Instructor: Eyal Amir Grad TAs: Wen Pu, Yonatan Bisk Undergrad TAs: Sam Johnson, Nikhil Johri CS 440 / ECE 448 Introduction to Artificial Intelligence Spring 2010 Lecture #23

Today & Thursday Time and uncertainty Inference: filtering, prediction, smoothing Hidden Markov Models (HMMs) –Model –Exact Reasoning

Time and Uncertainty Standard Bayes net model: –Static situation –Fixed (finite) random variables –Graphical structure and conditional independence In many systems, data arrives sequentially Dynamic Bayes nets (DBNs) and HMMs model: –Processes that evolve over time

Example (Robot Position) Sensor 1 Sensor 3 Pos1 Pos2 Pos3 Sensor2 Sensor1 Sensor 3 Vel 1 Vel 2Vel 3 Sensor 2

Robot Position (With Observations) Sens.A 1 Sens.A3 Pos1 Pos2 Pos3 Sens.A2 Sens.B1 Sens.B 3 Vel 1 Vel 2Vel 3 Sens.B 2

Inference Problem State of the System at time t: Probability distribution over states: A lot of parameters

Solution (Part 1) Problem: Solution: Markov Assumption –Assume is independent of given State variables are expressive enough to summarize all relevant information about past Therefore:

Solution (Part 2) Problem: –If all are different Solution: –Assume all are the same –The process is time-invariant or stationary

Inference in Robot Position DBN Compute distribution over true position and velocity –Given a sequence of sensor values Belief state: –Probability distribution over different states at each time step Update belief state when a new set of sensor readings arrive

Example First order Markov assumption not exactly true in real world

Example Possible fixes: –Increase order of Markov process –Augment state, e.g., add Temp, Pressure Or battery to position and velocity

Today Time and uncertainty Inference: filtering, prediction, smoothing Hidden Markov Models (HMMs) –Model –Exact Reasoning Dynamic Bayesian Networks –Model –Exact Reasoning

Inference Tasks Filtering: –Belief state: probability of state given the evidence Prediction: –Like filtering without evidence Smoothing: –Better estimate of past states Most likelihood explanation: –Scenario that explains the evidence

Filtering (forward algorithm) Predict: Update : Recursive step E t-1 E t+1 X t-1 XtXt X t+1 EtEt

Example

Smoothing Forwardbackward

Smoothing BackWard Step

Example

Most Likely Explanation Finding most likely path E t-1 E t+1 X t-1 XtXt X t+1 EtEt Most likely path to xt Plus one more update

Most Likely Explanation Finding most likely path E t-1 E t+1 X t-1 XtXt X t+1 EtEt Called Viterbi

Viterbi (Example)

Today Time and uncertainty Inference: filtering, prediction, smoothing, MLE Hidden Markov Models (HMMs) –Model –Exact Reasoning Dynamic Bayesian Networks –Model –Exact Reasoning

Hidden Markov model (HMM) Y1Y1 Y3Y3 X1X1 X2X2 X3X3 Y2Y2 Phones/ words acoustic signal transition matrix Diagonal Matrix Sparse transition matrix ) sparse graph “True” state Noisy observations

Forwards algorithm for HMMs Predict: Update :

Message passing view of forwards algorithm Y t-1 Y t+1 X t-1 XtXt X t+1 YtYt  t|t-1 btbt b t+1

Forwards-backwards algorithm Y t-1 Y t+1 X t-1 XtXt X t+1 YtYt  t|t-1 tt btbt

If Have Time… Time and uncertainty Inference: filtering, prediction, smoothing Hidden Markov Models (HMMs) –Model –Exact Reasoning Dynamic Bayesian Networks –Model –Exact Reasoning

Dynamic Bayesian Network DBN is like a 2time-BN –Using the first order Markov assumptions Standard BN Time 0Time 1

Dynamic Bayesian Network Basic idea: –Copy state and evidence for each time step –Xt: set of unobservable (hidden) variables (e.g.: Pos, Vel) –Et: set of observable (evidence) variables (e.g.: Sens.A, Sens.B) Notice: Time is discrete

Example

Inference in DBN Unroll: Inference in the above BN Not efficient (depends on the sequence length)

DBN Representation: DelC TtTt LtLt CR t RHC t T t+1 L t+1 CR t+1 RHC t+1 f CR (L t, CR t, RHC t, CR t+1 ) f T (T t, T t+1 ) L CR RHC CR (t+1) CR (t+1) O T T E T T O F T E F T O T F E T F O F F E F F T T (t+1) T (t+1) T F RHM t RHM t+1 MtMt M t+1 f RHM (RHM t, RHM t+1 ) RHM R (t+1) R (t+1) T F

Benefits of DBN Representation Pr (Rm t+1,M t+1,T t+1, L t+1,C t+1, Rc t+1 | Rm t,M t,T t, L t,C t, Rc t ) = f Rm (Rm t, Rm t+1 ) * f M (M t, M t+1 ) * f T (T t, T t+1 ) * f L (L t, L t+1 ) * f Cr (L t, Cr t, Rc t, Cr t+1 ) * f Rc (Rc t, Rc t+1 ) - Only few parameters vs for matrix -Removes global exponential dependence s 1 s 2... s 160 s s s TtTt LtLt CR t RHC t T t+1 L t+1 CR t+1 RHC t+1 RHM t RHM t+1 MtMt M t+1