Post on 22-Feb-2016
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Uncertainty in Expert Systems
CPS 4801
Uncertainty• Uncertainty is the lack of exact knowledge
that would enable us to reach a fully reliable solution.oClassical logic assumes perfect
knowledge exists:IF A is trueTHEN B is true
• Describing uncertainty:o If A is true, then B is true with
probability P
Sources of uncertainty• Weak implications: Want to be able to
capture associations and correlations, not just cause and effect.
• Imprecise language: o How often is “sometimes”?o Can we quantify “often,” “sometimes,” “always?”
• Unknown data: In real problems, data is often incomplete or missing.
• Differing experts: Experts often disagree, or have different reasons for agreeing.o Solution: attach weight to each expert
Two approaches• Bayesian reasoning
o Bayesian rule (Bayes’ rule) by Thomas Bayeso Bayesian network (Bayes network)
• Certainty factors
Probability Theory
• The probability of an event is the proportion of cases in which the event occurso Numerically ranges from zero to unity (an
absolute certainty) (i.e. 0 to 1)
P(success) + P(failure) = 1
the number of possible outcomesthe number of successessuccess)P(
the number of possible outcomesfailure)P(
the number of failures
Example• Flip a coin• P(head) = ½ P(tail) = ?• P(head) = ¼ P(tail) = ?
• Throw a dice• P(getting a 6) = ?• P(not getting a 6) = ?
• P(A) = p P(¬A) = 1-p
Example• P(head) = ½ P(head head head) = ?
• Xi = result of i-th coin flip Xi = {head, tail}
• P(X1 = X2 = X3 = X4) = ?
• Until now, events are independent and mutually exclusive.
• P(X,Y) = P(X)P(Y) (P(X,Y) is joint probability.)
Example• P( {X1 X2 X3 X4} contains >= 3 head ) = ?
Conditional Probability
• Suppose events A and B are not mutually exclusive, but occur conditionally on the occurrence of the othero The probability that event A will occur if
event B occurs is called the conditional probability occurcanBtimesofnumberthe
occurcanBandAtimesofnumbertheBAp
probability of A given B
Conditional Probability
• The probability that both A and B occur is called the joint probability of A and B, written p(A ∩ B) Bp
BApBAp
ApABpABp
occurcanBtimesofnumbertheoccurcanBandAtimesofnumbertheBAp
Conditional Probability
• Similarly, the conditional probability that event B will occur if event A occurs can be written as:
BpBApBAp
ApABpABp BpBApBAp
ApABpABp
Conditional Probability
BpBApBAp
ApABpABp
ApABpABp
ApABpBAp
BpBApBAp
ApABpABp
ApABpBAp
BpBApBAp
ApABpABp
ApABpBAp
BpBApBAp
• The Bayesian rule (named after Thomas Bayes, an 18th-century British mathematician):
The Bayesian Rule
BpApABpBAp
Applying Bayes’ rule
• A = disease, B = symptom• P(disease|symptom) = P(symptom|
disease) * P(disease) / P(symptom)
BpApABpBAp
Applying Bayes’ rule• A doctor knows that the disease meningitis
causes the patient to have a stiff neck for 70% of the time.
• The probability that a patient has meningitis is 1/50,000.
• The probability that any patient has a stiff neck is 1%.
• P(s|m) = 0.7• P(m) = 1/50000• P(s) = 0.01
Applying Bayes’ rule• P(s|m) = 0.7• P(m) = 1/50000• P(s) = 0.01• P(m|s) = P(s|m) * P(m) / P(s) • = 0.7 * 1/50000 / 0.01 • = 0.0014• = around 1/714• Conclusion: Less than 1 in 700 patients
with a stiff neck have meningitis.
Example: Coin Flip• P(X1 = H) = ½
1) X1 is H: P(X2 = H | X1 = H) = 0.92) X1 is T: P(X2 = T | X1 = T ) = 0.8
P(X2 = H) = ?
What we learned from the example?
• If event A depends on exactly two mutually exclusive events, B and ¬B, we obtain:
• P(¬X|Y) = 1 – P(X|Y)• P(X|¬Y) = 1 – P(X|Y)?
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
• If event A depends on exactly two mutually exclusive events, B and ¬B, we obtain:
• Similarly, if event B depends on exactly two mutually exclusive events, A and ¬A, we obtain:
Conditional probability
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
• Substituting p(B) into the Bayesian rule yields:
The Bayesian Rule
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
BpApABp
BAp
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
• Instead of A and B, consider H (a hypothesis) and E (evidence for that hypothesis).
• Expert systems use the Bayesian rule to rank potentially true hypotheses based on evidences
Bayesian reasoning
HpHEpHpHEpHpHEp
EHp
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
• If event E occurs, then the probability thatevent H will occur is p(H|E)
IF E (evidence) is trueTHEN H (hypothesis) is true with
probability p
Bayesian reasoning
HpHEpHpHEpHpHEp
EHp
Bayesian reasoning Example: Cancer and
Test • P(C) = 0.01 P(¬C) = 0.99• P(+|C) = 0.9 P(-|C) = 0.1• P(+|¬C) = 0.2 P(-|¬C) = 0.8
• P(C|+) = ?
HpHEpHpHEpHpHEp
EHp
Simple Bayes Network from Example
• Expert identifies prior probabilities forhypotheses p(H) and p(¬H)
• Expert identifies conditional probabilities for:o p(E|H): Observing evidence E if hypothesis
H is trueo p(E|¬H): Observing evidence E if
hypothesis H is false
Bayesian reasoningHpHEpHpHEp
HpHEpEHp
• Experts provide p(H), p(¬H), p(E|H), and p(E|¬H)
• Users describe observed evidence Eo Expert system calculates p(H|E) using
Bayesian ruleo p(H|E) is the posterior probability that
hypothesis H occurs upon observing evidence E
• What about multiple hypotheses and evidences?
Bayesian reasoning
Bayesian reasoning with multiple hypotheses
in
ii
n
ii BpBApBAp
11
AB4
B3
B1
B2
p(A)
p(A)=p(AB) p(B)+p(AB) p(B)
p(B) =p(BA) p(A) +p(BA) p(A)
ApABpApABpApABp
BAp
Bayesian reasoning with multiple hypotheses
• Expand the Bayesian rule to work with multiple hypotheses (H1...Hm)
HpHEpHpHEpHpHEp
EHp
Bayesian reasoning with multiple hypotheses and
evidences• Expand the Bayesian rule to work with
multiple hypotheses (H1...Hm) and evidences (E1...En)
• Expand the Bayesian rule to work with multiple hypotheses (H1...Hm) and evidences (E1...En)
Assuming conditional independence among evidences E1...En
Bayesian reasoning with multiple hypotheses and
evidences
m
kkknkk
iiniini
HpHEp...HEpHEp
HpHEpHEpHEpE...EEHp
121
2121
...
Summary
m
kkknkk
iiniini
HpHEp...HEpHEp
HpHEpHEpHEpE...EEHp
121
2121
...
• Expert is given three conditionally independent evidences E1, E2, and E3o Expert creates three mutually exclusive and
exhaustive hypotheses H1, H2, and H3
o Expert provides prior probabilities p(H1), p(H2), p(H3)
o Expert identifies conditional probabilities for observing each evidence Ei for all possible hypotheses Hk
Bayesian reasoning Example
• Expert data:
Bayesian reasoning Example
H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
• user observes E3 H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
Bayesian reasoning Example
32,1,=,3
13
33 i
HpHEp
HpHEpEHp
kkk
iii
0.3425.0.90+35.07.0+0.400.6
0.400.631
EHp
0.3425.0.90+35.07.0+0.400.6
35.07.032
EHp
0.3225.0.90+35.07.0+0.400.6
25.09.033
EHp
32,1,=,3
13
33 i
HpHEp
HpHEpEHp
kkk
iii
0.3425.0.90+35.07.0+0.400.6
0.400.631
EHp
0.3425.0.90+35.07.0+0.400.6
35.07.032
EHp
0.3225.0.90+35.07.0+0.400.6
25.09.033
EHp
32,1,=,3
13
33 i
HpHEp
HpHEpEHp
kkk
iii
0.3425.0.90+35.07.0+0.400.6
0.400.631
EHp
0.3425.0.90+35.07.0+0.400.6
35.07.032
EHp
0.3225.0.90+35.07.0+0.400.6
25.09.033
EHp
32,1,=,3
13
33 i
HpHEp
HpHEpEHp
kkk
iii
0.3425.0.90+35.07.0+0.400.6
0.400.631
EHp
0.3425.0.90+35.07.0+0.400.6
35.07.032
EHp
0.3225.0.90+35.07.0+0.400.6
25.09.033
EHp
expert system computes
posterior probabilities
user observes E3
H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
• user observes E3 E1 H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
32,1,=,3
131
3131 i
HpHEpHEp
HpHEpHEpEEHp
kkkk
iiii
0.1925.00.5+35.07.00.8+0.400.60.30.400.60.3
311
EEHp
0.5225.00.5+35.07.00.8+0.400.60.335.07.00.8
312
EEHp
0.2925.00.5+35.07.00.8+0.400.60.325.09.00.5
313
EEHp
Bayesian reasoning Example
user observes E1
32,1,=,3
131
3131 i
HpHEpHEp
HpHEpHEpEEHp
kkkk
iiii
0.1925.00.5+35.07.00.8+0.400.60.30.400.60.3
311
EEHp
0.5225.00.5+35.07.00.8+0.400.60.335.07.00.8
312
EEHp
0.2925.00.5+35.07.00.8+0.400.60.325.09.00.5
313
EEHp
expert system computes
posterior probabilities
H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
m
kkknkk
iiniini
HpHEp...HEpHEp
HpHEpHEpHEpE...EEHp
121
2121
...
• user observes E3 E1 E2 H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
32,1,=,3
1321
321321 iHpHEpHEpHEp
HpHEpHEpHEpEEEHp
kkkkk
iiiii
0.4525.09.00.50.7
0.7
0.7
0.5
+.3507.00.00.8+0.400.60.90.30.400.60.90.3
3211
EEEHp
025.09.0+.3507.00.00.8+0.400.60.90.335.07.00.00.8
3212
EEEHp
0.5525.09.00.5+.3507.00.00.8+0.400.60.90.325.09.00.70.5
3213
EEEHp
32,1,=,3
1321
321321 iHpHEpHEpHEp
HpHEpHEpHEpEEEHp
kkkkk
iiiii
0.4525.09.00.50.7
0.7
0.7
0.5
+.3507.00.00.8+0.400.60.90.30.400.60.90.3
3211
EEEHp
025.09.0+.3507.00.00.8+0.400.60.90.335.07.00.00.8
3212
EEEHp
0.5525.09.00.5+.3507.00.00.8+0.400.60.90.325.09.00.70.5
3213
EEEHp
Bayesian reasoning Example
expert system computesposterior probabilitiesuser observes E2
H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
m
kkknkk
iiniini
HpHEp...HEpHEp
HpHEpHEpHEpE...EEHp
121
2121
...
Bayesian reasoning Example
• Initial expert-based ranking:o p(H1) = 0.40; p(H2) = 0.35; p(H3) = 0.25
• Expert system ranking after observing E1, E2, E3:o p(H1) = 0.45; p(H2) = 0.0; p(H3) = 0.55
H ypothesi sProbability
1i 2i 3i0.40
0.9
0.6
0.3
0.35
0.0
0.7
0.8
0.25
0.7
0.9
0.5iHp
iHEp 1
iHEp 2
iHEp 3
Problems with the Bayesianapproach
• Humans are not very good at estimating probability!o In particular, we tend to make different
assumptions when calculating prior and conditional probabilities
• Reliable and complete statistical information often not available.
• Bayesian approach requires evidences to be conditionally independent – often not the case.
• One solution: certainty factors