Bayes' Theory
Representing Uncertainty
Q = Set of possible answers (frame of discernment)
Bel(T) = Belief that the right answer is on T
T contained in Q
Ex.
Q = {hepatitis, cirrhosis, gallstones, pancreatic cancer}
Bel({Hepatitis, Cirrhosis}) = strength of belief that either hepatitis or cirrhosis is the diagnosis
Rules:
- Bel(Q) = 1 Belief that there is an answer
- Bel ({}) = 0 Belief that there is no answer
- Bel (A OR B) = Bel(A) + Bel(B) when A OR B = {} (disjoint)
Bayes' Rule of Additivity
- Bel (B | A) = Bel(B AND A) / Bel(A) =
Bel(B) * Bel(A | B) / Bel(A)
remember P(Hi|E) = probability that hypothesis Hi is true given evidence E
P(E|Hi) = probability that one will observe E given Hi
Sherlock Holmes and the Sweet Shop Burglary
Q= {LI, LO, RI, RO} (4 suspects)
- initially ignorant but need priors
so set Bel(A) = 1/4 for all A in Q
- Evidence , E1, that thief is a Lefty = 3/4
-
Compute posteriors
Bel (LI|E1 )= Bel(LI) * Bel(E1|LI) / Bel(E1) = ?
Bel (LO|E1)
Bel (RI|E1)
Bel (RI|E1) normalize
- Evidence , E2, that thief is an Insider = 2/3
-
Compute posteriors
Bel (LI|E2)
Bel (LO|E2)
Bel (RI|E2)
Bel (RI|E2) normalize
Note that undistributed belief can be given to non-zero propositions as
easily as to the zeros. An argument for the latter is that it keeps
propositions alive
Some Objections to Bayes
- Additivity requires that the Bel(not A) = 1- Bel(A)
- No consistent way to represent ignorance
usually distribute eqully
- Not easy to represent disconfirming evidence
evidence against A can be given by Bel(not A|E) but how to distribute this among the propositions making up not A?
- Modifications due to new evidence is strange
the new evidence is represented as a proposition not in Q (i.e., in Q x {E}, which gives a new Q). The new evidence must be treated as certain. But the priors contain old evidence
- Forces detailed prior opinions over Q