Download Stochastic Methods - CSUDH Computer Science

Chapter 5
STOCHASTIC METHODS
Contents
• The Elements of Counting
• Elements of Probability Theory
• Applications of the Stochastic
Methodology
• Bayes’ Theorem
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Application Areas
Diagnostic Reasoning. In medical diagnosis, for example, there
is not always an obvious cause/effect relationship between the set
of symptoms presented by the patient and the causes of these
symptoms. In fact, the same sets of symptoms often suggest
multiple possible causes.
Natural language understanding. If a computer is to
understand and use a human language, that computer must be
able to characterize how humans themselves use that language.
Words, expressions, and metaphors are learned, but also change
and evolve as they are used over time.
Planning and scheduling. When an agent forms a plan, for
example, a vacation trip by automobile, it is often the case that
no deterministic sequence of operations is guaranteed to succeed.
What happens if the car breaks down, if the car ferry is cancelled
on a specific day, if a hotel is fully booked, even though a
reservation was made?
Learning. The three previous areas mentioned for stochastic
technology can also be seen as domains for automated learning.
An important component of many stochastic systems is that they
have the ability to sample situations and learn over time.
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Set Operations
Let A and B are two sets, U universe
–
–
–
–
–
–
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Cardinality |A|: number of elements in A
Complement Ā: all elements in U but not in A
Subset: A  B
Empty set: 
Union: A  B
Intersection: A  B
Difference: A - B
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Addition Rules
The Addition rule for combining two sets:
The Addition rule for combining three sets:
This Addition rule may be generalized to any
finite number of sets
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Multiplication Rules
• The Cartesian Product of two sets A and B
• The multiplication principle of counting, for
two sets
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5
Permutations and Combinations
• The permutations of a set of n elements taken
r at a time
• The combinations of a set of n elements
taken r at a time
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Events and Probability
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Probability Properties
• The probability of any event E from the sample
space S is:
• The sum of the probabilities of all possible
outcomes is 1
• The probability of the compliment of an event is
• The probability of the contradictory or false
outcome of an event
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Independent Events
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The Kolmogorov Axioms
Three Kolmogorov Axioms:
From these three Kolmogorov axioms, all of
probability theory can be constructed.
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Traffic Example
Problem description
A driver realizes the gradual slowdown and
searches for possible explanation by means of
car-based download system
– Road construction?
– Accident?
Three Boolean parameters
– S: whether slowdown
– A: whether accident
– C: whether road construction
Download data – next page
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• Download data:
The joint probability
distribution for the
traffic slowdown, S,
accident, A, and
construction, C,
variable of the example
A Venn diagram
representation of
the probability
distributions is
traffic slowdown, A
is accident, C is
construction.
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Variables
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Expectation
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Prior and Posterior Probability
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Conditional Probability
A Venn diagram illustrating the calculations of P(d|s) as
a function of p(s|d).
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Chain Rules
The chain rule for two sets:
The generalization of the chain rule to multiple sets
We make an inductive argument to prove the chain rule,
consider the nth case:
We apply the intersection of two sets of rules to get:
And then reduce again, considering that:
Until
is reached, the base case, which we have
already demonstrated.
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Independent Events
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Probabilistic FSM
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Probabilistic Finite State Acceptor
A probabilistic finite state acceptor for the pronunciation of
“tomato”.
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The ni words
The ni words with their frequencies and probabilities from the
Brown and Switchboard corpora of 2.5M words.
The ni phone/word probabilities from the Brown and Switchboard
corpora.
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Bayes’ Rules
• Given a set of evidence E, and a set of hypotheses H ={hi}
The conditional probability of hi given E is:
p(hi|E) = (p(E|hi)  h(hi))/p(E)
• Maximum a posteriori hypothesis (most probable
hypothesis), since p(E)is a constant for all hypotheses
arg max(hi) p(E|hi)p(hi)
• E is partitioned by all hypotheses, thus
p(E) = i p(E|hi)p(hi)
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General Form of Bayes’ Theorem
The general form of Bayes’ theorem where we assume the set
of hypotheses H partition the evidence set E:
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Applications of Bayes’ Theorem
• Used in PROSPECTOR
• A simple example: suppose to purchase an automobile:
Dealers
Go to probability
Purchase a1
probability
1
d1 = 0.2
p1 = 0.2
2
d2 = 0.4
p2 = 0.4
3
d3 = 0.4
p3 = 0.3
• The application of Bayes’ rule to the car purchase problem:
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Bayes Classifier
• Naïve Bayes, or the Bayes classifier, that uses the
partition assumption, even when it is not
justified:.
• Assume all evidences are independent, given a
particular hypothesis
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The Traffic Problem
The Bayesian representation of the traffic problem with potential
explanations.
The joint probability distribution for the traffic and construction
variables
Given bad traffic, what is the probability of road construction?
p(C|T)=p(C=t, T=t)/(p(C=t, T=t)+p(C=f, T=t))=.3/(.3+.1)=.75
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