# Probability, Conditional Probability & Bayes Rule

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1 Probability, Conditional Probability & Bayes Rule

2 A FAST REVIEW OF DISCRETE PROBABILITY (PART 2) CIS 391- Intro to AI 2

3 Discrete random variables A random variable can take on one of a set of different values, each with an associated probability. Its value at a particular time is subject to random variation. Discrete random variables take on one of a discrete (often finite) range of values Domain values must be exhaustive and mutually exclusive For us, random variables will have a discrete, countable (usually finite) domain of arbitrary values. Mathematical statistics usually calls these random elements Example: Weather is a discrete random variable with domain {sunny, rain, cloudy, snow}. Example: A Boolean random variable has the domain {true,false}, CIS 391- Intro to AI 3

4 Probability Distribution Probability distribution gives values for all possible assignments: Vector notation: Weather is one of <0.72, 0.1, 0.08, 0.1>, where weather is one of <sunny,rain,cloudy,snow>. P(Weather) = <0.72,0.1,0.08,0.1> Sums to 1 over the domain Practical advice: Easy to check Practical advice: Important to check CIS 391- Intro to AI 4

5 Factored Representations: Propositions Elementary proposition constructed by assignment of a value to a random variable: e.g. Weather = sunny (abbreviated as sunny) e.g. Cavity = false (abbreviated as cavity) Complex proposition formed from elementary propositions & standard logical connectives e.g. Weather = sunny Cavity = false We will work with event spaces over such propositions CIS 391- Intro to AI 5

6 A word on notation Assume Weather is a discrete random variable with domain {sunny, rain, cloudy, snow}. Weather = sunny abbreviated sunny P(Weather=sunny)=0.72 abbreviated P(sunny)=0.72 Cavity = true abbreviated cavity Cavity = false abbreviated cavity Vector notation: Fix order of domain elements: <sunny,rain,cloudy,snow> Specify the probability mass function (pmf) by a vector: P(Weather) = <0.72,0.1,0.08,0.1> CIS 391- Intro to AI 6

7 Joint probability distribution a Probability assignment to all combinations of values of random variables (i.e. all elementary events) toothache toothache cavity cavity The sum of the entries in this table has to be 1 Every question about a domain can be answered by the joint distribution!!! Probability of a proposition is the sum of the probabilities of elementary events in which it holds P(cavity) = 0.1 [marginal of row 1] P(toothache) = 0.05 [marginal of toothache column] CIS 391- Intro to AI 7

8 Conditional Probability toothache toothache cavity cavity P(cavity)=0.1 and P(cavity toothache)=0.04 are both prior (unconditional) probabilities Once the agent has new evidence concerning a previously unknown random variable, e.g. Toothache, we can specify a posterior (conditional) probability e.g. P(cavity Toothache=true) P(a b) = P(a b)/p(b) [Probability of a with the Universe restricted to b] A B A B The new information restricts the set of possible worlds i consistent with it, so changes the probability. So P(cavity toothache) = 0.04/0.05 = 0.8 CIS 391- Intro to AI 8

9 Conditional Probability (continued) Definition of Conditional Probability: P(a b) = P(a b)/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: P(Weather,Cavity) = P(Weather Cavity) P(Cavity) Chain rule is derived by successive application of product rule: P(A,B,C,D,E) = P(A B,C,D,E) P(B,C,D,E) = P(A B,C,D,E) P(B C,D,E) P(C,D,E) = = P(A B,C,D,E) P(B C,D,E) P(C D,E) P(D E) P(E) CIS 391- Intro to AI 9

10 Probabilistic Inference Probabilistic inference: the computation from observed evidence of posterior probabilities for query propositions. We use the full joint distribution as the knowledge base from which answers to questions may be derived. Ex: three Boolean variables Toothache (T), Cavity (C), ShowsOnXRay (X) t t x x x x c c Probabilities in joint distribution sum to 1 CIS 391- Intro to AI 10

11 Probabilistic Inference II t t x x x x c c Probability of any proposition computed by finding atomic events where proposition is true and adding their probabilities P(cavity toothache) = = 0.28 P(cavity) = = 0.2 P(cavity) is called a marginal probability and the process of computing this is called marginalization CIS 391- Intro to AI 11

12 Probabilistic Inference III t t x x x x c c Can also compute conditional probabilities. P( cavity toothache) = P( cavity toothache)/p(toothache) = ( ) / ( ) = 0.4 Denominator is viewed as a normalization constant: Stays constant no matter what the value of Cavity is. (Book uses a to denote normalization constant 1/P(X), for random variable X.) CIS 391- Intro to AI 12

13 Bayes Rule & Naïve Bayes (some slides adapted from slides by Massimo Poesio, adapted from slides by Chris Manning)

14 Bayes Rule & Diagnosis P( a b) Posterior Likelihood Prior P( b a) P( a) Pb () Normalization Useful for assessing diagnostic probability from causal probability: P(Cause Effect) = P(Effect Cause) P(Cause) P(Effect) CIS Intro to AI 14

15 Bayes Rule For Diagnosis II P(Disease Symptom) = P(Symptom Disease) P(Disease) Imagine: P(Symptom) disease = TB, symptom = coughing P(disease symptom) is different in TB-indicated country vs. USA P(symptom disease) should be the same It is more widely useful to learn P(symptom disease) What about P(symptom)? Use conditioning (next slide) For determining, e.g., the most likely disease given the symptom, we can just ignore P(symptom)!!! (see slide 35) CIS Intro to AI 15

16 Conditioning Idea: Use conditional probabilities instead of joint probabilities P(a) = P(a b) + P(a b) = P(a b) P(b) + P(a b) P( b) Here: P(symptom) = P(symptom disease) P(disease) + P(symptom disease) P(disease) More generally: P(Y) = z P(Y z) P(z) Marginalization and conditioning are useful rules for derivations involving probability expressions. CIS Intro to AI 16

17 Exponentials rear their ugly head again Estimating the necessary joint probability distribution for many symptoms is infeasible For D diseases, S symptoms where a person can have n of the diseases and m of the symptoms P(s d 1, d 2,, d n ) requires S D n values P(s 1, s 2,, s m ) requires S m values These numbers get big fast If S =1,000, D =100, n=4, m=7 P(s d 1, d n ) requires 1000*100 4 =10 11 values (-1) P(s 1..s m ) requires = values (-1) CIS Intro to AI 17

18 The Solution: Independence Random variables A and B are independent iff P(A B) = P(A) P(B) equivalently: P(A B) = P(A) and P(B A) = P(B) A and B are independent if knowing whether A occurred gives no information about B (and vice versa) Independence assumptions are essential for efficient probabilistic reasoning Cavity Toothache Weather Xray decomposes into Cavity Toothache Weather Xray P(T, X, C, W) = P(T, X, C) P(W) 15 entries (2 4-1) reduced to 8 ( ) For n independent biased coins, O(2 n ) entries O(n) CIS Intro to AI 18

19 Conditional Independence BUT absolute independence is rare Dentistry is a large field with hundreds of variables, none of which are independent. What to do? A and B are conditionally independent given C iff P(A B, C) = P(A C) P(B A, C) = P(B C) P(A B C) = P(A C) P(B C) Toothache (T), Spot in Xray (X), Cavity (C) None of these are independent of the other two But T and X are conditionally independent given C CIS Intro to AI 19

20 Conditional Independence II WHY?? If I have a cavity, the probability that the XRay shows a spot doesn t depend on whether I have a toothache (and vice versa): P(X T,C) = P(X C) From which follows: P(T X,C) = P(T C) and P(T,X C) = P(T C) P(X C) By the chain rule), given conditional independence: P(T,X,C) = P(T X,C) P(X,C) = P(T C) P(X C) P(C) = P(T X,C) P(X C) P(C) P(Toothache, Cavity, Xray) has = 7 independent entries Given conditional independence, chain rule yields = 5 independent numbers CIS Intro to AI 20

21 Conditional Independence III 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. CIS Intro to AI 21

22 Another Example Battery is dead (B) Radio plays (R) Starter turns over (S) None of these propositions are independent of one another BUT: R and S are conditionally independent given B CIS Intro to AI 22

23 Naïve Bayes I By Bayes Rule If T and X are conditionally independent given C: This is a Naïve Bayes Model: All effects assumed conditionally independent given Cause T Effect 1 C Cause X Effect 2 CIS Intro to AI 23

24 Bayes' Rule II More generally P( Cause, Effect,..., Effect P( Cause) P( Effect Cause) 1 n) i i Total number of parameters is linear in n Flu X 1 X 2 X 3 X 4 X 5 runnynose sinus cough fever muscle-ache CIS Intro to AI 24

25 An Early Robust Statistical NLP Application A Statistical Model For Etymology (Church 85) Determining etymology is crucial for text-to-speech Italian AldriGHetti IannuCCi ItaliAno English laugh, sigh accept hate CIS Intro to AI 25

26 An Early Robust Statistical NLP Application Angeletti 100% Italian Iannucci 100% Italian Italiano 100% Italian Lombardino 58% Italian Asahara 100% Japanese Fujimaki 100% Japanese Umeda 96% Japanese Anagnostopoulos 100% Greek Demetriadis 100% Greek Dukakis 99% Russian Annette 75% French Deneuve 54% French Baguenard 54% Middle French A very simple statistical model (your next homework) solved the problem, despite a wild statistical assumption CIS Intro to AI 26

27 Computing the Normalizing Constant P(T,X) CIS Intro to AI 27

28 IF THERE S TIME.. CIS 391- Intro to AI 28

29 BUILDING A SPAM FILTER USING NAÏVE BAYES CIS 391- Intro to AI 29

30 Spam or not Spam: that is the question. From: "" Subject: real estate is the only way... gem oalvgkay Anyone can buy real estate with no money down Stop paying rent TODAY! There is no need to spend hundreds or even thousands for similar courses I am 22 years old and I have already purchased 6 properties using the methods outlined in this truly INCREDIBLE ebook. Change your life NOW! ================================================= Click Below to order: ================================================= CIS 391- Intro to AI 30

31 Categorization/Classification Problems Given: A description of an instance, xx, where X is the instance language or instance space. (Issue: how do we represent text documents?) A fixed set of categories: C = {c 1, c 2,, c n } Determine: The category of x: c(x)c, where c(x) is a categorization function whose domain is X and whose range is C. We want to automatically build categorization functions ( classifiers ). CIS 391- Intro to AI 31

32 EXAMPLES OF TEXT CATEGORIZATION Categories = SPAM? spam / not spam Categories = TOPICS finance / sports / asia Categories = OPINION like / hate / neutral Categories = AUTHOR Shakespeare / Marlowe / Ben Jonson The Federalist papers CIS 391- Intro to AI 32

33 A Graphical View of Text Classification Text feature 2 Arch. Graphics Theory NLP AI Text feature 1 CIS 391- Intro to AI 33

34 Bayesian Methods for Text Classification Uses Bayes theorem to build a generative Naïve Bayes model that approximates how data is produced P( C D) P( D C ) P( C P( D) ) Where C: Categories, D: Documents Uses prior probability of each category given no information about an item. Categorization produces a posterior probability distribution over the possible categories given a description of each document. CIS 391- Intro to AI 34

35 Maximum a posteriori (MAP) Hypothesis Goodbye to that nasty normalization constant!! c MAP argmax cc P( c D) No need to compute a, here P(D)!!!! argmax cc argmax cc P( D c) P( c) P( D) P( D c) P( c) As P(D) is constant CIS 391- Intro to AI 35

36 Maximum likelihood Hypothesis If all hypotheses are a priori equally likely, we only need to consider the P(D c) term: c ML argmax cc P( D c) Maximum Likelihood Estimate ( MLE ) CIS 391- Intro to AI 36

37 CIS 391- Intro to AI 37 Naive Bayes Classifiers Task: Classify a new instance D based on a tuple of attribute values into one of the classes c j C x n x x D,, 2, 1 ),,, ( argmax 2 1 n C c MAP x x x c P c ),,, ( ) ( ),,, ( argmax n n C c x x x P c P c x x x P ) ( ),,, ( argmax 2 1 c P c x x x P n C c

38 Naïve Bayes Classifier: Assumption P(c j ) Can be estimated from the frequency of classes in the training examples. P(x 1,x 2,,x n c j ) Again, O( X n C ) parameters to estimate full joint prob. distribution As we saw, can only be estimated if a vast number of training examples was available. Naïve Bayes Conditional Independence Assumption: P( x, x,..., x c ) P( x c ) i 2 n j i j i CIS 391- Intro to AI 38

39 The Naïve Bayes Classifier Flu P X 1 X 2 X 3 X 4 X 5 runnynose sinus cough fever muscle-ache Conditional Independence Assumption: features are independent of each other given the class: ( 5 X1,, X5 C) P( X1 C) P( X2 C) P( X C) This model is appropriate for binary variables CIS 391- Intro to AI 39

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