Artificial Intelligence

Introduction to probability
 Uncertainty
• So far in course, everything deterministic
• If I walk with my umbrella, I will not get wet
• But: there is some chance my umbrella will break!
• Intelligent systems must take possibility of failure
into account…
– May want to have backup umbrella in city that is often
windy and rainy
• … but should not be excessively conservative
– Two umbrellas not worthwhile for city that is usually not
windy
• Need quantitative notion of uncertainty
 Probability
Y 6 1/36 1/36 1/36 1/36 1/36 1/36
• Example: roll two dice
• Random variables: 5 1/36 1/36 1/36 1/36 1/36 1/36

– X = value of die 1 4 1/36 1/36 1/36 1/36 1/36 1/36

– Y = value of die 2
3 1/36 1/36 1/36 1/36 1/36 1/36
• Outcome is represented by an ordered
pair of values (x, y) 2 1/36 1/36 1/36 1/36 1/36 1/36

– E.g., (6, 1): X=6, Y=1 1 1/36 1/36 1/36 1/36 1/36 1/36
– Atomic event or sample point tells us the
1 2 3 4 5 6
complete state of the world, i.e., values X
• An event is a proposition about
of all random variables
the state (=subset of states)
• Exactly one atomic event will happen;
each atomic event has a ≥0 – X+Y = 7
probability; sum to 1 • Probability of event = sum of
– E.g., P(X=1 and Y=6) = 1/36 probabilities of atomic events
where event is true
 Cards and combinatorics
• Draw a hand of 5 cards from a standard deck with 4*13 =
52 cards (4 suits, 13 ranks each)
• Each of the (52 choose 5) hands has same probability 1/
(52 choose 5)
• Probability of event = number of hands in that event / (52
choose 5)
• What is the probability that…
– no two cards have the same rank?
– you have a flush (all cards the same suit?)
– you have a straight (5 cards in order of rank, e.g., 8, 9, 10, J, Q)?
– you have a straight flush?
– you have a full house (three cards have the same rank and the two
other cards have the same rank)?
 Facts about probabilities of events
• If events A and B are disjoint, then
– P(A or B) = P(A) + P(B)
• More generally:
– P(A or B) = P(A) + P(B) - P(A and B)
• If events A1, …, An are disjoint and exhaustive
(one of them must happen) then P(A1) + … +
P(An) = 1
– Special case: for any random variable, ∑x P(X=x) =
1
• Marginalization: P(X=x) = ∑y P(X=x and Y=y)
 Conditional probability
• We might know something about the world – e.g., “X+Y=6 or
X+Y=7” – given this (and only this), what is the probability of Y=5?
• Part of the sample space is eliminated; probabilities are
renormalized to sum to 1
Y Y
6 1/36 1/36 1/36 1/36 1/36 1/36 6 1/11 0 0 0 0 0

5 1/36 1/36 1/36 1/36 1/36 1/36 5 1/11 1/11 0 0 0 0

4 1/36 1/36 1/36 1/36 1/36 1/36 4 0 1/11 1/11 0 0 0

3 1/36 1/36 1/36 1/36 1/36 1/36 3 0 0 1/11 1/11 0 0

2 1/36 1/36 1/36 1/36 1/36 1/36 2 0 0 0 1/11 1/11 0

1 1/36 1/36 1/36 1/36 1/36 1/36 1 0 0 0 0 1/11 1/11

1 2 3 4 5 6 X 1 2 3 4 5 6X
• P(Y=5 | (X+Y=6) or (X+Y=7)) = 2/11
 Facts about conditional probability
• P(A | B) = P(A and B) / P(B)
Sample space

A and B B
A

• P(A | B)P(B) = P(A and B) = P(B | A)P(A)

• P(A | B) = P(B | A)P(A)/P(B)
– Bayes’ rule
 Conditional probability and cards
• Given that your first two cards are Queens,
what is the probability that you will get at
least three Queens?
• Given that you have at least two Queens (not
necessarily the first two), what is the
probability that you have at least three
Queens?
• Given that you have at least two Queens,
what is the probability that you have three
Kings?
 How can we scale this?
• In principle, we now have a complete
approach for reasoning under uncertainty:
– Specify probability for every atomic event,
– Can compute probabilities of events simply by
summing probabilities of atomic events,
– Conditional probabilities are specified in terms of
probabilities of events: P(A | B) = P(A and B) / P(B)
• If we have n variables that can each take k
values, how many atomic events are there?
 Independence
• Some variables have nothing to do with each other
• Dice: if X=6, it tells us nothing about Y
• P(Y=y | X=x) = P(Y=y)
• So: P(X=x and Y=y) = P(Y=y | X=x)P(X=x) =
P(Y=y)P(X=x)
– Usually just write P(X, Y) = P(X)P(Y)
– Only need to specify 6+6=12 values instead of 6*6=36
values
– Independence among 3 variables: P(X,Y,Z)=P(X)P(Y)P(Z), etc.

• Are the events “you get a flush” and “you get a

straight” independent?
 An example without cards or dice
Rain in Sun in
Beaufort Beaufort

Rain in
Durham
.2 .1
(disclaimer:
Sun in
Durham
.2 .5 no idea if
these
numbers are
• What is the probability of realistic)

– Rain in Beaufort? Rain in Durham?

– Rain in Beaufort, given rain in Durham?
– Rain in Durham, given rain in Beaufort?
• Rain in Beaufort and rain in Durham are correlated
 A possibly rigged casino
• With probability ½, the casino is rigged and has dice that
come up 6 only 1/12 of the time, and 1 3/12 of the time
Z=0 (fair casino) Z=1 (rigged casino)
Y Y
6 1/72 1/72 1/72 1/72 1/72 1/72 6 1/96 1/144 1/144 1/144 1/144 1/288

5 1/72 1/72 1/72 1/72 1/72 1/72 5 1/48 1/72 1/72 1/72 1/72 1/144

4 1/72 1/72 1/72 1/72 1/72 1/72 4 1/48 1/72 1/72 1/72 1/72 1/144

3 1/72 1/72 1/72 1/72 1/72 1/72 3 1/48 1/72 1/72 1/72 1/72 1/144

2 1/72 1/72 1/72 1/72 1/72 1/72 2 1/48 1/72 1/72 1/72 1/72 1/144

1 1/72 1/72 1/72 1/72 1/72 1/72 1 1/32 1/48 1/48 1/48 1/48 1/96

1 2 3 4 5 6 X 1 2 3 4 5 6X
• What is P(Y=6)?
• What is P(Y=6|X=1)?
• Are they independent?
 Conditional independence
• Intuition:
– the only reason that X tells us something about Y,
– is that X tells us something about Z,
– and Z tells us something about Y
• If we already know Z, then X tells us nothing
about Y
• P(Y | Z, X) = P(Y | Z) or
• P(X, Y | Z) = P(X | Z)P(Y | Z)
• “X and Y are conditionally independent given Z”
 Medical diagnosis
• X: does patient have flu?
• Y: does patient have headache?
• Z: does patient have fever?
(disclaimer:
• P(Y,Z|X) = P(Y|X)P(Z|X) no idea if
these
• P(X=1) = .2 numbers are
realistic)
• P(Y=1 | X=1) = .5, P(Y=1 | X=0) = .2
• P(Z=1 | X=1) = .4, P(Z=1 | X=0) = .1
• What is P(X=1|Y=1,Z=0)?
 Not wet
Conditioning can also introduce dependence Not raining
Raining

Sprinklers .012 .056

• X: is it raining?
No
– P(X=1) = .3 sprinklers .054 .378
• Y: are the sprinklers on? WetNot raining
Raining
– P(Y=1) = .4
– X and Y are independent Sprinklers .108 .224
• Z: is the grass wet? No
sprinklers .126 .042
– P(Z=1 | X=0, Y=0) = .1
• Conditional on Z=1, X and Y are not
– P(Z=1 | X=0, Y=1) = .8 independent
– P(Z=1 | X=1, Y=0) = .7 • If you know Z=1, rain seems likely;
then if you also find out Y=1, this
– P(Z=1 | X=1, Y=1) = .9
“explains away” the wetness and rain
seems less likely
 Monty Hall problem
image taken from http://en.wikipedia.org/wiki/Monty_Hall_problem

• Game show participants can choose one of three

doors
• One door has a car, two have a goat
– Assumption: car is preferred to goat
• Participant chooses door, but not opened yet
• At least one of the other doors contains a goat, the
(knowing) host will open one such door (flips coin to
decide if both have goats)
• Participant is asked whether she wants to switch
doors (to the other closed door) – should she?
 Expected value
• If Z takes numerical values, then the expected
value of Z is E(Z) = ∑z P(Z=z)*z
– Weighted average (weighted by probability)
• Suppose Z is sum of two dice
• E(Z) = (1/36)*2 + (2/36)*3 + (3/36)*4 + (4/36)*5 +
(5/36)*6 + (6/36)*7 + (5/36)*8 + (4/36)*9 + (3/36)*10
+ (2/36)*11 + (1/36)*12 = 7
• Simpler way: E(X+Y)=E(X)+E(Y) (always!)
– Linearity of expectation
• E(X) = E(Y) = 3.5
 Linearity of expectation…
• If a is used to represent an atomic state, then
E(X) = ∑x P(X=x)*x = ∑x (∑a:X(a)=x P(a))*x =∑a
P(a)*X(a)
• E(X+Y) = ∑a P(a)*(X(a)+Y(a)) = ∑a P(a)*X(a) +
∑a P(a)*Y(a) = E(X)+E(Y)
 What is probability, anyway?
• Different philosophical positions:
• Frequentism: numbers only come from repeated experiments
– As we flip a coin lots of times, we see experimentally that it comes out
heads ½ the time
– Problem: for most events in the world, there is no history of exactly that
event happening
• Probability that the Democratic candidate wins the next election?

• Objectivism: probabilities are a real part of the universe

– Maybe true at level of quantum mechanics
– Most of us agree that the result of a coin flip is (usually) determined by
initial conditions + classical mechanics
• Subjectivism: probabilities merely reflect agents’ beliefs