diagnostics, automated insight,
reasoning, time series prediction, and decision making under uncertainty.
Bayesian Network

• Consists of two parts:

• Table of conditional probabilities
• Directed Acyclic Graph
 Bayesian belief network
• Each node corresponds to the random variables, and a variable can
be continuous or discrete.
• Arc or directed arrows represent the causal relationship or conditional
probabilities between random variables.
• These links represent that one node directly influence the other node, and if there is no directed
link that means that nodes are independent with each other
• A, B, C, and D are random variables represented by the nodes of the network graph.
• A is called the parent of Node B, and D.
• Node C is independent of node A.
 Joint probability distribution – Chain rule
• Bayesian network is based on Joint probability distribution and conditional
probability.
• Each node in the Bayesian network has condition probability
distribution P(Xi |Parent(Xi) ), which determines the effect of the parent
on that node.
• If we have variables x1, x2, x3,....., xn, then the probabilities of a different
combination of x1, x2, x3.. xn, are known as Joint probability distribution.
P(x1,x2,….xn) = P[x1| x2, x3,....., xn]P[x2, x3,....., xn]
= P[x1| x2, x3,....., xn]P[x2|x3,....., xn]....P[xn-1|xn]P[xn].
In general for each variable Xi, we can write the equation as:
 Bayes’ Net Representation
• A directed, acyclic graph, one node per random variable

• A conditional probability table (CPT) for each node

• A collection of distributions over X, one for each combination of
parents’ values

• Bayes’ nets implicitly encode joint distributions

• As a product of local conditional distributions

• To see what probability a BN gives to a full assignment, multiply

all the relevant conditionals together:
 Conditional dependencies as follows:
A is conditionally dependent upon B, e.g. P(A|B)
C is conditionally dependent upon B, e.g. P(C|B)
Conditional independencies as follows:
• A is conditionally independent from C: P(A|B, C)
• C is conditionally independent from A: P(C|B, A)

we can simply state the conditional independence of B from A and C as P(B),P(A|B),

P(C|B)) or P(B).
The joint probability of A and C given B
P(A, C | B) = P(A|B) * P(C|B)
The joint probability of P(A, B, C), calculated as:
P(A, B, C) = P(A|B) * P(C|B) * P(B)
Bayesian Networks
Bayesian Networks
Bayesian Networks
Bayesian Networks
Bayesian Networks
Example
• Harry installed a new burglar alarm at his home to detect burglary. The
alarm reliably responds at detecting a burglary but also responds for
minor earthquakes. Harry has two neighbors David and Sophia, who
have taken a responsibility to inform Harry at work when they hear the
alarm. David always calls Harry when he hears the alarm, but
sometimes he got confused with the phone ringing and calls at that
time too. On the other hand, Sophia likes to listen to high music, so
sometimes she misses to hear the alarm. Here we would like to
compute the probability of Burglary Alarm.
List of all events occurring in this network:
• Burglary (B)
• Earthquake(E)
• Alarm(A)
• David Calls(D)
• Sophia calls(S)
 We can write the events of problem statement in the form of probability: P[D, S, A, B,
E], can rewrite the above probability statement using joint probability distribution:

• P[D, S, A, B, E] = P[D|A ].P[S | A].P[A| B, E].P[B].

P[E]
= 0.91 * 0.75 * 0.94 * 0.002 * 0.001
Question:
Calculate the probability that alarm has sounded, but there is neither a
burglary, nor an earthquake occurred, and David and Sophia both called the
Harry.

From the formula of joint distribution, we can write the problem

statement in the form of probability distribution:
P(S, D, A, ¬B, ¬E) = P (S|A) *P (D|A)*P (A|¬B ^ ¬E) *P (¬B) *P
(¬E).
= 0.75* 0.91* 0.001* 0.998*0.999
= 0.00068045.
 What is the probability that David call?
P(D)= P(D|A)P(A)+P(D|¬A)P(¬A)

=P(D|A){P(A|B,E)*P(B,E)+P(A|¬B,E)*P(¬B,E)+(P(A|B,¬E)*P(B,¬E)+
P(A|¬B,¬E)*P(¬B,¬E)}+ P(D|¬A){P(¬A|B,E)*P(B,E)+P(¬A|
¬B,E)*P(¬B,E)+P(¬A|B,¬E)*P(B,¬E)+ P(¬A|¬B,¬E)*P(¬B,¬E)}

=P(D|A){P(A|B,E)*P(B)P(E)+P(A|¬B,E)*P(¬B)P(E)+(P(A|
B,¬E)*P(B)P(¬E)+ P(A|¬B,¬E)*P(¬B)P(¬E)}+ P(D|¬A){P(¬A|
B,E)*P(B)P(E)+P(¬A|¬B,E)*P(¬B)P(E)+P(¬A|B,¬E)*P(B)P(¬E)
+ P(¬A|¬B,¬E)*P(¬B)P(¬E)}
Example: Alarm Network
B P(B) E P(E)
+b 0.001
B E +e 0.002
-b 0.999 -e 0.998

A J P(J|A)
A A M P(M|A)
B E A P(A|B,E)
+a +j 0.9 +a +m 0.7
+b +e +a 0.95
+a -j 0.1 +a -m 0.3
+b +e -a 0.05
-a +j 0.05 J M -a +m 0.01
+b -e +a 0.94
-a -j 0.95 -a -m 0.99
+b -e -a 0.06
-b +e +a 0.29
-b +e -a 0.71
-b -e +a 0.001
-b -e -a 0.999
Example: Alarm Network
B P(B) E P(E)
+b 0.001
B E +e 0.002
-b 0.999 -e 0.998

A J P(J|A)
A A M P(M|A)
B E A P(A|B,E)
+a +j 0.9 +a +m 0.7
+b +e +a 0.95
+a -j 0.1 +a -m 0.3
+b +e -a 0.05
-a +j 0.05 J M -a +m 0.01
+b -e +a 0.94
-a -j 0.95 -a -m 0.99
+b -e -a 0.06
-b +e +a 0.29
-b +e -a 0.71
-b -e +a 0.001
-b -e -a 0.999
Example: Alarm Network
B P(B) E P(E)
+b 0.001
B E +e 0.002
-b 0.999 -e 0.998

A J P(J|A)
A A M P(M|A)
B E A P(A|B,E)
+a +j 0.9 +a +m 0.7
+b +e +a 0.95
+a -j 0.1 +a -m 0.3
+b +e -a 0.05
-a +j 0.05 J M -a +m 0.01
+b -e +a 0.94
-a -j 0.95 -a -m 0.99
+b -e -a 0.06
-b +e +a 0.29
-b +e -a 0.71
-b -e +a 0.001
-b -e -a 0.999
 Inference
• Inference: calculating some useful  Examples:
quantity from a joint probability  Posterior probability
distribution

 Most likely explanation:

Inference by Enumeration
* Works fine with
• General case:  We want: multiple query
• Evidence variables: variables, too
• Query* variable:
All variables
• Hidden variables:

 Step 1: Select the  Step 2: Sum out H to get joint  Step 3: Normalize
entries consistent of Query and evidence
with the evidence
 Inference by Enumeration
• A method to calculate the probability of a specific event or variable given
evidence in the network.
• It's based on systematically considering all possible combinations of values
for the variables in the network that are not observed (i.e., not provided as
evidence) and summing or multiplying probabilities accordingly.
1.Identify the Query: Determine the variable/s you want to make inferences about.
2.Identify Evidence: Identify any evidence or observed values in the network.
3.Initialize: Start with the joint probability distribution of all variables in the network.
4.Enumeration: Enumerate over all possible values of the remaining variables, and for
each combination of values
1. Multiply the probabilities associated with observed evidence
2. Sum or multiply probabilities for unobserved variables according to the network structure and
conditional probability tables
5.Normalize: After enumerating over all possible combinations of values, normalize
the probabilities to ensure they sum to 1.
 |W |T |P(T|W)|
Inference by Enumeration
|W | P(W) |
|----------|------| |---------|---------|--------|
| Sunny | 0.7 | | Sunny | Light | 0.9 |
| Rainy | 0.3 | | Sunny | Heavy | 0.1 |
Weather (W) --> Traffic (T) --> Late for work (L) | Rainy | Light | 0.3 |
| Rainy | Heavy | 0.7 |
Infer the probability of being late for work (L) given that it's rainy (W = rainy)
1.Identify the Query: P(L|W = rainy). |T
T) |
|L | P(L|

2.Identify Evidence: (W = rainy). |--------|-----------|-------|

| Light | Late | 0.2
3.Initialize: P(L = late, W = rainy) |
| Light | Not late | 0.8 |
4.Enumeration: | Heavy | Late | 0.8
|
P(L = late, W = rainy) = P(t|W = rainy) * P(L|t)
| Heavy | Not late | 0.2 |
 |W |T |P(T|W)|
Inference by Enumeration
|W | P(W) |
|----------|------| |---------|---------|--------|
| Sunny | 0.7 | | Sunny | Light | 0.9 |
| Rainy | 0.3 | | Sunny | Heavy | 0.1 |
Weather (W) --> Traffic (T) --> Late for work (L) | Rainy | Light | 0.3 |
| Rainy | Heavy | 0.7 |
Infer the probability of being late for work (L) given that it's rainy (W = rainy)
|T |L | P(L|
1.Identify the Query: P(L|W = rainy). T) |
|--------|-----------|-------|
2.Identify Evidence: (W = rainy). | Light | Late | 0.2
3.Initialize: P(L = late, W = rainy) |
| Light | Not late | 0.8 |
4. Enumeration: | Heavy | Late | 0.8
P(L = late, W = rainy) = P(W = rainy) * Σ P(T|W = rainy) * P(L|T) |
| Heavy | Not late | 0.2 |
= 0.3 * ((0.7 * 0.8) + (0.3 * 0.2))
= 0.3 * (0.56 + 0.06)
= 0.3 * 0.62
= 0.186
5. Normalize:
P(L = late | W = rainy) = 0.186 / (0.186 + P(L = not late | W = rainy))
 Inference by Enumeration in Bayes’ Net
• Given unlimited time, inference in BNs is easy
B E
• Reminder of inference by enumeration by example:

J M
 B E A P(A|B,E)

Example: Alarm Network +b

+b
+e
+e
+a
-a
0.95
0.05
B P(B) E P(E)
+b -e +a 0.94
+b 0.001
B E +e 0.002 +b -e -a 0.06
-b 0.999 -e 0.998 -b +e +a 0.29
-b +e -a 0.71
A J P(J|A)
A A M P(M|A) -b -e +a 0.001
+a +j 0.9 +a +m 0.7 -b -e -a 0.999
+a -j 0.1 +a -m 0.3
-a +j 0.05 J M -a +m 0.01
-a -j 0.95 -a -m 0.99
P(b| j,m) = α×0.00059224. The corresponding computation for ¬b yields α×0.0014919;
P(B| j,m) = 0.00059224 /(0.00059224 + 0.0014919)
P(B| j,m) = ≈ 0.284,0.716
Inference by Enumeration?

It can become computationally expensive

 Inference by Enumeration vs. Variable Elimination
• Why is inference by enumeration so slow?  Idea: interleave joining and marginalizing!
• You join up the whole joint distribution before  Called “Variable Elimination”
you sum out the hidden variables  Still NP-hard, but usually much faster than
inference by enumeration

 First we’ll need some new notation: factors

 General Variable Elimination
• Query:

• Start with initial factors:

• Local CPTs (but instantiated by evidence)

• While there are still hidden variables (not Q or

evidence):
• Pick a hidden variable H
• Join all factors mentioning H
• Eliminate (sum out) H

• Join all remaining factors and normalize

 Factor Zoo I
• Joint distribution: P(X,Y) T W P
• Entries P(x,y) for all x, y hot sun 0.4
• Sums to 1 hot rain 0.1
cold sun 0.2
cold rain 0.3

• Selected joint: P(x,Y)

• A slice of the joint distribution
• Entries P(x,y) for fixed x, all y T W P
• Sums to P(x) cold sun 0.2
cold rain 0.3
• Number of capitals =
dimensionality of the table
 Factor Zoo II
• Single conditional: P(Y | x)
• Entries P(y | x) for fixed x, all y
T W P
• Sums to 1
cold sun 0.4
cold rain 0.6

• Family of conditionals: T W P
P(X |Y) hot sun 0.8
• Multiple conditionals hot rain 0.2
• Entries P(x | y) for all x, y cold sun 0.4
• Sums to |Y| cold rain 0.6
 Factor Zoo III
• Specified family: P( y | X )
• Entries P(y | x) for fixed y,
but for all x
• Sums need not to 1

T W P
hot rain 0.2
cold rain 0.6
Factor Zoo Summary
 In general, when we write P(Y1 … YN | X1 … XM)
 It is a “factor,” a multi-dimensional array

 Its values are P(y1 … yN | x1 … xM)

 Any assigned (=lower-case) X or Y is a dimension missing (selected) from the array

Example: Traffic Domain
• Random Variables
+r 0.1
• R: Raining -r 0.9
R
• T: Traffic
• L: Late for class!
T +r +t 0.8
+r -t 0.2
-r +t 0.1
-r -t 0.9
L

+t +l 0.3
+t -l 0.7
-t +l 0.1
-t -l 0.9
 Inference by Enumeration: Procedural
Outline
• Track objects called factors
• Initial factors are local CPTs (one per node)

+r 0.1 +r +t 0.8 +t +l 0.3

-r 0.9 +r -t 0.2 +t -l 0.7
-r +t 0.1 -t +l 0.1
-r -t 0.9 -t -l 0.9

• Any known values are selected

• E.g. if we know , the initial factors are

+r 0.1 +r +t 0.8 +t +l 0.3

-r 0.9 +r -t 0.2 -t +l 0.1
-r +t 0.1
-r -t 0.9

• Procedure: Join all factors, then eliminate all hidden variables

 Operation 1: Join Factors
• First basic operation: joining factors
• Combining factors:
• Just like a database join
• Get all factors over the joining variable
• Build a new factor over the union of the variables
involved

• Example: Join on R

R
+r 0.1 +r +t 0.8 +r +t 0.08
-r 0.9 +r -t 0.2 +r -t 0.02 R,T
-r +t 0.1 -r +t 0.09
T -r -t 0.9 -r -t 0.81

• Computation for each entry: pointwise products

Example: Multiple Joins

+r 0.1
R -r 0.9 Join R
+r +t 0.08
Join T
R, T, L
+r -t 0.02
T +r +t 0.8 -r +t 0.09
+r -t 0.2 -r -t 0.81 R, T
-r +t 0.1 +r +t +l 0.024
-r -t 0.9 +r +t -l 0.056
L
L +r -t +l 0.002
+r -t -l 0.018
+t +l 0.3 +t +l 0.3 -r +t +l 0.027
+t -l 0.7 +t -l 0.7 -r +t -l 0.063
-t +l 0.1 -t +l 0.1 -r -t +l 0.081
-t -l 0.9 -t -l 0.9 -r -t -l 0.729
 Operation 2: Eliminate
• Second basic operation: marginalization
• Take a factor and sum out a variable
• Shrinks a factor to a smaller one
• A projection operation

• Example:

+r +t 0.08
+r -t 0.02 +t 0.17
-r +t 0.09 -t 0.83
-r -t 0.81
Multiple Elimination
R, T, L T, L L
+r +t +l 0.024
+r +t -l 0.056 Sum Sum
+r -t +l 0.002 out R out T
+r -t -l 0.018 +t +l 0.051
-r +t +l 0.027 +t -l 0.119 +l 0.134
-r +t -l 0.063 -t +l 0.083 -l 0.886
-r -t +l 0.081 -t -l 0.747
-r -t -l 0.729
 Marginalizing
Join R
Early! (aka VE) Sum out T
Sum out R Join T
+r +t 0.08
+r 0.1 +r -t 0.02
-r 0.9 +t 0.17
-r +t 0.09
-t 0.83
-r -t 0.81
R R, T T T, L L
+r +t 0.8
+r -t 0.2
-r +t 0.1
T -r -t 0.9 L
L +t +l 0.051
+t -l 0.119 +l 0.134
-t +l 0.083 -l 0.866
L +t +l 0.3 +t +l 0.3 -t -l 0.747
+t +l 0.3
+t -l 0.7 +t -l 0.7
+t -l 0.7
-t +l 0.1 -t +l 0.1
-t +l 0.1
-t -l 0.9 -t -l 0.9
-t -l 0.9
 Evidence
• If evidence, start with factors that select that evidence
• No evidence uses these initial factors:

+r 0.1 +r +t 0.8 +t +l 0.3

-r 0.9 +r -t 0.2 +t -l 0.7
-r +t 0.1 -t +l 0.1
-r -t 0.9 -t -l 0.9

• Computing , the initial factors become:

+r 0.1 +r +t 0.8 +t +l 0.3

+r -t 0.2 +t -l 0.7
-t +l 0.1
-t -l 0.9

• We eliminate all vars other than query + evidence

 Evidence II
• Result will be a selected joint of query and evidence
• E.g. for P(L | +r), we would end up with:

Normalize
+r +l 0.026 +l 0.26
+r -l 0.074 -l 0.74

• To get our answer, just normalize this!

• That ’s it!
 Traffic Domain
R

• Inference by Enumeration  Variable Elimination

T

L
Join on r Join on r

Join on t Eliminate r

Eliminate r Join on t

Eliminate t Eliminate t
Example

Choose A
Example

Choose E

Finish with B

Normalize
 Same Example in Equations

marginal can be obtained from joint by summing out

use Bayes’ net joint distribution expression

use x*(y+z) = xy + xz

joining on a, and then summing out gives f1

use x*(y+z) = xy + xz

joining on e, and then summing out gives f2

All we are doing is exploiting uwy + uwz + uxy + uxz + vwy + vwz + vxy +vxz = (u+v)(w+x)(y+z) to improve computational efficiency!
Another Variable Elimination Example

Computational complexity critically

depends on the largest factor being
generated in this process. Size of factor
= number of entries in table. In
example above (assuming binary) all
factors generated are of size 2 --- as
they all only have one variable (Z, Z,
and X3 respectively).
 Variable Elimination Ordering
• For the query P(Xn|y1,…,yn) work through the
following two different orderings as done in
previous slide: Z, X1, …, Xn-1 and X1, …, Xn-1,
Z. What is the size of the maximum factor
generated for each of the orderings? …
• Answer: 2n+1 versus 22 (assuming binary)

• In general: the ordering can greatly affect

…
efficiency.
 VE: Computational and Space Complexity
• The computational and space complexity of variable elimination is
determined by the largest factor

• The elimination ordering can greatly affect the size of the largest factor.
• E.g., previous slide’s example 2n vs. 2

• Does there always exist an ordering that only results in small factors?
• No!
 Worst Case Complexity?
• CSP:

• If we can answer P(z) equal to zero or not, we answered whether the 3-SAT problem has a solution.