Our Status in CSE3635

 We’re done with Part I Search and Planning!

 Part II: Probabilistic Reasoning

 Diagnosis
 Speech recognition
 Tracking objects
 Robot mapping
 Genetics
 Error correcting codes
 … lots more!

 Part III: Machine Learning

 CSE 3635: Artificial Intelligence
Probability

Instructors: Dan Klein and Pieter Abbeel --- University of California, Berkeley
[These slides were created by Dan Klein and Pieter Abbeel for CS188 Intro to AI at UC Berkeley. All CS188 materials are available at http://ai.berkeley.edu.]
 Today
 Probability
 Random Variables
 Joint and Marginal Distributions
 Conditional Distribution
 Product Rule, Chain Rule, Bayes’ Rule
 Inference
 Independence

 You’ll need all this stuff A LOT for the

next few weeks, so make sure you go
over it now!
 Uncertainty
 General situation:
 Observed variables (evidence): Agent knows certain
things about the state of the world (e.g., sensor
readings or symptoms)
 Unobserved variables: Agent needs to reason about
other aspects (e.g. where an object is or what disease is
present)
 Model: Agent knows something about how the known
variables relate to the unknown variables

 Probabilistic reasoning gives us a framework for

managing our beliefs and knowledge
 Random Variables
 A random variable is some aspect of the world about
which we (may) have uncertainty
 R = Is it raining?
 T = Is it hot or cold?
 D = How long will it take to drive to work?
 L = Where is the ghost?

 We denote random variables with capital letters

 Like variables in a CSP, random variables have domains

 R in {true, false} (often write as {+r, -r})
 T in {hot, cold}
 D in [0, )
 L in possible locations, maybe {(0,0), (0,1), …}
 Probability Distributions
 Associate a probability with each value

 Temperature:  Weather:

W P
T P
sun 0.6
hot 0.5
rain 0.1
cold 0.5
fog 0.3
meteor 0.0
 Probability Distributions
 Unobserved random variables have distributions
Shorthand notation:
T P W P
hot 0.5 sun 0.6
cold 0.5 rain 0.1
fog 0.3
meteor 0.0

 A distribution is a TABLE of probabilities of values OK if all domain entries are unique

 A probability (lower case value) is a single number

 Must have: and

 Joint Distributions
 A joint distribution over a set of random variables:
specifies a real number for each assignment (or outcome):

T W P
 Must obey: hot sun 0.4
hot rain 0.1
cold sun 0.2
cold rain 0.3

 Size of distribution if n variables with domain sizes d?

 For all but the smallest distributions, impractical to write out!
 Probabilistic Models
 A probabilistic model is a joint distribution Distribution over T,W
over a set of random variables T W P
 Probabilistic models: hot sun 0.4
 (Random) variables with domains hot rain 0.1
 Assignments are called outcomes
 Joint distributions: say whether assignments
cold sun 0.2
(outcomes) are likely cold rain 0.3
 Normalized: sum to 1.0
 Ideally: only certain variables directly interact
Constraint over T,W
 Constraint satisfaction problems: T W P
 Variables with domains
 Constraints: state whether assignments are hot sun T
possible hot rain F
 Ideally: only certain variables directly interact
cold sun F
cold rain T
 Events
 An event is a set E of outcomes

 From a joint distribution, we can

calculate the probability of any event T W P
 Probability that it’s hot AND sunny? hot sun 0.4
hot rain 0.1
 Probability that it’s hot?
cold sun 0.2
 Probability that it’s hot OR sunny? cold rain 0.3

 Typically, the events we care about

are partial assignments, like P(T=hot)
 Quiz: Events
 P(+x, +y) ?

X Y P
+x +y 0.2
 P(+x) ?
+x -y 0.3
-x +y 0.4
-x -y 0.1
 P(-y OR +x) ?
 Marginal Distributions
 Marginal distributions are sub-tables which eliminate variables
 Marginalization (summing out): Combine collapsed rows by adding

T P
hot 0.5
T W P
cold 0.5
hot sun 0.4
hot rain 0.1
cold sun 0.2
W P
cold rain 0.3
sun 0.6
rain 0.4
 Quiz: Marginal Distributions

X P
+x
X Y P
-x
+x +y 0.2
+x -y 0.3
-x +y 0.4
Y P
-x -y 0.1
+y
-y
 Conditional Probabilities
 A simple relation between joint and conditional probabilities
 In fact, this is taken as the definition of a conditional probability

P(a,b)

P(a) P(b)

T W P
hot sun 0.4
hot rain 0.1
cold sun 0.2
cold rain 0.3
 Quiz: Conditional Probabilities
 P(+x | +y) ?

X Y P
+x +y 0.2  P(-x | +y) ?
+x -y 0.3
-x +y 0.4
-x -y 0.1
 P(-y | +x) ?
 Conditional Distributions
 Conditional distributions are probability distributions over
some variables given fixed values of others
Conditional Distributions
Joint Distribution

W P
T W P
sun 0.8
hot sun 0.4
rain 0.2 hot rain 0.1
cold sun 0.2
cold rain 0.3
W P
sun 0.4
rain 0.6
 Normalization Trick

T W P
hot sun 0.4
W P
hot rain 0.1
sun 0.4
cold sun 0.2
rain 0.6
cold rain 0.3
 Normalization Trick

SELECT the joint NORMALIZE the

probabilities selection
T W P (make it sum to one)
matching the
hot sun 0.4 evidence T W P W P
hot rain 0.1 cold sun 0.2 sun 0.4
cold sun 0.2 cold rain 0.3 rain 0.6
cold rain 0.3
 Normalization Trick

SELECT the joint NORMALIZE the

probabilities selection
T W P (make it sum to one)
matching the
hot sun 0.4 evidence T W P W P
hot rain 0.1 cold sun 0.2 sun 0.4
cold sun 0.2 cold rain 0.3 rain 0.6
cold rain 0.3

 Why does this work? Sum of selection is P(evidence)! (P(T=c), here)

 Quiz: Normalization Trick
 P(X | Y=-y) ?

SELECT the joint NORMALIZE the

probabilities selection
X Y P (make it sum to one)
matching the
+x +y 0.2 evidence
+x -y 0.3
-x +y 0.4
-x -y 0.1
 To Normalize
 (Dictionary) To bring or restore to a normal condition

All entries sum to ONE

 Procedure:
 Step 1: Compute Z = sum over all entries
 Step 2: Divide every entry by Z

 Example 1  Example 2
W P W P T W P T W P
Normalize
sun 0.2 hot sun 20 Normalize hot sun 0.4
sun 0.4
rain 0.3 hot rain 5 hot rain 0.1
Z = 0.5 rain 0.6
cold sun 10 Z = 50 cold sun 0.2
cold rain 15 cold rain 0.3
 Full Joint Probability Distribution
Gender(G) Category(C) Juice(J) P(G,C,J)
 Juice bar survey: M S O 8/50
 8 male students, 5 female students, M S Mn 6/50
3 male teachers and 2 female teachers M S L 4/50
bought orange juice M T O 3/50
 6 male students, 7 female students, M T Mn 2/50
2 male teachers and 4 female teachers M T L 2/50
bought mango juice F S O 5/50
 4 male students, 5 female students, F S Mn 7/50
F S L 5/50
2 male teachers and 2 female teachers
F T O 2/50
bought lemon juice
F T Mn 4/50
F T L 2/50

23
 Probabilistic Inference
 Probabilistic inference: compute a desired
probability from other known probabilities (e.g.
conditional from joint)

 We generally compute conditional probabilities

 P(on time | no reported accidents) = 0.90
 These represent the agent’s beliefs given the evidence

 Probabilities change with new evidence:

 P(on time | no accidents, 5 a.m.) = 0.95
 P(on time | no accidents, 5 a.m., raining) = 0.80
 Observing new evidence causes beliefs to be updated
 Inference by Enumeration
* Works fine with
 General case:  We want: multiple query
 Evidence variables: variables, too
 Query* variable:
 Hidden variables: All 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
S T W P
 P(W)?
summe hot sun 0.30
r
summe hot rain 0.05
r
 P(W | winter)? summe cold sun 0.10
r
summe cold Rain 0.05
r
winter hot sun 0.10
 P(W | winter, hot)? winter hot rain 0.05
winter cold sun 0.15
winter cold rain 0.20
 Inference by Enumeration

 Obvious problems:
 Worst-case time complexity O(dn)
 Space complexity O(dn) to store the joint distribution
 The Product Rule
 Sometimes have conditional distributions but want the joint
 The Product Rule

 Example:

D W P D W P
wet sun 0.1 wet sun 0.08
R P
dry sun 0.9 dry sun 0.72
sun 0.8
wet rain 0.7 wet rain 0.14
rain 0.2
dry rain 0.3 dry rain 0.06
 The Chain Rule
 More generally, can always write any joint distribution as an
incremental product of conditional distributions

 Why is this always true?

Bayes Rule
 Bayes’ Rule
 Two ways to factor a joint distribution over two variables:
That’s my rule!

 Dividing, we get:

 Why is this at all helpful?

 Lets us build one conditional from its reverse
 Often one conditional is tricky but the other one is simple
 Foundation of many systems we’ll see later (e.g. ASR, MT)

 In the running for most important AI equation!

 Inference with Bayes’ Rule
 Example: Diagnostic probability from causal probability:

 Example:
 M: meningitis, S: stiff neck

Example
givens

 Note: posterior probability of meningitis still very small

 Note: you should still get stiff necks checked out! Why?
 Quiz: Bayes’ Rule
 Given: D W P
wet sun 0.1
R P
dry sun 0.9
sun 0.8
wet rain 0.7
rain 0.2
dry rain 0.3

 What is P(W | dry) ?