➕Probabilistic-Artificial-Intelligence

DI Law of Large Numbers e Central limit theorem ne parliamo in Central Limit Theorem and Law of Large Numbers. Usually these methods are useful when you need to calculate following something similar to Bayes rule, but don’t know how to calculate the denominator, often infeasible integral. We estimate this value without explicitly calculating that. Interested in $\mathbb{P}(x) = \frac{1}{z} \mathbb{P}^{*}(x) = \frac{1}{Z} e^{-E(x)}$ Can evaluate E(x) at any x. Problem 1 Make samples x(r) ~ 2 P Problem 2 Estimate expectations $\Phi = \sum_{x}\phi(x)\mathbb{P}(x)$) What we’re not trying to do: We’re not trying to find the most probable state. We’re not trying to visit all typical states. Law of large numbers $$ S_{n} = \sum^n_{i=1} x_{i} ,:, \bar{x}_{n} = \frac{S_{n}}{n} $$$$ \bar{x}_{n} \to \mu $$ Ossia il limite converge sul valore atteso di tutte le variabili aleatorie. ...

Gaussian processes can be viewed through a Bayesian lens of the function space: rather than sampling over individual data points, we are now sampling over entire functions. They extend the idea of bayesian linear regression by introducing an infinite number of feature functions for the input XXX. In geostatistics, Gaussian processes are referred to as kriging regressions, and many other models, such as Kalman Filters or radial basis function networks, can be understood as special cases of Gaussian processes. In this framework, certain functions are more likely than others, and we aim to model this probability distribution. ...

Here is a historical treatment on the topic: https://jwmi.github.io/ASM/6-KalmanFilter.pdf. Kalman Filters are defined as follows: We start with a variable $X_{0} \sim \mathcal{N}(\mu, \Sigma)$, then we have a motion model and a sensor model: $$ \begin{cases} X_{t + 1} = FX_{t} + \varepsilon_{t} & F \in \mathbb{R}^{d\times d}, \varepsilon_{t} \sim \mathcal{N}(0, \Sigma_{x})\\ Y_{t} = HX_{t} + \eta_{t} & H \in \mathbb{R}^{m \times d}, \eta_{t} \sim \mathcal{N}(0, \Sigma_{y}) \end{cases} $$Inference is just doing things with the Gaussians. One can interpret the $Y$ to be the observations and $X$ to be the underlying beliefs about a certain state. We see that the Kalman Filters satisfy the Markov Property, see Markov Chains. These independence properties allow a easy characterization of the joint distribution for Kalman Filters: ...

As we will briefly see, Kernels will have an important role in many machine learning applications. In this note we will get to know what are Kernels and why are they useful. Intuitively they measure the similarity between two input points. So if they are close the kernel should be big, else it should be small. We briefly state the requirements of a Kernel, then we will argue with a simple example why they are useful. ...

Andiamo a parlare di processi Markoviani. Dobbiamo avere bene a mente il contenuto di Markov Chains prima di approcciare questo capitolo. Markov property Uno stato si può dire di godere della proprietà di Markov se, intuitivamente parlando, possiede già tutte le informazioni necessarie per predire lo stato successivo, ossia, supponiamo di avere la sequenza di stati $(S_n)_{n \in \mathbb{N}}$, allora si ha che $P(S_k | S_{k-1}) = P(S_k|S_0S_1...S_{k - 1})$, ossia lo stato attuale in $S_{k}$ dipende solamente dallo stato precedente. ...

There is huge literature on planning. We will attack this problem from the view of probabilistic artificial intelligence. In this case we focus on continuous, fully observed with non-linear transitions, an environment often used for robotics. It’s called Model Predictive Control (MPC). \[...\] Moreover, modeling uncertainty in our model of the environment can be extremely useful in deciding where to explore. Learning a model can therefore help to dramatically reduce the sample complexity over model-free techniques. ...

The maximum entropy principle is one of the most important guiding motives in artificial artificial intelligence. Its roots emerge from a long tradition of probabilistic inference that goes back to Laplace and Occam’s Razor, i.e. the principle of parsimony. Let’s start with a simple example taken from Andreas Kraus’s Lecture notes in the ETH course of Probabilistic Artificial Intelligence: Consider a criminal trial with three suspects, A, B, and C. The collected evidence shows that suspect C can not have committed the crime, however it does not yield any information about sus- pects A and B. Clearly, any distribution respecting the data must assign zero probability of having committed the crime to suspect C. However, any distribution interpolating between (1, 0, 0) and (0, 1, 0) respects the data. The principle of indifference suggests that the desired distribution is $(\frac{1}{2}, \frac{1}{2}, 0)$, and indeed, any alterna- tive distribution seems unreasonable. ...

This note will mainly attempt to summarize the introduction of some intuitive notions of probability used in common sense human reasoning. Most of what is said here is available here (Jaynes 2003). Three intuitive notions of probability Jaynes presents some forms of inference that are not possible in classical first order or propositional logic, yet they are frequent in human common sense reasoning. Let’s present some rules and some examples along them: ...