➕Probabilistic-Artificial-Intelligence

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. ...

Introduzione alle catene di Markov La proprietà di Markov Una sequenza di variabili aleatorie $X_{1}, X_{2}, X_{3}, \dots$ gode della proprietà di Markov se vale: $$ P(X_{n}| X_{n - 1}, X_{n - 2}, \dots, X_{1}) = P(X_{n}|X_{n-1}) $$ Ossia posso scordarmi tutta la storia precedente, mi interessa solamente lo stato precedente per sapere la probabilità attuale. Da un punto di vista filosofico/fisico, ha senso perché mi sta dicendo che posso predire lo stato successivo se ho una conoscenza (completa, (lo dico io completo, originariamente non esiste)) del presente. ...

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. ...

The main difference between reinforcement learning and other machine learning, pattern inference methods is that reinforcement learning takes the concept of actions into its core: models developed in this field can be actively developed to have an effect in its environment, while other methods are mainly used to summarize interesting data or generating sort of reports. Reinforcement learning (RL) is an interdisciplinary area of machine learning and optimal control concerned with how an intelligent agent ought to take actions in a dynamic environment in order to maximize the cumulative reward. ~Wikipedia page. ...

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: ...