Probabilistic Reasoning

Bang Liu, Jian-Yun Nie

IFT3335: Introduction to Artificial Intelligence

(Adapted from Philipp Koehn, JHU 601.464/664 Artificial Intelligence)

 Outline

● Uncertainty

● Probability

● Inference

● Independence and Bayes’ Rule

 uncertainty

Agents in the real world need to handle uncertainty, whether

due to partial observability, nondeterminism, or adversaries.
An agent may never know for sure what state it is in now or
where it will end up after a sequence of actions.
 Uncertainty

● Let action At = leave for airport t minutes before flight

Will At get me there on time?

● Problems
– partial observability (road state, other drivers’ plans, etc.)
– noisy sensors
– uncertainty in action outcomes (flat tire, etc.)
– immense complexity of modelling and predicting traffic

● Hence a purely logical approach either

1. risks falsehood: “A25 will get me there on time”
2. leads to conclusions that are too weak for decision making:
“A25 will get me there on time if there’s no accident on the bridge
and it doesn’t rain and my tires remain intact etc etc.”
 Methods for Handling Uncertainty
● Default or nonmonotonic logic:
Assume my car does not have a flat tire
Assume A25 works unless contradicted by evidence
Issues: What assumptions are reasonable? How to handle contradiction?

● Rules with fudge factors:

A25 ↦0.3 AtAirportOnT ime
Sprinkler ↦0.99 W etGrass
W etGrass ↦0.7 Rain
Issues: Problems with combination, e.g., Sprinkler causes Rain?

● Probability
Given the available evidence,
A25 will get me there on time with probability 0.04
Mahaviracarya (9th C.), Cardamo (1565) theory of gambling

● (Fuzzy logic handles degree of truth NOT uncertainty e.g.,

W etGrass is true to degree 0.2)
 probability

Whereas logical assertions say which possible worlds are strictly

ruled out (all those in which the assertion is false), probabilistic
assertions talk about how probable the various worlds are.
 Probability

● Probabilistic assertions summarize effects of

laziness: failure to enumerate exceptions, qualifications, etc.
ignorance: lack of relevant facts, initial conditions, etc.

● Subjective or Bayesian probability:

Probabilities relate propositions to one’s own state of knowledge
e.g., P (A25∣no reported accidents) = 0.06

● Might be learned from past experience of similar situations

● Probabilities of propositions change with new evidence:

e.g., P (A25∣no reported accidents, 5 a.m.) = 0.15

● Analogous to logical entailment status KB ⊧ α, not truth.

 Making Decisions under Uncertainty
● Suppose I believe the following:

P (A25 gets me there on time∣ . . .) = 0.04

P (A90 gets me there on time∣ . . .) = 0.70
P (A120 gets me there on time∣ . . .) = 0.95
P (A1440 gets me there on time∣ . . .) = 0.9999

● Which action to choose?

● Depends on my preferences for missing flight vs. airport cuisine, etc.

● Utility theory is used to represent and infer preferences

● Decision theory = utility theory + probability theory

(maximize expected utility)

 Probability Basics
● Begin with a set Ω—the sample space
e.g., 6 possible rolls of a die.
ω ∈ Ω is a sample point/possible world/atomic event

● A probability space or probability model is a sample space

with an assignment P (ω) for every ω ∈ Ω s.t.
0 ≤ P (ω) ≤ 1
∑ω P (ω) = 1
e.g., P (1) = P (2) = P (3) = P (4) = P (5) = P (6) = 1/6.

● An event A is any subset of Ω

P (A) = ∑ P (ω)
{ω∈A}

● E.g., P (die roll ≤ 3) = P (1) + P (2) + P (3) = 1/6 + 1/6 + 1/6 = 1/2
 Random Variables

● A random variable is a function from sample points to some range, e.g., the reals
or Booleans
e.g., Odd(1) = true.

● P induces a probability distribution for any r.v. X:

P (X = xi) = ∑ P (ω)
{ω∶X(ω) = xi }

● E.g., P (Odd = true) = P (1) + P (3) + P (5) = 1/6 + 1/6 + 1/6 = 1/2
 Propositions
● Think of a proposition as the event (set of sample points)
where the proposition is true

● Given Boolean random variables A and B:

event a = set of sample points where A(ω) = true
event ¬a = set of sample points where A(ω) = f alse
event a ∧ b = points where A(ω) = true and B(ω) = true

● Often in AI applications, the sample points are defined

by the values of a set of random variables, i.e., the
sample space is the Cartesian product of the ranges of the variables

● With Boolean variables, sample point = propositional logic model

e.g., A = true, B = f alse, or a ∧ ¬b.
Proposition = disjunction of atomic events in which it is true
e.g., (a ∨ b) ≡ (¬a ∧ b) ∨ (a ∧ ¬b) ∨ (a ∧ b)
Ô⇒ P (a ∨ b) = P (¬a ∧ b) + P (a ∧ ¬b) + P (a ∧ b)
 Why use Probability?

● The definitions imply that certain logically related events must have related
probabilities

● E.g., P (a ∨ b) = P (a) + P (b) − P (a ∧ b)

 Syntax for Propositions

● Propositional or Boolean random variables

e.g., Cavity (do I have a cavity?)
Cavity = true is a proposition, also written cavity

● Discrete random variables (finite or infinite)

e.g., W eather is one of ⟨sunny, rain, cloudy, snow⟩
W eather = rain is a proposition
Values must be exhaustive and mutually exclusive

● Continuous random variables (bounded or unbounded)

e.g., T emp = 21.6; also allow, e.g., T emp < 22.0.

● Arbitrary Boolean combinations of basic propositions

 Prior Probability
● Prior or unconditional probabilities of propositions
e.g., P (Cavity = true) = 0.1 and P (W eather = sunny) = 0.72
correspond to belief prior to arrival of any (new) evidence

● Probability distribution gives values for all possible assignments:

P(W eather) = ⟨0.72, 0.1, 0.08, 0.1⟩ (normalized, i.e., sums to 1)

● Joint probability distribution for a set of r.v.s gives the

probability of every atomic event on those r.v.s (i.e., every sample point)
P(W eather, Cavity) = a 4 × 2 matrix of values:

W eather = sunny rain cloudy snow

Cavity = true 0.144 0.02 0.016 0.02
Cavity = f alse 0.576 0.08 0.064 0.08

● Every question about a domain can be answered by the joint

distribution because every event is a sum of sample points
 Probability for Continuous Variables
● Express distribution as a parameterized function of value:
P (X = x) = U [18, 26](x) = uniform density between 18 and 26

● Here P is a density; integrates to 1.

P (X = 20.5) = 0.125 really means

lim P (20.5 ≤ X ≤ 20.5 + dx)/dx = 0.125

dx→0
 Gaussian Density
e−(x−µ)
2 /2σ 2
P (x) = √2πσ
1

Gaussian distribution is the most important probability distribution in

statistics because it fits many natural phenomena like age, height, test-
scores, IQ scores, sum of the rolls of two dices and so on.
 inference

The computation of posterior probabilities for query propositions

given observed evidence.
 Conditional Probability
● Conditional or posterior probabilities
e.g., P (cavity∣toothache) = 0.8
i.e., given that toothache is all I know
NOT “if toothache then 80% chance of cavity”

● If we know more, e.g., cavity is also given, then we have

P (cavity∣toothache, cavity) = 1
Note: the less specific belief remains valid after more evidence arrives, but is
not always useful

● New evidence may be irrelevant, allowing simplification, e.g.,

P (cavity∣toothache, RavensW in) = P (cavity∣toothache) = 0.8
This kind of inference, sanctioned by domain knowledge, is crucial
 Conditional Probability
● Definition of conditional probability:

P (a ∧ b)
P (a∣b) = if P (b) ≠ 0
P (b)
● Product rule gives an alternative formulation:
P (a ∧ b) = P (a∣b)P (b) = P (b∣a)P (a)

● A general version holds for whole distributions, e.g.,

P(W eather, Cavity) = P(W eather∣Cavity)P(Cavity)
(View as a 4 × 2 set of equations, not matrix multiplication)

● Chain rule is derived by successive application of product rule:

P(X1, . . . , Xn) = P(X1, . . . , Xn−1) P(Xn∣X1, . . . , Xn−1)
= P(X1, . . . , Xn−2) P(Xn−1∣X1, . . . , Xn−2) P(Xn∣X1, . . . , Xn−1)
= ...
= ∏ni= 1 P(Xi∣X1, . . . , Xi−1)
 Inference by Enumeration
● Start with the joint distribution:

(catch = dentist's steel probe gets caught in cavity)

● For any proposition φ, sum the atomic events where it is true:
P (φ) = ∑ω∶ω⊧φ P (ω)
 Inference by Enumeration
● Start with the joint distribution:

● For any proposition φ, sum the atomic events where it is true

P (φ) = ∑ω∶ω⊧φ P (ω)
P (toothache) = 0.108 + 0.012 + 0.016 + 0.064 = 0.2
 Inference by Enumeration
● Start with the joint distribution:

● For any proposition φ, sum the atomic events where it is true:

P (φ) = ∑ω∶ω⊧φ P (ω)
P (cavity ∨ toothache) = 0.108 + 0.012 + 0.072 + 0.008 + 0.016 + 0.064 = 0.28
 Inference by Enumeration
● Start with the joint distribution:

● Can also compute conditional probabilities:

P (¬cavity ∧ toothache)
P (¬cavity∣toothache) =
P (toothache)
0.016 + 0.064
= = 0.4
0.108 + 0.012 + 0.016 + 0.064
 Normalization

● Denominator can be viewed as a normalization constant α

P(Cavity∣toothache) = α P(Cavity, toothache)

= α [P(Cavity, toothache, catch) + P(Cavity, toothache, ¬catch)]
= α [⟨0.108, 0.016⟩ + ⟨0.012, 0.064⟩] We can calculate P(Cavity|toothache)
even if we don’t know the value of
= α ⟨0.12, 0.08⟩ = ⟨0.6, 0.4⟩ P(toothache)!
● General idea: compute distribution on query variable
by fixing evidence variables and summing over hidden variables
 Inference by Enumeration
● Let X be all the variables.
Typically, we want the posterior joint distribution of the query variables Y
given specific values e for the evidence variables E

● Let the hidden variables be H = X − Y − E

● Then the required summation of joint entries is done by summing out the hidden
variables:
P(Y∣E = e) = αP(Y, E = e) = α ∑ P(Y, E = e, H = h)
h

● The terms in the summation are joint entries because Y, E, and H together
exhaust the set of random variables

● Obvious problems
– Worst-case time complexity O(dn) where d is the largest arity
– Space complexity O(dn) to store the joint distribution
– How to find the numbers for O(dn) entries???
 independence

Independence assertions can help in reducing the size of the

domain representation and the complexity of the inference
problem.
 Independence
● A and B are independent iff
P(A∣B) = P(A) or P(B∣A) = P(B) or P(A, B) = P(A)P(B)

● P(T oothache, Catch, Cavity, W eather)

= P(T oothache, Catch, Cavity)P(W eather)

● 32 entries reduced to 12; for n independent biased coins, 2n → n

● Absolute independence powerful but rare

● Dentistry is a large field with hundreds of variables,

none of which are independent. What to do?
 Conditional Independence

● P(T oothache, Cavity, Catch) has 23 − 1 = 7 independent entries

● If I have a cavity, the probability that the probe catches in it doesn’t depend on
whether I have a toothache:
(1) P (catch∣toothache, cavity) = P (catch∣cavity)

● The same independence holds if I haven’t got a cavity:

(2) P (catch∣toothache, ¬cavity) = P (catch∣¬cavity)

● Catch is conditionally independent of T oothache given Cavity:

P(Catch∣T oothache, Cavity) = P(Catch∣Cavity)

● Equivalent statements:
P(T oothache∣Catch, Cavity) = P(T oothache∣Cavity)
P(T oothache, Catch∣Cavity) = P(T oothache∣Cavity)P(Catch∣Cavity)
 Conditional Independence

● Write out full joint distribution using chain rule:

P(T oothache, Catch, Cavity)
= P(T oothache∣Catch, Cavity)P(Catch, Cavity)
= P(T oothache∣Catch, Cavity)P(Catch∣Cavity)P(Cavity)
= P(T oothache∣Cavity)P(Catch∣Cavity)P(Cavity)

● I.e., 2 + 2 + 1 = 5 independent numbers (equations 1 and 2 remove 2)

● In most cases, the use of conditional independence reduces the size of the
representation of the joint distribution from exponential in n to linear in n.

● Conditional independence is our most basic and robust

form of knowledge about uncertain environments.
 bayes rule

In a task such as medical diagnosis, we often have

conditional probabilities on causal relationships. The doctor
knows P(symptoms | disease)) and want to derive a
diagnosis, P(disease | symptoms).
Also, diagnostic knowledge is often more fragile than causal
knowledge.
 Bayes’ Rule

● Product rule P (a ∧ b) = P (a∣b)P (b) = P (b∣a)P (a)

P (b∣a)P (a)
Ô⇒ Bayes’ rule P (a∣b) =
P (b)

● Or in distribution form
P(X∣Y )P(Y )
P(Y ∣X) = = αP(X∣Y )P(Y )
P(X)
 Bayes’ Rule

● Useful for assessing diagnostic probability from causal probability

P (Effect∣Cause)P (Cause)
P (Cause∣Effect) =
P (Effect)

● E.g., let M be meningitis, S be stiff neck:

P (s∣m)P (m) 0.8 × 0.0001
P (m∣s) = = = 0.0008
P (s) 0.1

● Note: posterior probability of meningitis still very small!

(Because the prior probability of stiff necks (from any cause)
is much higher than the prior for meningitis.)
 Bayes’ Rule and Conditional Independence
● Example of a naive Bayes model
P(Cavity∣toothache ∧ catch)
= α P(toothache ∧ catch∣Cavity)P(Cavity)
= α P(toothache∣Cavity)P(catch∣Cavity)P(Cavity)

● Generally:
P(Cause, Effect1, . . . , Effectn) = P(Cause) ∏ P(Effecti∣Cause)
i

● Total number of parameters is linear in n

 wampus world

We can combine the ideas in this chapter to solve

probabilistic reasoning problems in the wumpus world.
Uncertainty arises in the wumpus world because the agent’s
sensors give only partial information about the world.
 Wumpus World

● Pij = true iff [i, j] contains a pit

● Bij = true iff [i, j] is breezy

Include only B1,1, B1,2, B2,1 in the probability model
 Specifying the Probability Model

● The full joint distribution is P(P1,1, . . . , P4,4, B1,1, B1,2, B2,1)

● Apply product rule: P(B1,1, B1,2, B2,1 ∣ P1,1, . . . , P4,4)P(P1,1, . . . , P4,4)

This gives us: P (Effect∣Cause)

● First term: 1 if pits are adjacent to breezes, 0 otherwise

● Second term: pits are placed randomly, probability 0.2 per square:

4,4

P(P1,1, . . . , P4,4) = Π
i,j = 1,1 P(Pi,j ) = 0.2n
× 0.816−n

for n pits.
 Observations and Query

● We know the following facts:

b = ¬b1,1 ∧ b1,2 ∧ b2,1
known = ¬p1,1 ∧ ¬p1,2 ∧ ¬p2,1

● Query is P(P1,3∣known, b)

● Define U nknown = Pij s other than P1,3 and Known

● For inference by enumeration, we have

P(P1,3∣known, b) = α ∑ P(P1,3, unknown, known, b)

unknown

● Grows exponentially with number of squares!

 Using Conditional Independence
● Basic insight: observations are conditionally independent of other hidden
squares given neighbouring hidden squares

● Define U nknown = F ringe ∪ Other

P(b∣P1,3, Known, U nknown) = P(b∣P1,3, Known, F ringe)

● Manipulate query into a form where we can use this!

 Using Conditional Independence
P(P1,3∣known, b) = α ∑ P(P1,3, unknown, known, b)
unknown (use product rule)
= α ∑ P(b∣P1,3, known, unknown)P(P1,3, known, unknown)
unknown (unknown = fringe + other)
= α ∑ ∑ P(b∣known, P1,3, f ringe, other)P(P1,3, known, f ringe, other)
f ringe other (b is independent of other given known)
= α ∑ ∑ P(b∣known, P1,3, f ringe)P(P1,3, known, f ringe, other)
f ringe other (move the summation inward)
= α ∑ P(b∣known, P1,3, f ringe) ∑ P(P1,3, known, f ringe, other)
f ringe other (right term can be factored by independence)

= α ∑ P(b∣known, P1,3, f ringe) ∑ P(P1,3)P (known)P (f ringe)P (other)

f ringe other (reorder terms)

= α P (known)P(P1,3) ∑ P(b∣known, P1,3, f ringe)P (f ringe) ∑ P (other)

(folds P(known) into a') f ringe other

= α′ P(P1,3) ∑ P(b∣known, P1,3, f ringe)P (f ringe) (Σ P(other) = 1)

f ringe
 Using Conditional Independence

P(P1,3∣known, b) = α′ ⟨0.2(0.04 + 0.16 + 0.16), 0.8(0.04 + 0.16)⟩

≈ ⟨0.31, 0.69⟩

P(P2,2∣known, b) ≈ ⟨0.86, 0.14⟩

 Summary

● Probability is a rigorous formalism for uncertain knowledge

● Joint probability distribution specifies probability of every atomic event

● Queries can be answered by summing over atomic events

● For nontrivial domains, we must find a way to reduce the joint size

● Independence and conditional independence provide the tools