lectures.alex.balgavy.eu

Lecture notes from university.
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      2 title = "Probability and Uncertainty"
      3 template = 'page-math.html'
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      5 # Probability and Uncertainty
      6 one often has to deal with info that is underspecified, incomplete, vague, etc.
      7 
      8 logic by itself is not sufficient for these problems.
      9 
     10 ## Vagueness: Fuzzy Set Theory
     11 model theory often based on set theory
     12 
     13 fuzzy set theory allows something to be _to some degree_ an element of a set
     14 
     15 dominant approach to vagueness (mostly because wtf else can you do)
     16 
     17 ### Fuzzy sets
     18   * universe U, object x ∈ U
     19   * membership function for fuzzy set A is defined to be function $f_A$ from U to [0,1]:
     20     * $f_A(x)=y$: x is a member of A to degree y
     21     * $f_A(x)=1$: x is certainly member of A
     22     * $f_A(x)=0$: x is certainly not a member of A
     23     * ${x | f_A(x)>0}$: support of A
     24 
     25 modifiers (hedges)
     26 
     27 ![Example of modifiers' effects on graphs](modifiers-hedges.png)
     28 
     29 operations on fuzzy sets:
     30   * complement: $f_{\sim{A}}(x)=1-f_A(x)$
     31   * union: $f_{A\cup B}(x)=\max(f_A(x),f_B(x))$
     32   * intersection: $f_{A\cap B}(x)=\min(f_A(x), f_B(x))$
     33   * subset: $A\subset B \iff \forall{x}(f_A(x)\leq f_B(x))$
     34 
     35 semantics -- multivalued fuzzy logic
     36   * v(¬ A) = 1-v(A)
     37   * v(A ∨ B) = max(v(A), v(B))
     38   * v(A ∧ B) = min(v(A), v(B))
     39   * v(A → B) = min(1, 1 - v(A) + v(B))
     40 
     41 ### Fuzzy relations
     42 fuzzy sets can denote fuzzy relations between objects. e.g. approximately equal, close to, much larger than, etc.
     43 
     44 fuzzy composition:
     45 
     46 $f_{R \circ S} (\langle x,z\rangle ) = \max_{y \in Y} \min(f_R (\langle x,y\rangle ), f_S (\langle y,z\rangle ))$
     47 
     48 hands-on example:
     49 
     50 ![Fuzzy composition table](fuzzy-composition.png)
     51 
     52 ### Evaluation
     53   * good -- flexible, coincides with classical set theory, sever successful applications of fuzzy control
     54   * bad -- requires many arbitrary choices, tends to blur differences between probabilistic uncertainty/ambiguity/vagueness
     55 
     56 ## Uncertainties: Probability Theory
     57 ### General
     58 main interpretations of probability theory:
     59   * optivist (frequentist) probability
     60     * frequentism: probability is only property of repeated experiments
     61     * probability of event: limit of _relative frequency_ of occurrence of event, as number of repetitions goes to infinity
     62   * subjective probability
     63     * Bayesianism: probability is an expression of our uncertainty and beliefs
     64     * probability of event: _degree of belief_ of idealized rational individual
     65 
     66 sample space Ω: set of single outcomes of experiment
     67 
     68 event space E: things that have probability (subsets of sample space). if sample space is finite, event space is usually power set.
     69 
     70 ### Axioms of probability
     71 for any event A, B:
     72   * $0 \leq P(A) \leq 1$
     73   * $P(\Omega) = 1$
     74   * $P(A \cup B) = P(A) + P(B) - P(A \cap B)$
     75 
     76 can derive:
     77   * $P({}) = 0$
     78   * $P(\Omega) = 1$
     79   * $\text{if} A \subset B, P(A) \leq P(B)$
     80 
     81 conditional probability ("A given B"):
     82 
     83 $P(A|B) = \frac{P(A \cap B)}{P(B)}$
     84 
     85 ### Joint probability distributions
     86 for a set of random variables, it gives probability of every atomic even on those random variables.
     87 
     88 e.g. P(Toothache, Catch, Cavity):
     89 
     90 |          | toothache | >       | ¬ toothache | >       |
     91 |----------|-----------|---------|-------------|---------|
     92 |          | catch     | ¬ catch | catch       | ¬ catch |
     93 | cavity   | 0.108     | 0.012   | 0.072       | 0.008   |
     94 | ¬ cavity | 0.015     | 0.064   | 0.144       | 0.576   |
     95 
     96 inference by enumeration:
     97   * for any proposition Φ, sum atomic events where it's true -- $P(\Phi) = \sum_{\omega : \omega \models \Phi} P(\omega)$
     98   * compute conditional probability by selecting cells -- e.g. for P(¬ cavity | toothache), select toothache column and (¬ cavity) cells
     99 
    100 use Bayes' rule for opposite conditionals (like finding P(disease | symptom) from P(symptom | disease))
    101 
    102 ### Bayesian networks
    103 simple graphical notation for
    104   * conditional independence assertions
    105   * compact specification of full joint distributions
    106 
    107 syntax:
    108   * set of nodes, one per variable
    109   * directed acyclic graph, with a link meaning "directly influences"
    110   * conditional distribution for each node given its parents -- $P(X_i | Parents(X_i))$
    111 
    112 topology example:
    113 
    114 ![Bayesian network topology](bayesian-topology.png)
    115 
    116 what does it mean?
    117   * _weather_ is independent of other variables
    118   * _toothache_ and _catch_ are conditionally independent given _cavity_.
    119 
    120 ### Evaluation of probabilities
    121   * good -- sound theoretical basis, can be extended to decision-making, some good tools available
    122   * bad -- not always computationally easy, need lots of data which may be hard to get
    123 
    124