"""Probability models. (Chapter 13-15) """ from utils import ( product, argmax, element_wise_product, matrix_multiplication, vector_to_diagonal, vector_add, scalar_vector_product, inverse_matrix, weighted_sample_with_replacement, isclose, probability, normalize ) from logic import extend from agents import Agent import random from collections import defaultdict from functools import reduce # ______________________________________________________________________________ def DTAgentProgram(belief_state): """A decision-theoretic agent. [Figure 13.1]""" def program(percept): belief_state.observe(program.action, percept) program.action = argmax(belief_state.actions(), key=belief_state.expected_outcome_utility) return program.action program.action = None return program # ______________________________________________________________________________ class ProbDist: """A discrete probability distribution. You name the random variable in the constructor, then assign and query probability of values. >>> P = ProbDist('Flip'); P['H'], P['T'] = 0.25, 0.75; P['H'] 0.25 >>> P = ProbDist('X', {'lo': 125, 'med': 375, 'hi': 500}) >>> P['lo'], P['med'], P['hi'] (0.125, 0.375, 0.5) """ def __init__(self, varname='?', freqs=None): """If freqs is given, it is a dictionary of values - frequency pairs, then ProbDist is normalized.""" self.prob = {} self.varname = varname self.values = [] if freqs: for (v, p) in freqs.items(): self[v] = p self.normalize() def __getitem__(self, val): """Given a value, return P(value).""" try: return self.prob[val] except KeyError: return 0 def __setitem__(self, val, p): """Set P(val) = p.""" if val not in self.values: self.values.append(val) self.prob[val] = p def normalize(self): """Make sure the probabilities of all values sum to 1. Returns the normalized distribution. Raises a ZeroDivisionError if the sum of the values is 0.""" total = sum(self.prob.values()) if not isclose(total, 1.0): for val in self.prob: self.prob[val] /= total return self def show_approx(self, numfmt='{:.3g}'): """Show the probabilities rounded and sorted by key, for the sake of portable doctests.""" return ', '.join([('{}: ' + numfmt).format(v, p) for (v, p) in sorted(self.prob.items())]) def __repr__(self): return "P({})".format(self.varname) class JointProbDist(ProbDist): """A discrete probability distribute over a set of variables. >>> P = JointProbDist(['X', 'Y']); P[1, 1] = 0.25 >>> P[1, 1] 0.25 >>> P[dict(X=0, Y=1)] = 0.5 >>> P[dict(X=0, Y=1)] 0.5""" def __init__(self, variables): self.prob = {} self.variables = variables self.vals = defaultdict(list) def __getitem__(self, values): """Given a tuple or dict of values, return P(values).""" values = event_values(values, self.variables) return ProbDist.__getitem__(self, values) def __setitem__(self, values, p): """Set P(values) = p. Values can be a tuple or a dict; it must have a value for each of the variables in the joint. Also keep track of the values we have seen so far for each variable.""" values = event_values(values, self.variables) self.prob[values] = p for var, val in zip(self.variables, values): if val not in self.vals[var]: self.vals[var].append(val) def values(self, var): """Return the set of possible values for a variable.""" return self.vals[var] def __repr__(self): return "P({})".format(self.variables) def event_values(event, variables): """Return a tuple of the values of variables in event. >>> event_values ({'A': 10, 'B': 9, 'C': 8}, ['C', 'A']) (8, 10) >>> event_values ((1, 2), ['C', 'A']) (1, 2) """ if isinstance(event, tuple) and len(event) == len(variables): return event else: return tuple([event[var] for var in variables]) # ______________________________________________________________________________ def enumerate_joint_ask(X, e, P): """Return a probability distribution over the values of the variable X, given the {var:val} observations e, in the JointProbDist P. [Section 13.3] >>> P = JointProbDist(['X', 'Y']) >>> P[0,0] = 0.25; P[0,1] = 0.5; P[1,1] = P[2,1] = 0.125 >>> enumerate_joint_ask('X', dict(Y=1), P).show_approx() '0: 0.667, 1: 0.167, 2: 0.167' """ assert X not in e, "Query variable must be distinct from evidence" Q = ProbDist(X) # probability distribution for X, initially empty Y = [v for v in P.variables if v != X and v not in e] # hidden variables. for xi in P.values(X): Q[xi] = enumerate_joint(Y, extend(e, X, xi), P) return Q.normalize() def enumerate_joint(variables, e, P): """Return the sum of those entries in P consistent with e, provided variables is P's remaining variables (the ones not in e).""" if not variables: return P[e] Y, rest = variables[0], variables[1:] return sum([enumerate_joint(rest, extend(e, Y, y), P) for y in P.values(Y)]) # ______________________________________________________________________________ class BayesNet: """Bayesian network containing only boolean-variable nodes.""" def __init__(self, node_specs=None): """Nodes must be ordered with parents before children.""" self.nodes = [] self.variables = [] node_specs = node_specs or [] for node_spec in node_specs: self.add(node_spec) def add(self, node_spec): """Add a node to the net. Its parents must already be in the net, and its variable must not.""" node = BayesNode(*node_spec) assert node.variable not in self.variables assert all((parent in self.variables) for parent in node.parents) self.nodes.append(node) self.variables.append(node.variable) for parent in node.parents: self.variable_node(parent).children.append(node) def variable_node(self, var): """Return the node for the variable named var. >>> burglary.variable_node('Burglary').variable 'Burglary'""" for n in self.nodes: if n.variable == var: return n raise Exception("No such variable: {}".format(var)) def variable_values(self, var): """Return the domain of var.""" return [True, False] def __repr__(self): return 'BayesNet({0!r})'.format(self.nodes) class DecisionNetwork(BayesNet): """An abstract class for a decision network as a wrapper for a BayesNet. Represents an agent's current state, its possible actions, reachable states and utilities of those states.""" def __init__(self, action, infer): """action: a single action node infer: the preferred method to carry out inference on the given BayesNet""" super(DecisionNetwork, self).__init__() self.action = action self.infer = infer def best_action(self): """Return the best action in the network""" return self.action def get_utility(self, action, state): """Return the utility for a particular action and state in the network""" raise NotImplementedError def get_expected_utility(self, action, evidence): """Compute the expected utility given an action and evidence""" u = 0.0 prob_dist = self.infer(action, evidence, self).prob for item, _ in prob_dist.items(): u += prob_dist[item] * self.get_utility(action, item) return u class InformationGatheringAgent(Agent): """A simple information gathering agent. The agent works by repeatedly selecting the observation with the highest information value, until the cost of the next observation is greater than its expected benefit. [Figure 16.9]""" def __init__(self, decnet, infer, initial_evidence=None): """decnet: a decision network infer: the preferred method to carry out inference on the given decision network initial_evidence: initial evidence""" self.decnet = decnet self.infer = infer self.observation = initial_evidence or [] self.variables = self.decnet.nodes def integrate_percept(self, percept): """Integrate the given percept into the decision network""" raise NotImplementedError def execute(self, percept): """Execute the information gathering algorithm""" self.observation = self.integrate_percept(percept) vpis = self.vpi_cost_ratio(self.variables) j = argmax(vpis) variable = self.variables[j] if self.vpi(variable) > self.cost(variable): return self.request(variable) return self.decnet.best_action() def request(self, variable): """Return the value of the given random variable as the next percept""" raise NotImplementedError def cost(self, var): """Return the cost of obtaining evidence through tests, consultants or questions""" raise NotImplementedError def vpi_cost_ratio(self, variables): """Return the VPI to cost ratio for the given variables""" v_by_c = [] for var in variables: v_by_c.append(self.vpi(var) / self.cost(var)) return v_by_c def vpi(self, variable): """Return VPI for a given variable""" vpi = 0.0 prob_dist = self.infer(variable, self.observation, self.decnet).prob for item, _ in prob_dist.items(): post_prob = prob_dist[item] new_observation = list(self.observation) new_observation.append(item) expected_utility = self.decnet.get_expected_utility(variable, new_observation) vpi += post_prob * expected_utility vpi -= self.decnet.get_expected_utility(variable, self.observation) return vpi class BayesNode: """A conditional probability distribution for a boolean variable, P(X | parents). Part of a BayesNet.""" def __init__(self, X, parents, cpt): """X is a variable name, and parents a sequence of variable names or a space-separated string. cpt, the conditional probability table, takes one of these forms: * A number, the unconditional probability P(X=true). You can use this form when there are no parents. * A dict {v: p, ...}, the conditional probability distribution P(X=true | parent=v) = p. When there's just one parent. * A dict {(v1, v2, ...): p, ...}, the distribution P(X=true | parent1=v1, parent2=v2, ...) = p. Each key must have as many values as there are parents. You can use this form always; the first two are just conveniences. In all cases the probability of X being false is left implicit, since it follows from P(X=true). >>> X = BayesNode('X', '', 0.2) >>> Y = BayesNode('Y', 'P', {T: 0.2, F: 0.7}) >>> Z = BayesNode('Z', 'P Q', ... {(T, T): 0.2, (T, F): 0.3, (F, T): 0.5, (F, F): 0.7}) """ if isinstance(parents, str): parents = parents.split() # We store the table always in the third form above. if isinstance(cpt, (float, int)): # no parents, 0-tuple cpt = {(): cpt} elif isinstance(cpt, dict): # one parent, 1-tuple if cpt and isinstance(list(cpt.keys())[0], bool): cpt = {(v,): p for v, p in cpt.items()} assert isinstance(cpt, dict) for vs, p in cpt.items(): assert isinstance(vs, tuple) and len(vs) == len(parents) assert all(isinstance(v, bool) for v in vs) assert 0 <= p <= 1 self.variable = X self.parents = parents self.cpt = cpt self.children = [] def p(self, value, event): """Return the conditional probability P(X=value | parents=parent_values), where parent_values are the values of parents in event. (event must assign each parent a value.) >>> bn = BayesNode('X', 'Burglary', {T: 0.2, F: 0.625}) >>> bn.p(False, {'Burglary': False, 'Earthquake': True}) 0.375""" assert isinstance(value, bool) ptrue = self.cpt[event_values(event, self.parents)] return ptrue if value else 1 - ptrue def sample(self, event): """Sample from the distribution for this variable conditioned on event's values for parent_variables. That is, return True/False at random according with the conditional probability given the parents.""" return probability(self.p(True, event)) def __repr__(self): return repr((self.variable, ' '.join(self.parents))) # Burglary example [Figure 14.2] T, F = True, False burglary = BayesNet([ ('Burglary', '', 0.001), ('Earthquake', '', 0.002), ('Alarm', 'Burglary Earthquake', {(T, T): 0.95, (T, F): 0.94, (F, T): 0.29, (F, F): 0.001}), ('JohnCalls', 'Alarm', {T: 0.90, F: 0.05}), ('MaryCalls', 'Alarm', {T: 0.70, F: 0.01}) ]) # ______________________________________________________________________________ def enumeration_ask(X, e, bn): """Return the conditional probability distribution of variable X given evidence e, from BayesNet bn. [Figure 14.9] >>> enumeration_ask('Burglary', dict(JohnCalls=T, MaryCalls=T), burglary ... ).show_approx() 'False: 0.716, True: 0.284'""" assert X not in e, "Query variable must be distinct from evidence" Q = ProbDist(X) for xi in bn.variable_values(X): Q[xi] = enumerate_all(bn.variables, extend(e, X, xi), bn) return Q.normalize() def enumerate_all(variables, e, bn): """Return the sum of those entries in P(variables | e{others}) consistent with e, where P is the joint distribution represented by bn, and e{others} means e restricted to bn's other variables (the ones other than variables). Parents must precede children in variables.""" if not variables: return 1.0 Y, rest = variables[0], variables[1:] Ynode = bn.variable_node(Y) if Y in e: return Ynode.p(e[Y], e) * enumerate_all(rest, e, bn) else: return sum(Ynode.p(y, e) * enumerate_all(rest, extend(e, Y, y), bn) for y in bn.variable_values(Y)) # ______________________________________________________________________________ def elimination_ask(X, e, bn): """Compute bn's P(X|e) by variable elimination. [Figure 14.11] >>> elimination_ask('Burglary', dict(JohnCalls=T, MaryCalls=T), burglary ... ).show_approx() 'False: 0.716, True: 0.284'""" assert X not in e, "Query variable must be distinct from evidence" factors = [] for var in reversed(bn.variables): factors.append(make_factor(var, e, bn)) if is_hidden(var, X, e): factors = sum_out(var, factors, bn) return pointwise_product(factors, bn).normalize() def is_hidden(var, X, e): """Is var a hidden variable when querying P(X|e)?""" return var != X and var not in e def make_factor(var, e, bn): """Return the factor for var in bn's joint distribution given e. That is, bn's full joint distribution, projected to accord with e, is the pointwise product of these factors for bn's variables.""" node = bn.variable_node(var) variables = [X for X in [var] + node.parents if X not in e] cpt = {event_values(e1, variables): node.p(e1[var], e1) for e1 in all_events(variables, bn, e)} return Factor(variables, cpt) def pointwise_product(factors, bn): return reduce(lambda f, g: f.pointwise_product(g, bn), factors) def sum_out(var, factors, bn): """Eliminate var from all factors by summing over its values.""" result, var_factors = [], [] for f in factors: (var_factors if var in f.variables else result).append(f) result.append(pointwise_product(var_factors, bn).sum_out(var, bn)) return result class Factor: """A factor in a joint distribution.""" def __init__(self, variables, cpt): self.variables = variables self.cpt = cpt def pointwise_product(self, other, bn): """Multiply two factors, combining their variables.""" variables = list(set(self.variables) | set(other.variables)) cpt = {event_values(e, variables): self.p(e) * other.p(e) for e in all_events(variables, bn, {})} return Factor(variables, cpt) def sum_out(self, var, bn): """Make a factor eliminating var by summing over its values.""" variables = [X for X in self.variables if X != var] cpt = {event_values(e, variables): sum(self.p(extend(e, var, val)) for val in bn.variable_values(var)) for e in all_events(variables, bn, {})} return Factor(variables, cpt) def normalize(self): """Return my probabilities; must be down to one variable.""" assert len(self.variables) == 1 return ProbDist(self.variables[0], {k: v for ((k,), v) in self.cpt.items()}) def p(self, e): """Look up my value tabulated for e.""" return self.cpt[event_values(e, self.variables)] def all_events(variables, bn, e): """Yield every way of extending e with values for all variables.""" if not variables: yield e else: X, rest = variables[0], variables[1:] for e1 in all_events(rest, bn, e): for x in bn.variable_values(X): yield extend(e1, X, x) # ______________________________________________________________________________ # [Figure 14.12a]: sprinkler network sprinkler = BayesNet([ ('Cloudy', '', 0.5), ('Sprinkler', 'Cloudy', {T: 0.10, F: 0.50}), ('Rain', 'Cloudy', {T: 0.80, F: 0.20}), ('WetGrass', 'Sprinkler Rain', {(T, T): 0.99, (T, F): 0.90, (F, T): 0.90, (F, F): 0.00})]) # ______________________________________________________________________________ def prior_sample(bn): """Randomly sample from bn's full joint distribution. The result is a {variable: value} dict. [Figure 14.13]""" event = {} for node in bn.nodes: event[node.variable] = node.sample(event) return event # _________________________________________________________________________ def rejection_sampling(X, e, bn, N=10000): """Estimate the probability distribution of variable X given evidence e in BayesNet bn, using N samples. [Figure 14.14] Raises a ZeroDivisionError if all the N samples are rejected, i.e., inconsistent with e. >>> random.seed(47) >>> rejection_sampling('Burglary', dict(JohnCalls=T, MaryCalls=T), ... burglary, 10000).show_approx() 'False: 0.7, True: 0.3' """ counts = {x: 0 for x in bn.variable_values(X)} # bold N in [Figure 14.14] for j in range(N): sample = prior_sample(bn) # boldface x in [Figure 14.14] if consistent_with(sample, e): counts[sample[X]] += 1 return ProbDist(X, counts) def consistent_with(event, evidence): """Is event consistent with the given evidence?""" return all(evidence.get(k, v) == v for k, v in event.items()) # _________________________________________________________________________ def likelihood_weighting(X, e, bn, N=10000): """Estimate the probability distribution of variable X given evidence e in BayesNet bn. [Figure 14.15] >>> random.seed(1017) >>> likelihood_weighting('Burglary', dict(JohnCalls=T, MaryCalls=T), ... burglary, 10000).show_approx() 'False: 0.702, True: 0.298' """ W = {x: 0 for x in bn.variable_values(X)} for j in range(N): sample, weight = weighted_sample(bn, e) # boldface x, w in [Figure 14.15] W[sample[X]] += weight return ProbDist(X, W) def weighted_sample(bn, e): """Sample an event from bn that's consistent with the evidence e; return the event and its weight, the likelihood that the event accords to the evidence.""" w = 1 event = dict(e) # boldface x in [Figure 14.15] for node in bn.nodes: Xi = node.variable if Xi in e: w *= node.p(e[Xi], event) else: event[Xi] = node.sample(event) return event, w # _________________________________________________________________________ def gibbs_ask(X, e, bn, N=1000): """[Figure 14.16]""" assert X not in e, "Query variable must be distinct from evidence" counts = {x: 0 for x in bn.variable_values(X)} # bold N in [Figure 14.16] Z = [var for var in bn.variables if var not in e] state = dict(e) # boldface x in [Figure 14.16] for Zi in Z: state[Zi] = random.choice(bn.variable_values(Zi)) for j in range(N): for Zi in Z: state[Zi] = markov_blanket_sample(Zi, state, bn) counts[state[X]] += 1 return ProbDist(X, counts) def markov_blanket_sample(X, e, bn): """Return a sample from P(X | mb) where mb denotes that the variables in the Markov blanket of X take their values from event e (which must assign a value to each). The Markov blanket of X is X's parents, children, and children's parents.""" Xnode = bn.variable_node(X) Q = ProbDist(X) for xi in bn.variable_values(X): ei = extend(e, X, xi) # [Equation 14.12:] Q[xi] = Xnode.p(xi, e) * product(Yj.p(ei[Yj.variable], ei) for Yj in Xnode.children) # (assuming a Boolean variable here) return probability(Q.normalize()[True]) # _________________________________________________________________________ class HiddenMarkovModel: """A Hidden markov model which takes Transition model and Sensor model as inputs""" def __init__(self, transition_model, sensor_model, prior=None): self.transition_model = transition_model self.sensor_model = sensor_model self.prior = prior or [0.5, 0.5] def sensor_dist(self, ev): if ev is True: return self.sensor_model[0] else: return self.sensor_model[1] def forward(HMM, fv, ev): prediction = vector_add(scalar_vector_product(fv[0], HMM.transition_model[0]), scalar_vector_product(fv[1], HMM.transition_model[1])) sensor_dist = HMM.sensor_dist(ev) return normalize(element_wise_product(sensor_dist, prediction)) def backward(HMM, b, ev): sensor_dist = HMM.sensor_dist(ev) prediction = element_wise_product(sensor_dist, b) return normalize(vector_add(scalar_vector_product(prediction[0], HMM.transition_model[0]), scalar_vector_product(prediction[1], HMM.transition_model[1]))) def forward_backward(HMM, ev, prior): """[Figure 15.4] Forward-Backward algorithm for smoothing. Computes posterior probabilities of a sequence of states given a sequence of observations.""" t = len(ev) ev.insert(0, None) # to make the code look similar to pseudo code fv = [[0.0, 0.0] for _ in range(len(ev))] b = [1.0, 1.0] bv = [b] # we don't need bv; but we will have a list of all backward messages here sv = [[0, 0] for _ in range(len(ev))] fv[0] = prior for i in range(1, t + 1): fv[i] = forward(HMM, fv[i - 1], ev[i]) for i in range(t, -1, -1): sv[i - 1] = normalize(element_wise_product(fv[i], b)) b = backward(HMM, b, ev[i]) bv.append(b) sv = sv[::-1] return sv def viterbi(HMM, ev, prior): """[Figure 15.5] Viterbi algorithm to find the most likely sequence. Computes the best path, given an HMM model and a sequence of observations.""" t = len(ev) ev.insert(0, None) m = [[0.0, 0.0] for _ in range(len(ev) - 1)] # the recursion is initialized with m1 = forward(P(X0), e1) m[0] = forward(HMM, prior, ev[1]) for i in range(1, t): m[i] = element_wise_product(HMM.sensor_dist(ev[i + 1]), [max(element_wise_product(HMM.transition_model[0], m[i - 1])), max(element_wise_product(HMM.transition_model[1], m[i - 1]))]) path = [0.0] * (len(ev) - 1) # the construction of the most likely sequence starts in the final state with the largest probability, # and runs backwards; the algorithm needs to store for each xt its best predecessor xt-1 for i in range(t, -1, -1): path[i - 1] = max(m[i - 1]) return path # _________________________________________________________________________ def fixed_lag_smoothing(e_t, HMM, d, ev, t): """[Figure 15.6] Smoothing algorithm with a fixed time lag of 'd' steps. Online algorithm that outputs the new smoothed estimate if observation for new time step is given.""" ev.insert(0, None) T_model = HMM.transition_model f = HMM.prior B = [[1, 0], [0, 1]] evidence = [] evidence.append(e_t) O_t = vector_to_diagonal(HMM.sensor_dist(e_t)) if t > d: f = forward(HMM, f, e_t) O_tmd = vector_to_diagonal(HMM.sensor_dist(ev[t - d])) B = matrix_multiplication(inverse_matrix(O_tmd), inverse_matrix(T_model), B, T_model, O_t) else: B = matrix_multiplication(B, T_model, O_t) t += 1 if t > d: # always returns a 1x2 matrix return [normalize(i) for i in matrix_multiplication([f], B)][0] else: return None # _________________________________________________________________________ def particle_filtering(e, N, HMM): """Particle filtering considering two states variables.""" dist = [0.5, 0.5] # Weight Initialization w = [0 for _ in range(N)] # STEP 1 # Propagate one step using transition model given prior state dist = vector_add(scalar_vector_product(dist[0], HMM.transition_model[0]), scalar_vector_product(dist[1], HMM.transition_model[1])) # Assign state according to probability s = ['A' if probability(dist[0]) else 'B' for _ in range(N)] w_tot = 0 # Calculate importance weight given evidence e for i in range(N): if s[i] == 'A': # P(U|A)*P(A) w_i = HMM.sensor_dist(e)[0] * dist[0] if s[i] == 'B': # P(U|B)*P(B) w_i = HMM.sensor_dist(e)[1] * dist[1] w[i] = w_i w_tot += w_i # Normalize all the weights for i in range(N): w[i] = w[i] / w_tot # Limit weights to 4 digits for i in range(N): w[i] = float("{0:.4f}".format(w[i])) # STEP 2 s = weighted_sample_with_replacement(N, s, w) return s # _________________________________________________________________________ # TODO: Implement continuous map for MonteCarlo similar to Fig25.10 from the book class MCLmap: """Map which provides probability distributions and sensor readings. Consists of discrete cells which are either an obstacle or empty""" def __init__(self, m): self.m = m self.nrows = len(m) self.ncols = len(m[0]) # list of empty spaces in the map self.empty = [(i, j) for i in range(self.nrows) for j in range(self.ncols) if not m[i][j]] def sample(self): """Returns a random kinematic state possible in the map""" pos = random.choice(self.empty) # 0N 1E 2S 3W orient = random.choice(range(4)) kin_state = pos + (orient,) return kin_state def ray_cast(self, sensor_num, kin_state): """Returns distace to nearest obstacle or map boundary in the direction of sensor""" pos = kin_state[:2] orient = kin_state[2] # sensor layout when orientation is 0 (towards North) # 0 # 3R1 # 2 delta = ((sensor_num % 2 == 0) * (sensor_num - 1), (sensor_num % 2 == 1) * (2 - sensor_num)) # sensor direction changes based on orientation for _ in range(orient): delta = (delta[1], -delta[0]) range_count = 0 while (0 <= pos[0] < self.nrows) and (0 <= pos[1] < self.nrows) and (not self.m[pos[0]][pos[1]]): pos = vector_add(pos, delta) range_count += 1 return range_count def monte_carlo_localization(a, z, N, P_motion_sample, P_sensor, m, S=None): """Monte Carlo localization algorithm from Fig 25.9""" def ray_cast(sensor_num, kin_state, m): return m.ray_cast(sensor_num, kin_state) M = len(z) W = [0] * N S_ = [0] * N W_ = [0] * N v = a['v'] w = a['w'] if S is None: S = [m.sample() for _ in range(N)] for i in range(N): S_[i] = P_motion_sample(S[i], v, w) W_[i] = 1 for j in range(M): z_ = ray_cast(j, S_[i], m) W_[i] = W_[i] * P_sensor(z[j], z_) S = weighted_sample_with_replacement(N, S_, W_) return S