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comentários e macros em nno exemplo bayesiano
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@@ -121,7 +121,7 @@ citecolor=blue, | @@ -121,7 +121,7 @@ citecolor=blue, | ||
121 | 121 | ||
122 | \begin{abstract} | 122 | \begin{abstract} |
123 | \todo{rewrite} | 123 | \todo{rewrite} |
124 | - A major limitation of logical representations in real world applications is the implicit assumption that the \acl{BK} is perfect. This assumption is problematic if data is noisy, which is often the case. Here we aim to explore how \acl{ASP} specifications with probabilistic facts can lead to \remark{characterizations of probability functions}{Why is this important? Is this what `others in sota' are trying do to?} on the specification's domain. | 124 | + A major limitation of logical representations in real world applications is the implicit assumption that the \acl{BK} is perfect. This assumption is problematic if data is noisy, which is often the case. Here we aim to explore how \acl{ASP} specifications with probabilistic facts can lead to \remark{characterizations of probability functions}{Why is this important? Is this what `others in sota' are trying do to?} on the specification's domain. |
125 | \end{abstract} | 125 | \end{abstract} |
126 | 126 | ||
127 | \section{Introduction and Motivation} | 127 | \section{Introduction and Motivation} |
@@ -143,10 +143,10 @@ Our goal is to extend this probability, from \acp{TC}, to cover the \emph{specif | @@ -143,10 +143,10 @@ Our goal is to extend this probability, from \acp{TC}, to cover the \emph{specif | ||
143 | 143 | ||
144 | \begin{enumerate} | 144 | \begin{enumerate} |
145 | \item Support probabilistic reasoning/tasks on the specification domain. | 145 | \item Support probabilistic reasoning/tasks on the specification domain. |
146 | - \item Also, given a dataset and a divergence measure, the specification can be scored (by the divergence w.r.t.\ the \emph{empiric} distribution of the dataset), and weighted or sorted amongst other specifications. These are key ingredients in algorithms searching, for example, optimal specifications of a dataset. | 146 | + \item Also, given a dataset and a divergence measure, the specification can be scored (by the divergence w.r.t.\ the \emph{empiric} distribution of the dataset), and weighted or sorted amongst other specifications. These are key ingredients in algorithms searching, for example, optimal specifications of a dataset. |
147 | \end{enumerate} | 147 | \end{enumerate} |
148 | 148 | ||
149 | -Our idea to extend probabilities starts with the stance that a specification describes an \emph{observable system} and that observed events must be related with the \acp{SM} of that specification. From here, probabilities must be extended from \aclp{TC} to \acp{SM} and then from \acp{SM} to any event. | 149 | +Our idea to extend probabilities starts with the stance that a specification describes an \emph{observable system} and that observed events must be related with the \acp{SM} of that specification. From here, probabilities must be extended from \aclp{TC} to \acp{SM} and then from \acp{SM} to any event. |
150 | 150 | ||
151 | Extending probability from \acp{TC} to \acp{SM} faces a critical problem, illustrated by the example in \cref{sec:example.1}, concerning situations where multiple \acp{SM}, $ab$ and $ac$, result from a single \ac{TC}, $a$, but there is not enough information (in the specification) to assign a single probability to each \ac{SM}. We propose to address this issue by using algebraic variables to describe that lack of information and then estimate the value of those variables from empirical data. | 151 | Extending probability from \acp{TC} to \acp{SM} faces a critical problem, illustrated by the example in \cref{sec:example.1}, concerning situations where multiple \acp{SM}, $ab$ and $ac$, result from a single \ac{TC}, $a$, but there is not enough information (in the specification) to assign a single probability to each \ac{SM}. We propose to address this issue by using algebraic variables to describe that lack of information and then estimate the value of those variables from empirical data. |
152 | 152 | ||
@@ -165,48 +165,48 @@ In a related work, \cite{verreet2022inference}, epistemic uncertainty (or model | @@ -165,48 +165,48 @@ In a related work, \cite{verreet2022inference}, epistemic uncertainty (or model | ||
165 | 165 | ||
166 | \begin{example}\label{running.example} | 166 | \begin{example}\label{running.example} |
167 | Consider the following specification | 167 | Consider the following specification |
168 | - | 168 | + |
169 | \begin{equation} | 169 | \begin{equation} |
170 | \begin{aligned} | 170 | \begin{aligned} |
171 | - \probfact{0.3}{a}&,\cr | ||
172 | - b \vee c& \leftarrow a. | 171 | + \probfact{0.3}{a} & ,\cr |
172 | + b \vee c & \leftarrow a. | ||
173 | \end{aligned} | 173 | \end{aligned} |
174 | \label{eq:example.1} | 174 | \label{eq:example.1} |
175 | \end{equation} | 175 | \end{equation} |
176 | - | 176 | + |
177 | This specification has three \aclp{SM}, $\co{a}, ab$ and $ac$ (see \cref{fig:running.example}). While it is straightforward to set $P(\co{a})=0.7$, there is no further information to assign values to $P(ab)$ and $P(ac)$. Assuming that the \acfp{SM} are (probabilistically) independent, we can use a parameter $\theta$ such that | 177 | This specification has three \aclp{SM}, $\co{a}, ab$ and $ac$ (see \cref{fig:running.example}). While it is straightforward to set $P(\co{a})=0.7$, there is no further information to assign values to $P(ab)$ and $P(ac)$. Assuming that the \acfp{SM} are (probabilistically) independent, we can use a parameter $\theta$ such that |
178 | 178 | ||
179 | $$ | 179 | $$ |
180 | - \begin{aligned} | ||
181 | - P(ab) &= 0.3 \theta,\cr | ||
182 | - P(ac) &= 0.3 (1 - \theta). | ||
183 | - \end{aligned} | 180 | + \begin{aligned} |
181 | + P(ab) & = 0.3 \theta,\cr | ||
182 | + P(ac) & = 0.3 (1 - \theta). | ||
183 | + \end{aligned} | ||
184 | $$ | 184 | $$ |
185 | -\end{example} | 185 | +\end{example} |
186 | 186 | ||
187 | While uncertainty is inherent to the specification it can be mitigated with the help of a dataset: the parameter $\theta$ can be estimated from a empirical distribution \todo{or we can have a distribution of $\theta$}. \todo{point to examples of this in following sections.} | 187 | While uncertainty is inherent to the specification it can be mitigated with the help of a dataset: the parameter $\theta$ can be estimated from a empirical distribution \todo{or we can have a distribution of $\theta$}. \todo{point to examples of this in following sections.} |
188 | 188 | ||
189 | In summary, if an \ac{ASP} specification is intended to describe some observable system then: | 189 | In summary, if an \ac{ASP} specification is intended to describe some observable system then: |
190 | 190 | ||
191 | \begin{enumerate} | 191 | \begin{enumerate} |
192 | - | 192 | + |
193 | \item Observations can be used to estimate the value of the parameters (such as $\theta$ above and others entailed from further clauses). | 193 | \item Observations can be used to estimate the value of the parameters (such as $\theta$ above and others entailed from further clauses). |
194 | - | 194 | + |
195 | \item \todo{What about the case where we already know a distribution of $\theta$?} | 195 | \item \todo{What about the case where we already know a distribution of $\theta$?} |
196 | - | ||
197 | - \item With a probability set for the \aclp{SM}, we want to extend it to all the events of the specification domain. | ||
198 | - | 196 | + |
197 | + \item With a probability set for the \aclp{SM}, we want to extend it to all the events of the specification domain. | ||
198 | + | ||
199 | \item This extended probability can then be related to the \emph{empirical distribution}, using a probability divergence, such as \ac{KL}; and the divergence value used as a \emph{performance} measure of the specification with respect to the observations. | 199 | \item This extended probability can then be related to the \emph{empirical distribution}, using a probability divergence, such as \ac{KL}; and the divergence value used as a \emph{performance} measure of the specification with respect to the observations. |
200 | - | 200 | + |
201 | \item If that specification is only but one of many possible candidates then that performance measure can be used, \emph{e.g.} as fitness, by algorithms searching (optimal) specifications of a dataset of observations. | 201 | \item If that specification is only but one of many possible candidates then that performance measure can be used, \emph{e.g.} as fitness, by algorithms searching (optimal) specifications of a dataset of observations. |
202 | - | 202 | + |
203 | \end{enumerate} | 203 | \end{enumerate} |
204 | 204 | ||
205 | \begin{quote} | 205 | \begin{quote} |
206 | - \todo{Expand this:} If observations are not consistent with the models of the specification, then the specification is wrong and must be changed. | 206 | + \todo{Expand this:} If observations are not consistent with the models of the specification, then the specification is wrong and must be changed. |
207 | \end{quote} | 207 | \end{quote} |
208 | 208 | ||
209 | -Currently, we are addressing the problem of extending a probability function (possibly using parameters such as $\theta$), defined on the \acp{SM} of a specification, to all the events of that specification. Of course, this extension must satisfy the Kolmogorov axioms of probability so that probabilistic reasoning is consistent with the \ac{ASP} specification. | 209 | +Currently, we are addressing the problem of extending a probability function (possibly using parameters such as $\theta$), defined on the \acp{SM} of a specification, to all the events of that specification. Of course, this extension must satisfy the Kolmogorov axioms of probability so that probabilistic reasoning is consistent with the \ac{ASP} specification. |
210 | 210 | ||
211 | The conditional independence of stable worlds asserts the \remark{least informed strategy}{references?} that we discussed in the introduction and make explicit here: | 211 | The conditional independence of stable worlds asserts the \remark{least informed strategy}{references?} that we discussed in the introduction and make explicit here: |
212 | 212 | ||
@@ -237,7 +237,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | @@ -237,7 +237,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | ||
237 | % ---- | 237 | % ---- |
238 | \draw[doubt] (a) to[bend left] (ab); | 238 | \draw[doubt] (a) to[bend left] (ab); |
239 | \draw[doubt] (a) to[bend right] (ac); | 239 | \draw[doubt] (a) to[bend right] (ac); |
240 | - | 240 | + |
241 | \draw[doubt] (ab) to[bend left] (abc); | 241 | \draw[doubt] (ab) to[bend left] (abc); |
242 | \draw[doubt] (ab) to[bend right] (abC); | 242 | \draw[doubt] (ab) to[bend right] (abC); |
243 | 243 | ||
@@ -245,14 +245,14 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | @@ -245,14 +245,14 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | ||
245 | \draw[doubt] (ac) to[bend left] (aBc); | 245 | \draw[doubt] (ac) to[bend left] (aBc); |
246 | 246 | ||
247 | \draw[doubt, dash dot] (Ac) to (Abc); | 247 | \draw[doubt, dash dot] (Ac) to (Abc); |
248 | - | 248 | + |
249 | \draw[doubt] (A) to (Ac); | 249 | \draw[doubt] (A) to (Ac); |
250 | \draw[doubt] (A) to (Abc); | 250 | \draw[doubt] (A) to (Abc); |
251 | - | 251 | + |
252 | \draw[doubt] (ab) to[bend right] (E); | 252 | \draw[doubt] (ab) to[bend right] (E); |
253 | \draw[doubt] (ac) to[bend right] (E); | 253 | \draw[doubt] (ac) to[bend right] (E); |
254 | \draw[doubt] (A) to[bend left] (E); | 254 | \draw[doubt] (A) to[bend left] (E); |
255 | - | 255 | + |
256 | \draw[doubt] (ab) to (b); | 256 | \draw[doubt] (ab) to (b); |
257 | \draw[doubt] (ac) to (c); | 257 | \draw[doubt] (ac) to (c); |
258 | % \draw[doubt] (ab) to[bend left] (a); | 258 | % \draw[doubt] (ab) to[bend left] (a); |
@@ -263,7 +263,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | @@ -263,7 +263,7 @@ The \aclp{SM} $ab, ac$ from \cref{running.example} result from the clause $b \v | ||
263 | \draw[doubt, dash dot] (c) to[bend right] (Ac); | 263 | \draw[doubt, dash dot] (c) to[bend right] (Ac); |
264 | \end{tikzpicture} | 264 | \end{tikzpicture} |
265 | \end{center} | 265 | \end{center} |
266 | - | 266 | + |
267 | \caption{Events related to the \aclp{SM} of \cref{running.example}. The circle nodes are \aclp{TC} and shaded nodes are \aclp{SM}. The \emph{empty event}, with no literals, is denoted by $\emptyevent$. Notice that the event $bc$ is not related with any \acl{SM}.} | 267 | \caption{Events related to the \aclp{SM} of \cref{running.example}. The circle nodes are \aclp{TC} and shaded nodes are \aclp{SM}. The \emph{empty event}, with no literals, is denoted by $\emptyevent$. Notice that the event $bc$ is not related with any \acl{SM}.} |
268 | \label{fig:running.example} | 268 | \label{fig:running.example} |
269 | \end{figure} | 269 | \end{figure} |
@@ -293,99 +293,99 @@ The diagram in \cref{fig:running.example} illustrates the problem of extending p | @@ -293,99 +293,99 @@ The diagram in \cref{fig:running.example} illustrates the problem of extending p | ||
293 | \node[event, above = of A] (Ac) {$\co{a}c$}; | 293 | \node[event, above = of A] (Ac) {$\co{a}c$}; |
294 | \node[event, above right = of Ac] (Abc) {$\co{a}bc$}; | 294 | \node[event, above right = of Ac] (Abc) {$\co{a}bc$}; |
295 | % ---- | 295 | % ---- |
296 | - \path[draw, rounded corners, pattern=north west lines, opacity=0.2] | ||
297 | - (ab.west) -- | ||
298 | - (ab.north west) -- | ||
299 | - % | ||
300 | - (abC.south west) -- | ||
301 | - (abC.north west) -- | ||
302 | - (abC.north) -- | ||
303 | - % | ||
304 | - (abc.north east) -- | ||
305 | - (abc.east) -- | ||
306 | - (abc.south east) -- | ||
307 | - % | ||
308 | - (ab.north east) -- | ||
309 | - (ab.east) -- | ||
310 | - (ab.south east) -- | ||
311 | - % | ||
312 | - (a.north east) -- | ||
313 | - % | ||
314 | - (E.north east) -- | ||
315 | - (E.east) -- | ||
316 | - (E.south east) -- | ||
317 | - (E.south) -- | ||
318 | - (E.south west) -- | ||
319 | - % | ||
320 | - (b.south west) -- | ||
321 | - % | ||
322 | - (ab.west) | 296 | + \path[draw, rounded corners, pattern=north west lines, opacity=0.2] |
297 | + (ab.west) -- | ||
298 | + (ab.north west) -- | ||
299 | + % | ||
300 | + (abC.south west) -- | ||
301 | + (abC.north west) -- | ||
302 | + (abC.north) -- | ||
303 | + % | ||
304 | + (abc.north east) -- | ||
305 | + (abc.east) -- | ||
306 | + (abc.south east) -- | ||
307 | + % | ||
308 | + (ab.north east) -- | ||
309 | + (ab.east) -- | ||
310 | + (ab.south east) -- | ||
311 | + % | ||
312 | + (a.north east) -- | ||
313 | + % | ||
314 | + (E.north east) -- | ||
315 | + (E.east) -- | ||
316 | + (E.south east) -- | ||
317 | + (E.south) -- | ||
318 | + (E.south west) -- | ||
319 | + % | ||
320 | + (b.south west) -- | ||
321 | + % | ||
322 | + (ab.west) | ||
323 | ; | 323 | ; |
324 | % ---- | 324 | % ---- |
325 | - \path[draw, rounded corners, pattern=north east lines, opacity=0.2] | ||
326 | - (ac.south west) -- | ||
327 | - (ac.west) -- | ||
328 | - (ac.north west) -- | ||
329 | - % | ||
330 | - (abc.south west) -- | ||
331 | - (abc.west) -- | ||
332 | - (abc.north west) -- | ||
333 | - % | ||
334 | - (aBc.north east) -- | ||
335 | - (aBc.east) -- | ||
336 | - (aBc.south east) -- | ||
337 | - % | ||
338 | - (ac.north east) -- | ||
339 | - % | ||
340 | - (c.east) -- | ||
341 | - % | ||
342 | - (E.east) -- | ||
343 | - (E.south east) -- | ||
344 | - (E.south) -- | ||
345 | - (E.south west) -- | ||
346 | - % | ||
347 | - (a.south west) -- | ||
348 | - (a.west) -- | ||
349 | - (a.north west) -- | ||
350 | - (a.north) -- | ||
351 | - % | ||
352 | - (ac.south west) | 325 | + \path[draw, rounded corners, pattern=north east lines, opacity=0.2] |
326 | + (ac.south west) -- | ||
327 | + (ac.west) -- | ||
328 | + (ac.north west) -- | ||
329 | + % | ||
330 | + (abc.south west) -- | ||
331 | + (abc.west) -- | ||
332 | + (abc.north west) -- | ||
333 | + % | ||
334 | + (aBc.north east) -- | ||
335 | + (aBc.east) -- | ||
336 | + (aBc.south east) -- | ||
337 | + % | ||
338 | + (ac.north east) -- | ||
339 | + % | ||
340 | + (c.east) -- | ||
341 | + % | ||
342 | + (E.east) -- | ||
343 | + (E.south east) -- | ||
344 | + (E.south) -- | ||
345 | + (E.south west) -- | ||
346 | + % | ||
347 | + (a.south west) -- | ||
348 | + (a.west) -- | ||
349 | + (a.north west) -- | ||
350 | + (a.north) -- | ||
351 | + % | ||
352 | + (ac.south west) | ||
353 | ; | 353 | ; |
354 | % ---- | 354 | % ---- |
355 | \path[draw, rounded corners, pattern=horizontal lines, opacity=0.2] | 355 | \path[draw, rounded corners, pattern=horizontal lines, opacity=0.2] |
356 | - % (A.north west) -- | ||
357 | - % | ||
358 | - (Ac.north west) -- | ||
359 | - % | ||
360 | - (Abc.north west) -- | ||
361 | - (Abc.north) -- | ||
362 | - (Abc.north east) -- | ||
363 | - (Abc.south east) -- | ||
364 | - % | ||
365 | - % (Ac.north east) -- | ||
366 | - % (Ac.east) -- | ||
367 | - % | ||
368 | - % (A.east) -- | ||
369 | - (A.south east) -- | ||
370 | - % | ||
371 | - (E.south east) -- | ||
372 | - (E.south) -- | ||
373 | - (E.south west) -- | ||
374 | - (E.west) -- | ||
375 | - (E.north west) -- | ||
376 | - % | ||
377 | - (Ac.north west) | 356 | + % (A.north west) -- |
357 | + % | ||
358 | + (Ac.north west) -- | ||
359 | + % | ||
360 | + (Abc.north west) -- | ||
361 | + (Abc.north) -- | ||
362 | + (Abc.north east) -- | ||
363 | + (Abc.south east) -- | ||
364 | + % | ||
365 | + % (Ac.north east) -- | ||
366 | + % (Ac.east) -- | ||
367 | + % | ||
368 | + % (A.east) -- | ||
369 | + (A.south east) -- | ||
370 | + % | ||
371 | + (E.south east) -- | ||
372 | + (E.south) -- | ||
373 | + (E.south west) -- | ||
374 | + (E.west) -- | ||
375 | + (E.north west) -- | ||
376 | + % | ||
377 | + (Ac.north west) | ||
378 | ; | 378 | ; |
379 | \end{tikzpicture} | 379 | \end{tikzpicture} |
380 | \end{center} | 380 | \end{center} |
381 | - | 381 | + |
382 | \caption{Classes (of consistent events) related to the \aclp{SM} of \cref{running.example} are defined through intersections and inclusions. \todo{write the caption}} | 382 | \caption{Classes (of consistent events) related to the \aclp{SM} of \cref{running.example} are defined through intersections and inclusions. \todo{write the caption}} |
383 | \label{fig:running.example.classes} | 383 | \label{fig:running.example.classes} |
384 | \end{figure} | 384 | \end{figure} |
385 | 385 | ||
386 | -Given an ASP specification, | 386 | +Given an ASP specification, |
387 | \remark{{\bruno Introduce also the sets mentioned below}}{how?} | 387 | \remark{{\bruno Introduce also the sets mentioned below}}{how?} |
388 | - we consider the \emph{atoms} $a \in \fml{A}$ and \emph{literals}, $z \in \fml{L}$, \emph{events} $e \in \fml{E} \iff e \subseteq \fml{L}$ and \emph{worlds} $w \in \fml{W}$ (consistent events), \emph{\aclp{TC} } $t \in \fml{T} \iff t = a \vee \neg a$ and \emph{\aclp{SM} } $s \in \fml{S}\subset\fml{W}$. | 388 | +we consider the \emph{atoms} $a \in \fml{A}$ and \emph{literals}, $z \in \fml{L}$, \emph{events} $e \in \fml{E} \iff e \subseteq \fml{L}$ and \emph{worlds} $w \in \fml{W}$ (consistent events), \emph{\aclp{TC} } $t \in \fml{T} \iff t = a \vee \neg a$ and \emph{\aclp{SM} } $s \in \fml{S}\subset\fml{W}$. |
389 | 389 | ||
390 | Our path starts with a perspective of \aclp{SM} as playing a role similar to \emph{prime} factors. The \aclp{SM} of a specification are the irreducible events entailed from that specification and any event must be \replace{interpreted}{considered} under its relation with the \aclp{SM}. | 390 | Our path starts with a perspective of \aclp{SM} as playing a role similar to \emph{prime} factors. The \aclp{SM} of a specification are the irreducible events entailed from that specification and any event must be \replace{interpreted}{considered} under its relation with the \aclp{SM}. |
391 | 391 | ||
@@ -400,11 +400,11 @@ This focus on the \acp{SM} leads to the following definition: | @@ -400,11 +400,11 @@ This focus on the \acp{SM} leads to the following definition: | ||
400 | \todo{expand this text to explain how the \aclp{SM} form the basis of the equivalence relation}. %This \replace{stance}{} leads to definition \ref{def:rel.events}: | 400 | \todo{expand this text to explain how the \aclp{SM} form the basis of the equivalence relation}. %This \replace{stance}{} leads to definition \ref{def:rel.events}: |
401 | 401 | ||
402 | \begin{definition}\label{def:stable.core} | 402 | \begin{definition}\label{def:stable.core} |
403 | - The \emph{\ac{SC}} of the event $e\in \fml{E}$ is | 403 | + The \emph{\ac{SC}} of the event $e\in \fml{E}$ is |
404 | \begin{equation} | 404 | \begin{equation} |
405 | \stablecore{e} := \set{s \in \fml{S} \given s \subseteq e \vee e \subseteq s} \label{eq:stable.core} | 405 | \stablecore{e} := \set{s \in \fml{S} \given s \subseteq e \vee e \subseteq s} \label{eq:stable.core} |
406 | \end{equation} | 406 | \end{equation} |
407 | - | 407 | + |
408 | \end{definition} | 408 | \end{definition} |
409 | 409 | ||
410 | We now define an equivalence relation, $\sim$, so that two events are related if either both are inconsistent or both are consistent with the same \acl{SC}. | 410 | We now define an equivalence relation, $\sim$, so that two events are related if either both are inconsistent or both are consistent with the same \acl{SC}. |
@@ -420,102 +420,102 @@ Observe that the minimality of \aclp{SM} implies that, in \cref{def:stable.core | @@ -420,102 +420,102 @@ Observe that the minimality of \aclp{SM} implies that, in \cref{def:stable.core | ||
420 | \begin{equation} | 420 | \begin{equation} |
421 | \class{e} = | 421 | \class{e} = |
422 | \begin{cases} | 422 | \begin{cases} |
423 | - \inconsistent := \fml{E} \setminus \fml{W} | ||
424 | - &\text{if~} e \in \fml{E} \setminus \fml{W}, \\ | 423 | + \inconsistent := \fml{E} \setminus \fml{W} |
424 | + & \text{if~} e \in \fml{E} \setminus \fml{W}, \\ | ||
425 | \set{u \in \fml{W} \given \stablecore{u} = \stablecore{e}} | 425 | \set{u \in \fml{W} \given \stablecore{u} = \stablecore{e}} |
426 | - &\text{if~} e \in \fml{W}, | 426 | + & \text{if~} e \in \fml{W}, |
427 | \end{cases}\label{eq:event.class} | 427 | \end{cases}\label{eq:event.class} |
428 | \end{equation} | 428 | \end{equation} |
429 | 429 | ||
430 | The subsets of the \aclp{SM}, together with $\inconsistent$, form a set of representatives. Consider again Example~\ref{running.example}. As previously mentioned, the \aclp{SM} are $\fml{S} = \co{a}, ab, ac$ so the quotient set of this relation is: | 430 | The subsets of the \aclp{SM}, together with $\inconsistent$, form a set of representatives. Consider again Example~\ref{running.example}. As previously mentioned, the \aclp{SM} are $\fml{S} = \co{a}, ab, ac$ so the quotient set of this relation is: |
431 | \begin{equation} | 431 | \begin{equation} |
432 | \class{\fml{E}} = \set{ | 432 | \class{\fml{E}} = \set{ |
433 | - \inconsistent, | ||
434 | - \indepclass, | ||
435 | - \class{\co{a}}, | ||
436 | - \class{ab}, | ||
437 | - \class{ac}, | ||
438 | - \class{\co{a}, ab}, | ||
439 | - \class{\co{a}, ac}, | ||
440 | - \class{ab, ac}, | ||
441 | - \class{\co{a}, ab, ac} | 433 | + \inconsistent, |
434 | + \indepclass, | ||
435 | + \class{\co{a}}, | ||
436 | + \class{ab}, | ||
437 | + \class{ac}, | ||
438 | + \class{\co{a}, ab}, | ||
439 | + \class{\co{a}, ac}, | ||
440 | + \class{ab, ac}, | ||
441 | + \class{\co{a}, ab, ac} | ||
442 | } | 442 | } |
443 | \end{equation} | 443 | \end{equation} |
444 | where $\indepclass$ denotes both the class of \emph{independent} events $e$ such that $\stablecore{e} = \emptyset$ and its core (which is the emptyset). We have: | 444 | where $\indepclass$ denotes both the class of \emph{independent} events $e$ such that $\stablecore{e} = \emptyset$ and its core (which is the emptyset). We have: |
445 | \begin{equation*} | 445 | \begin{equation*} |
446 | \begin{array}{l|lr} | 446 | \begin{array}{l|lr} |
447 | \text{\textbf{Core}}, \stablecore{e} | 447 | \text{\textbf{Core}}, \stablecore{e} |
448 | - & \text{\textbf{Class}}, \class{e} | ||
449 | - & \text{\textbf{Size}}, \# \class{e}\\ | ||
450 | - \hline | 448 | + & \text{\textbf{Class}}, \class{e} |
449 | + & \text{\textbf{Size}}, \# \class{e} \\ | ||
450 | + \hline | ||
451 | % | 451 | % |
452 | \inconsistent | 452 | \inconsistent |
453 | - & a\co{a}, \ldots | ||
454 | - & 37 | 453 | + & a\co{a}, \ldots |
454 | + & 37 | ||
455 | \\ | 455 | \\ |
456 | % | 456 | % |
457 | - \indepclass | ||
458 | - & \co{b}, \co{c}, bc, \co{b}a, \co{b}c, \co{b}\co{c}, \co{c}a, \co{c}b, \co{b}\co{c}a | ||
459 | - & 9 | 457 | + \indepclass |
458 | + & \co{b}, \co{c}, bc, \co{b}a, \co{b}c, \co{b}\co{c}, \co{c}a, \co{c}b, \co{b}\co{c}a | ||
459 | + & 9 | ||
460 | \\ | 460 | \\ |
461 | % | 461 | % |
462 | - \co{a} | ||
463 | - & \co{a}, \co{a}b, \co{a}c, \co{a}\co{b}, \co{a}\co{c}, \co{a}bc, \co{a}b\co{c}, \co{a}\co{b}c, \co{a}\co{b}\co{c} | ||
464 | - & 9 | 462 | + \co{a} |
463 | + & \co{a}, \co{a}b, \co{a}c, \co{a}\co{b}, \co{a}\co{c}, \co{a}bc, \co{a}b\co{c}, \co{a}\co{b}c, \co{a}\co{b}\co{c} | ||
464 | + & 9 | ||
465 | \\ | 465 | \\ |
466 | % | 466 | % |
467 | ab | 467 | ab |
468 | - & b, ab, ab\co{c} | ||
469 | - & 3 | 468 | + & b, ab, ab\co{c} |
469 | + & 3 | ||
470 | \\ | 470 | \\ |
471 | % | 471 | % |
472 | ac | 472 | ac |
473 | - & c, ac, a\co{b}c | ||
474 | - & 3 | 473 | + & c, ac, a\co{b}c |
474 | + & 3 | ||
475 | \\ | 475 | \\ |
476 | % | 476 | % |
477 | \co{a}, ab | 477 | \co{a}, ab |
478 | - & \emptyset | ||
479 | - & 0 | 478 | + & \emptyset |
479 | + & 0 | ||
480 | \\ | 480 | \\ |
481 | % | 481 | % |
482 | \co{a}, ac | 482 | \co{a}, ac |
483 | - & \emptyset | ||
484 | - & 0 | 483 | + & \emptyset |
484 | + & 0 | ||
485 | % | 485 | % |
486 | \\ | 486 | \\ |
487 | % | 487 | % |
488 | ab, ac | 488 | ab, ac |
489 | - & a, abc | ||
490 | - & 2 | 489 | + & a, abc |
490 | + & 2 | ||
491 | \\ | 491 | \\ |
492 | % | 492 | % |
493 | \co{a}, ab, ac | 493 | \co{a}, ab, ac |
494 | - & \emptyevent | ||
495 | - & 1 | 494 | + & \emptyevent |
495 | + & 1 | ||
496 | \\ | 496 | \\ |
497 | % | 497 | % |
498 | \hline | 498 | \hline |
499 | \Omega | 499 | \Omega |
500 | - & \text{all events} | ||
501 | - & 64 | 500 | + & \text{all events} |
501 | + & 64 | ||
502 | \end{array} | 502 | \end{array} |
503 | \end{equation*} | 503 | \end{equation*} |
504 | 504 | ||
505 | \begin{itemize} | 505 | \begin{itemize} |
506 | \item Since all events within an equivalence class are in relation with a specific set of \aclp{SM}, \emph{weights, including probability, should be constant within classes}: | 506 | \item Since all events within an equivalence class are in relation with a specific set of \aclp{SM}, \emph{weights, including probability, should be constant within classes}: |
507 | - \[ | ||
508 | - \forall u\in \class{e} \left(\mu\at{u} = \mu\at{e} \right). | ||
509 | - \] | 507 | + \[ |
508 | + \forall u\in \class{e} \left(\mu\at{u} = \mu\at{e} \right). | ||
509 | + \] | ||
510 | \item So, instead of dealing with $64 = 2^6$ events, we consider the $9 = 2^3 + 1$ classes, well defined in terms of combinations of the \aclp{SM}. In general, we have \emph{much more} \aclp{SM} than literals. Nevertheless, the equivalence classes allow us to propagate probabilities from \aclp{TC} to events, as explained in the next subsection. | 510 | \item So, instead of dealing with $64 = 2^6$ events, we consider the $9 = 2^3 + 1$ classes, well defined in terms of combinations of the \aclp{SM}. In general, we have \emph{much more} \aclp{SM} than literals. Nevertheless, the equivalence classes allow us to propagate probabilities from \aclp{TC} to events, as explained in the next subsection. |
511 | - % \item The extended probability \emph{events} are the \emph{classes}. | 511 | + % \item The extended probability \emph{events} are the \emph{classes}. |
512 | \end{itemize} | 512 | \end{itemize} |
513 | 513 | ||
514 | 514 | ||
515 | 515 | ||
516 | \subsection{From Total Choices to Events}\label{subsec:from.tchoices.to.events} | 516 | \subsection{From Total Choices to Events}\label{subsec:from.tchoices.to.events} |
517 | 517 | ||
518 | -\todo{Check adaptation} Our path to set a probability measure on $\fml{E}$ has two phases: | 518 | +\todo{Check adaptation} Our path to set a probability measure on $\fml{E}$ has two phases: |
519 | \begin{enumerate} | 519 | \begin{enumerate} |
520 | \item Extending the probabilities, \emph{as weights}, from the \aclp{TC} to events. | 520 | \item Extending the probabilities, \emph{as weights}, from the \aclp{TC} to events. |
521 | \item Normalization of the weights. | 521 | \item Normalization of the weights. |
@@ -525,68 +525,68 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ | @@ -525,68 +525,68 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ | ||
525 | 525 | ||
526 | \begin{description} | 526 | \begin{description} |
527 | % | 527 | % |
528 | - \item[Total Choices.] Using \eqref{eq:prob.total.choice}, this case is given by | ||
529 | - \begin{equation} | ||
530 | - \pw{t} := \pr{T = t}= \prod_{a\in t} p \prod_{a \not\in t} \co{p} | ||
531 | - \label{eq:weight.tchoice} | ||
532 | - \end{equation} | ||
533 | - % | ||
534 | - \item[Stable Models.] Each \acl{TC} $t$, together with the rules and the other facts of a specification, defines a set of \aclp{SM} associated with that choice, that \remark{we denote by $\tcgen{t}$}{put this in the introduction, where core concepts are presented}. | ||
535 | - | ||
536 | - Given a \acl{SM} $s \in \fml{S}$, a \acl{TC} $t$, and variables/values $\theta_{s,t} \in \intcc{0, 1}$, | ||
537 | - \begin{equation} | ||
538 | - \pw{s, t} := \begin{cases} | ||
539 | - \theta_{s,t} & \text{if~} s \in \tcgen{t}\cr | ||
540 | - 0&\text{otherwise} | ||
541 | - \end{cases} | ||
542 | - \label{eq:weight.stablemodel} | ||
543 | - \end{equation} | ||
544 | - such that $\sum_{s\in \tcgen{t}} \theta_{s,t} = 1$. | ||
545 | - % | ||
546 | - \item[Classes.] \label{item:class.cases} Each class is either the inconsistent class, $\inconsistent$, or is represented by some set of \aclp{SM}. | ||
547 | - \begin{description} | ||
548 | - \item[Inconsistent Class.] The inconsistent class contains events that are logically inconsistent, thus should never be observed: | 528 | + \item[Total Choices.] Using \eqref{eq:prob.total.choice}, this case is given by |
549 | \begin{equation} | 529 | \begin{equation} |
550 | - \pw{\inconsistent, t} := 0. | ||
551 | - \label{eq:weight.class.inconsistent} | 530 | + \pw{t} := \pr{T = t}= \prod_{a\in t} p \prod_{a \not\in t} \co{p} |
531 | + \label{eq:weight.tchoice} | ||
552 | \end{equation} | 532 | \end{equation} |
553 | - \item[Independent Class.] A world that neither contains nor is contained in a \acl{SM} describes a case that, according to the specification, shouldn't exist. So the respective weight is set to zero: | 533 | + % |
534 | + \item[Stable Models.] Each \acl{TC} $t$, together with the rules and the other facts of a specification, defines a set of \aclp{SM} associated with that choice, that \remark{we denote by $\tcgen{t}$}{put this in the introduction, where core concepts are presented}. | ||
535 | + | ||
536 | + Given a \acl{SM} $s \in \fml{S}$, a \acl{TC} $t$, and variables/values $\theta_{s,t} \in \intcc{0, 1}$, | ||
554 | \begin{equation} | 537 | \begin{equation} |
555 | - \pw{\indepclass, t} := 0. | ||
556 | - \label{eq:weight.class.independent} | 538 | + \pw{s, t} := \begin{cases} |
539 | + \theta_{s,t} & \text{if~} s \in \tcgen{t}\cr | ||
540 | + 0 & \text{otherwise} | ||
541 | + \end{cases} | ||
542 | + \label{eq:weight.stablemodel} | ||
557 | \end{equation} | 543 | \end{equation} |
558 | - \item[Other Classes.] The extension must be constant within a class, its value should result from the elements in the \acl{SC}, and respect the assumption \ref{assumption:smodels.independence} (\aclp{SM} independence): | 544 | + such that $\sum_{s\in \tcgen{t}} \theta_{s,t} = 1$. |
545 | + % | ||
546 | + \item[Classes.] \label{item:class.cases} Each class is either the inconsistent class, $\inconsistent$, or is represented by some set of \aclp{SM}. | ||
547 | + \begin{description} | ||
548 | + \item[Inconsistent Class.] The inconsistent class contains events that are logically inconsistent, thus should never be observed: | ||
549 | + \begin{equation} | ||
550 | + \pw{\inconsistent, t} := 0. | ||
551 | + \label{eq:weight.class.inconsistent} | ||
552 | + \end{equation} | ||
553 | + \item[Independent Class.] A world that neither contains nor is contained in a \acl{SM} describes a case that, according to the specification, shouldn't exist. So the respective weight is set to zero: | ||
554 | + \begin{equation} | ||
555 | + \pw{\indepclass, t} := 0. | ||
556 | + \label{eq:weight.class.independent} | ||
557 | + \end{equation} | ||
558 | + \item[Other Classes.] The extension must be constant within a class, its value should result from the elements in the \acl{SC}, and respect the assumption \ref{assumption:smodels.independence} (\aclp{SM} independence): | ||
559 | + \begin{equation} | ||
560 | + \pw{\class{e}, t} := \sum_{k=1}^{n}\pw{s_k, t},~\text{if}~\stablecore{e} = \set{s_1, \ldots, s_n}. | ||
561 | + \label{eq:weight.class.other} | ||
562 | + \end{equation} | ||
563 | + and | ||
564 | + \begin{equation} | ||
565 | + \pw{\class{e}} := \sum_{t \in \fml{T}} \pw{\class{e}, t}\pw{t}. | ||
566 | + \label{eq:weight.class.unconditional} | ||
567 | + \end{equation} | ||
568 | + | ||
569 | + \end{description} | ||
570 | + % | ||
571 | + \item[Events.] \label{item:event.cases} Each (general) event $e$ is in the class defined by its \acl{SC}, $\stablecore{e}$. So, we set: | ||
559 | \begin{equation} | 572 | \begin{equation} |
560 | - \pw{\class{e}, t} := \sum_{k=1}^{n}\pw{s_k, t},~\text{if}~\stablecore{e} = \set{s_1, \ldots, s_n}. | ||
561 | - \label{eq:weight.class.other} | 573 | + \pw{e, t} := \frac{\pw{\class{e}, t}}{\# \class{e}} . |
574 | + \label{eq:weight.events} | ||
562 | \end{equation} | 575 | \end{equation} |
563 | - and | 576 | + and |
564 | \begin{equation} | 577 | \begin{equation} |
565 | - \pw{\class{e}} := \sum_{t \in \fml{T}} \pw{\class{e}, t}\pw{t}. | ||
566 | - \label{eq:weight.class.unconditional} | 578 | + \pw{e} := \sum_{t\in\fml{T}} \pw{e, t} \pw{t}. |
579 | + \label{eq:weight.events.unconditional} | ||
567 | \end{equation} | 580 | \end{equation} |
568 | - | ||
569 | - \end{description} | ||
570 | - % | ||
571 | - \item[Events.] \label{item:event.cases} Each (general) event $e$ is in the class defined by its \acl{SC}, $\stablecore{e}$. So, we set: | ||
572 | - \begin{equation} | ||
573 | - \pw{e, t} := \frac{\pw{\class{e}, t}}{\# \class{e}} . | ||
574 | - \label{eq:weight.events} | ||
575 | - \end{equation} | ||
576 | - and | ||
577 | - \begin{equation} | ||
578 | - \pw{e} := \sum_{t\in\fml{T}} \pw{e, t} \pw{t}. | ||
579 | - \label{eq:weight.events.unconditional} | ||
580 | - \end{equation} | ||
581 | - % \remark{instead of that equation}{if we set $\pw{s,t} := \theta_{s,t}$ in equation \eqref{eq:weight.stablemodel} here we do: | ||
582 | - % $$ | ||
583 | - % \pw{e} := \sum_{t\in\fml{T}} \pw{e, t}\pw{t}. | ||
584 | - % $$ | ||
585 | - % By the way, this is the \emph{marginalization + bayes theorem} in statistics: | ||
586 | - % $$ | ||
587 | - % P(A) = \sum_b P(A | B=b)P(B=b) | ||
588 | - % $$ | ||
589 | - % } | 581 | + % \remark{instead of that equation}{if we set $\pw{s,t} := \theta_{s,t}$ in equation \eqref{eq:weight.stablemodel} here we do: |
582 | + % $$ | ||
583 | + % \pw{e} := \sum_{t\in\fml{T}} \pw{e, t}\pw{t}. | ||
584 | + % $$ | ||
585 | + % By the way, this is the \emph{marginalization + bayes theorem} in statistics: | ||
586 | + % $$ | ||
587 | + % P(A) = \sum_b P(A | B=b)P(B=b) | ||
588 | + % $$ | ||
589 | + % } | ||
590 | \end{description} | 590 | \end{description} |
591 | 591 | ||
592 | % PARAMETERS FOR UNCERTAINTY | 592 | % PARAMETERS FOR UNCERTAINTY |
@@ -600,180 +600,180 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ | @@ -600,180 +600,180 @@ The ``extension'' phase, traced by equations (\ref{eq:prob.total.choice}) and (\ | ||
600 | The $\theta_{s,t}$ parameters in equation \eqref{eq:weight.stablemodel} express the \emph{specification's} lack of knowledge about the weight assignment, when a single \acl{TC} entails more than one \acl{SM}. In that case, how to distribute the respective weights? Our proposal to address this problem consists in assigning an unknown weight, $\theta_{s,t}$, conditional on the \acl{TC}, $t$, to each \acl{SM} $s$. This approach allows the expression of an unknown quantity and future estimation, given observed data. | 600 | The $\theta_{s,t}$ parameters in equation \eqref{eq:weight.stablemodel} express the \emph{specification's} lack of knowledge about the weight assignment, when a single \acl{TC} entails more than one \acl{SM}. In that case, how to distribute the respective weights? Our proposal to address this problem consists in assigning an unknown weight, $\theta_{s,t}$, conditional on the \acl{TC}, $t$, to each \acl{SM} $s$. This approach allows the expression of an unknown quantity and future estimation, given observed data. |
601 | 601 | ||
602 | % SUPERSET | 602 | % SUPERSET |
603 | -Equation \eqref{eq:weight.class.other} results from conditional independence of \aclp{SM}. | 603 | +Equation \eqref{eq:weight.class.other} results from conditional independence of \aclp{SM}. |
604 | 604 | ||
605 | 605 | ||
606 | \section{Developed Examples} | 606 | \section{Developed Examples} |
607 | 607 | ||
608 | \subsection{The SBF Example} | 608 | \subsection{The SBF Example} |
609 | 609 | ||
610 | -We continue with the specification from Equation \eqref{eq:example.1}. | 610 | +We continue with the specification from Equation \eqref{eq:example.1}. |
611 | 611 | ||
612 | \begin{description} | 612 | \begin{description} |
613 | % | 613 | % |
614 | \item[\Aclp{TC}.] The \aclp{TC}, and respective \aclp{SM}, are | 614 | \item[\Aclp{TC}.] The \aclp{TC}, and respective \aclp{SM}, are |
615 | - \begin{center} | ||
616 | - \begin{tabular}{ll|r} | ||
617 | - \textbf{\Acl{TC}} & \textbf{\Aclp{SM}} & \textbf{$\pw{t}$}\\ | ||
618 | - \hline | ||
619 | - $a$ & $ab, ac$ & $0.3$\\ | ||
620 | - $\co{a} = \neg a$ & $\co{a}$ & $\co{0.3} = 0.7$ | ||
621 | - \end{tabular} | ||
622 | - \end{center} | ||
623 | - % | 615 | + \begin{center} |
616 | + \begin{tabular}{ll|r} | ||
617 | + \textbf{\Acl{TC}} & \textbf{\Aclp{SM}} & \textbf{$\pw{t}$} \\ | ||
618 | + \hline | ||
619 | + $a$ & $ab, ac$ & $0.3$ \\ | ||
620 | + $\co{a} = \neg a$ & $\co{a}$ & $\co{0.3} = 0.7$ | ||
621 | + \end{tabular} | ||
622 | + \end{center} | ||
623 | + % | ||
624 | \item[\Aclp{SM}.] The $\theta_{s,t}$ parameters in this example are | 624 | \item[\Aclp{SM}.] The $\theta_{s,t}$ parameters in this example are |
625 | - $$ | ||
626 | - \theta_{ab,\co{a}} = \theta_{ac,\co{a}} = \theta_{\co{a}, a} = 0 | ||
627 | - % | ||
628 | - \text{~and~} | ||
629 | - % | ||
630 | - \theta_{\co{a}, \co{a}} = 1, \theta_{ab, a} = \theta, \theta_{ac, a} = \co{\theta} | ||
631 | - $$ | ||
632 | - with $\theta \in \intcc{0, 1}$. | ||
633 | - \item[Classes.] Following the definitions in \cref{eq:stable.core,eq:equiv.rel,eq:event.class} and in \cref{eq:weight.class.inconsistent,eq:weight.class.independent,eq:weight.class.other} we get the following quotient set (ignoring $\inconsistent$ and $\indepclass$), and weights: | ||
634 | - \begin{equation*} | ||
635 | - \begin{array}{l|ll|r} | ||
636 | - \stablecore{e} | ||
637 | - & \pw{s_k, t= \co{a}} | ||
638 | - & \pw{s_k, t= a} | ||
639 | - & \pw{\class{e}}=\sum_{t}\pw{\class{e},t}\pw{t} | ||
640 | - \\ | ||
641 | - \hline | ||
642 | - \co{a} | ||
643 | - & 1 | ||
644 | - & | ||
645 | - & 0.7 | ||
646 | - \\ | ||
647 | - % | ||
648 | - ab | ||
649 | - & | ||
650 | - & \theta | ||
651 | - & 0.3\theta | ||
652 | - \\ | ||
653 | - % | ||
654 | - ac | ||
655 | - & | ||
656 | - & \co{\theta} | ||
657 | - & 0.3\co{\theta} | ||
658 | - \\ | ||
659 | - % | ||
660 | - \co{a}, ab | ||
661 | - & 1, 0 | ||
662 | - & 0, \theta | ||
663 | - & 0.7 + 0.3\theta | ||
664 | - \\ | ||
665 | - % | ||
666 | - \co{a}, ac | ||
667 | - & 1, 0 | ||
668 | - & 0, \co{\theta} | ||
669 | - & 0.7 + 0.3\co{\theta} | ||
670 | - \\ | 625 | + $$ |
626 | + \theta_{ab,\co{a}} = \theta_{ac,\co{a}} = \theta_{\co{a}, a} = 0 | ||
671 | % | 627 | % |
672 | - ab, ac | ||
673 | - & | ||
674 | - & \theta, \co{\theta} | ||
675 | - & 0.3 | ||
676 | - \\ | 628 | + \text{~and~} |
677 | % | 629 | % |
678 | - \co{a}, ab, ac | ||
679 | - & 1, 0, 0 | ||
680 | - & 0, \theta, \co{\theta} | ||
681 | - & 1 | ||
682 | - \end{array} | ||
683 | - \end{equation*} | 630 | + \theta_{\co{a}, \co{a}} = 1, \theta_{ab, a} = \theta, \theta_{ac, a} = \co{\theta} |
631 | + $$ | ||
632 | + with $\theta \in \intcc{0, 1}$. | ||
633 | + \item[Classes.] Following the definitions in \cref{eq:stable.core,eq:equiv.rel,eq:event.class} and in \cref{eq:weight.class.inconsistent,eq:weight.class.independent,eq:weight.class.other} we get the following quotient set (ignoring $\inconsistent$ and $\indepclass$), and weights: | ||
634 | + \begin{equation*} | ||
635 | + \begin{array}{l|ll|r} | ||
636 | + \stablecore{e} | ||
637 | + & \pw{s_k, t= \co{a}} | ||
638 | + & \pw{s_k, t= a} | ||
639 | + & \pw{\class{e}}=\sum_{t}\pw{\class{e},t}\pw{t} | ||
640 | + \\ | ||
641 | + \hline | ||
642 | + \co{a} | ||
643 | + & 1 | ||
644 | + & | ||
645 | + & 0.7 | ||
646 | + \\ | ||
647 | + % | ||
648 | + ab | ||
649 | + & | ||
650 | + & \theta | ||
651 | + & 0.3\theta | ||
652 | + \\ | ||
653 | + % | ||
654 | + ac | ||
655 | + & | ||
656 | + & \co{\theta} | ||
657 | + & 0.3\co{\theta} | ||
658 | + \\ | ||
659 | + % | ||
660 | + \co{a}, ab | ||
661 | + & 1, 0 | ||
662 | + & 0, \theta | ||
663 | + & 0.7 + 0.3\theta | ||
664 | + \\ | ||
665 | + % | ||
666 | + \co{a}, ac | ||
667 | + & 1, 0 | ||
668 | + & 0, \co{\theta} | ||
669 | + & 0.7 + 0.3\co{\theta} | ||
670 | + \\ | ||
671 | + % | ||
672 | + ab, ac | ||
673 | + & | ||
674 | + & \theta, \co{\theta} | ||
675 | + & 0.3 | ||
676 | + \\ | ||
677 | + % | ||
678 | + \co{a}, ab, ac | ||
679 | + & 1, 0, 0 | ||
680 | + & 0, \theta, \co{\theta} | ||
681 | + & 1 | ||
682 | + \end{array} | ||
683 | + \end{equation*} | ||
684 | \item[Normalization.] To get a weight that sums up to one, we compute the \emph{normalization factor}. Since $\pw{\cdot}$ is constant on classes,\todo{prove that we get a probability.} | 684 | \item[Normalization.] To get a weight that sums up to one, we compute the \emph{normalization factor}. Since $\pw{\cdot}$ is constant on classes,\todo{prove that we get a probability.} |
685 | - \begin{equation*} | ||
686 | - Z := \sum_{e\in\fml{E}} \pw{e} | ||
687 | - = \sum_{\class{e} \in\class{\fml{E}}} \frac{\pw{\class{e}}}{\#\class{e}}, | ||
688 | - \end{equation*} | ||
689 | - that divides the weight function into a normalized weight | ||
690 | - \begin{equation*} | ||
691 | - \pr{e} := \frac{\pw{e}}{Z}. | ||
692 | - \end{equation*} | ||
693 | - such that | ||
694 | - $$ | ||
695 | - \sum_{e \in \fml{E}} \pr{e} = 1. | ||
696 | - $$ | ||
697 | - For the SBF example, | ||
698 | - \begin{equation*} | ||
699 | - \begin{array}{lr|r|rr} | ||
700 | - \stablecore{e} | ||
701 | - & \# \class{e} | ||
702 | - & \pw{\class{e}} | ||
703 | - & \pw{e} | ||
704 | - & \pr{e} | ||
705 | - \\ | ||
706 | - \hline | ||
707 | - % | ||
708 | - \inconsistent | ||
709 | - & 37 | ||
710 | - & 0 | ||
711 | - & 0 | ||
712 | - & 0 | ||
713 | - \\[4pt] | ||
714 | - % | ||
715 | - \indepclass | ||
716 | - & 9 | ||
717 | - & 0 | ||
718 | - & 0 | ||
719 | - & 0 | ||
720 | - \\[4pt] | ||
721 | - % | ||
722 | - \co{a} | ||
723 | - & 9 | ||
724 | - & \frac{7}{10} | ||
725 | - & \frac{7}{90} | ||
726 | - & \frac{7}{792} | ||
727 | - \\[4pt] | ||
728 | - % | ||
729 | - ab | ||
730 | - & 3 | ||
731 | - & \frac{3\theta}{10} | ||
732 | - & \frac{\theta}{10} | ||
733 | - & \frac{\theta}{88} | ||
734 | - \\[4pt] | ||
735 | - % | ||
736 | - ac | ||
737 | - & 3 | ||
738 | - & \frac{3\co{\theta}}{10} | ||
739 | - & \frac{\co{\theta}}{10} | ||
740 | - & \frac{\co{\theta}}{88} | ||
741 | - \\[4pt] | ||
742 | - % | ||
743 | - \co{a}, ab | ||
744 | - & 0 | ||
745 | - & \frac{7 + 3\theta}{10} | ||
746 | - & 0 | ||
747 | - & 0 | ||
748 | - \\[4pt] | ||
749 | - % | ||
750 | - \co{a}, ac | ||
751 | - & 0 | ||
752 | - & \frac{7 + 3\co{\theta}}{10} | ||
753 | - & 0 | ||
754 | - & 0 | ||
755 | - % | ||
756 | - \\[4pt] | ||
757 | - % | ||
758 | - ab, ac | ||
759 | - & 2 | ||
760 | - & \frac{3}{10} | ||
761 | - & \frac{3}{20} | ||
762 | - & \frac{3}{176} | ||
763 | - \\[4pt] | ||
764 | - % | ||
765 | - \co{a}, ab, ac | ||
766 | - & 1 | ||
767 | - & 1 | ||
768 | - & 1 | ||
769 | - & \frac{5}{176} | ||
770 | - \\[4pt] | ||
771 | - % | ||
772 | - \hline | ||
773 | - & | ||
774 | - & Z = \frac{44}{5} | ||
775 | - \end{array} | ||
776 | - \end{equation*} | 685 | + \begin{equation*} |
686 | + Z := \sum_{e\in\fml{E}} \pw{e} | ||
687 | + = \sum_{\class{e} \in\class{\fml{E}}} \frac{\pw{\class{e}}}{\#\class{e}}, | ||
688 | + \end{equation*} | ||
689 | + that divides the weight function into a normalized weight | ||
690 | + \begin{equation*} | ||
691 | + \pr{e} := \frac{\pw{e}}{Z}. | ||
692 | + \end{equation*} | ||
693 | + such that | ||
694 | + $$ | ||
695 | + \sum_{e \in \fml{E}} \pr{e} = 1. | ||
696 | + $$ | ||
697 | + For the SBF example, | ||
698 | + \begin{equation*} | ||
699 | + \begin{array}{lr|r|rr} | ||
700 | + \stablecore{e} | ||
701 | + & \# \class{e} | ||
702 | + & \pw{\class{e}} | ||
703 | + & \pw{e} | ||
704 | + & \pr{e} | ||
705 | + \\ | ||
706 | + \hline | ||
707 | + % | ||
708 | + \inconsistent | ||
709 | + & 37 | ||
710 | + & 0 | ||
711 | + & 0 | ||
712 | + & 0 | ||
713 | + \\[4pt] | ||
714 | + % | ||
715 | + \indepclass | ||
716 | + & 9 | ||
717 | + & 0 | ||
718 | + & 0 | ||
719 | + & 0 | ||
720 | + \\[4pt] | ||
721 | + % | ||
722 | + \co{a} | ||
723 | + & 9 | ||
724 | + & \frac{7}{10} | ||
725 | + & \frac{7}{90} | ||
726 | + & \frac{7}{792} | ||
727 | + \\[4pt] | ||
728 | + % | ||
729 | + ab | ||
730 | + & 3 | ||
731 | + & \frac{3\theta}{10} | ||
732 | + & \frac{\theta}{10} | ||
733 | + & \frac{\theta}{88} | ||
734 | + \\[4pt] | ||
735 | + % | ||
736 | + ac | ||
737 | + & 3 | ||
738 | + & \frac{3\co{\theta}}{10} | ||
739 | + & \frac{\co{\theta}}{10} | ||
740 | + & \frac{\co{\theta}}{88} | ||
741 | + \\[4pt] | ||
742 | + % | ||
743 | + \co{a}, ab | ||
744 | + & 0 | ||
745 | + & \frac{7 + 3\theta}{10} | ||
746 | + & 0 | ||
747 | + & 0 | ||
748 | + \\[4pt] | ||
749 | + % | ||
750 | + \co{a}, ac | ||
751 | + & 0 | ||
752 | + & \frac{7 + 3\co{\theta}}{10} | ||
753 | + & 0 | ||
754 | + & 0 | ||
755 | + % | ||
756 | + \\[4pt] | ||
757 | + % | ||
758 | + ab, ac | ||
759 | + & 2 | ||
760 | + & \frac{3}{10} | ||
761 | + & \frac{3}{20} | ||
762 | + & \frac{3}{176} | ||
763 | + \\[4pt] | ||
764 | + % | ||
765 | + \co{a}, ab, ac | ||
766 | + & 1 | ||
767 | + & 1 | ||
768 | + & 1 | ||
769 | + & \frac{5}{176} | ||
770 | + \\[4pt] | ||
771 | + % | ||
772 | + \hline | ||
773 | + & | ||
774 | + & Z = \frac{44}{5} | ||
775 | + \end{array} | ||
776 | + \end{equation*} | ||
777 | \end{description} | 777 | \end{description} |
778 | 778 | ||
779 | \todo{Continue this example with a set of observations to estimate $\theta$ and try to show some more. For example, that the resulting distribution is not very good when $t = \co{a}$. Also gather a sample following the specification.} | 779 | \todo{Continue this example with a set of observations to estimate $\theta$ and try to show some more. For example, that the resulting distribution is not very good when $t = \co{a}$. Also gather a sample following the specification.} |
@@ -782,15 +782,16 @@ We continue with the specification from Equation \eqref{eq:example.1}. | @@ -782,15 +782,16 @@ We continue with the specification from Equation \eqref{eq:example.1}. | ||
782 | % | 782 | % |
783 | \subsection{An example involving Bayesian networks} | 783 | \subsection{An example involving Bayesian networks} |
784 | 784 | ||
785 | -\franc{Cometários:} | 785 | +\franc{Comentários:} |
786 | \begin{itemize} | 786 | \begin{itemize} |
787 | \item Há uma macro, $\backslash\text{pr}\{A\}$, para denotar a função de probabilidade, $\pr{A}$ em vez de $P(A)$. Já agora, para a condicional também há um comando, $\backslash\text{given}$: $\pr{A \given B}$. | 787 | \item Há uma macro, $\backslash\text{pr}\{A\}$, para denotar a função de probabilidade, $\pr{A}$ em vez de $P(A)$. Já agora, para a condicional também há um comando, $\backslash\text{given}$: $\pr{A \given B}$. |
788 | \item E, claro, para factos+probabilidades: $\probfact{p}{a}$. | 788 | \item E, claro, para factos+probabilidades: $\probfact{p}{a}$. |
789 | - \item A designação dos `pesos' não está consistente: $pj\_a$ e $a\_be$. Fiz uma macro (hehe) para sistematizar isto: \condsymb{a}{bnc} | 789 | + \item A designação dos `pesos' não está consistente: $pj\_a$ e $a\_be$. Fiz uma macro (\emph{hehe}) para sistematizar isto: \condsymb{a}{bnc}. |
790 | + \item Nos programas, alinhei pelos factos. Isto é, $\probfact{0.3}{a}$ e $a \leftarrow b$ alinham pelo (fim do) $a$. | ||
790 | \end{itemize} | 791 | \end{itemize} |
791 | 792 | ||
792 | 793 | ||
793 | -As it turns out, our framework is suitable to deal with more sophisticated cases, \replace{for example}{in particular} cases involving Bayesian networks. In order to illustrate this, in this section we see how the classical example of the Burglary, Earthquake, Alarm \cite{Judea88} works in our setting. This example is a commonly used example in Bayesian networks because it illustrates reasoning under uncertainty. The gist of example is given in \cref{Figure_Alarm}. It involves a simple network of events and conditional probabilities. | 794 | +As it turns out, our framework is suitable to deal with more sophisticated cases, \replace{for example}{in particular} cases involving Bayesian networks. In order to illustrate this, in this section we see how the classical example of the Burglary, Earthquake, Alarm \cite{Judea88} works in our setting. This example is a commonly used example in Bayesian networks because it illustrates reasoning under uncertainty. The gist of example is given in \cref{Figure_Alarm}. It involves a simple network of events and conditional probabilities. |
794 | 795 | ||
795 | The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) and John calls ($J$). The initial events $B$ and $E$ are assumed to be independent events that occur with probabilities $P(B)$ and $P(E)$, respectively. There is an alarm system that can be triggered by either of the initial events $B$ and $E$. The probability of the alarm going off is a conditional probability given that $B$ and $E$ have occurred. One denotes these probabilities, as per usual, by $P(A|B)$, and $P(A|E)$. There are two neighbours, Mary and John who have agreed to call if they hear the alarm. The probability that they do actually call is also a conditional probability denoted by $P(M|A)$ and $P(J|A)$, respectively. | 796 | The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) and John calls ($J$). The initial events $B$ and $E$ are assumed to be independent events that occur with probabilities $P(B)$ and $P(E)$, respectively. There is an alarm system that can be triggered by either of the initial events $B$ and $E$. The probability of the alarm going off is a conditional probability given that $B$ and $E$ have occurred. One denotes these probabilities, as per usual, by $P(A|B)$, and $P(A|E)$. There are two neighbours, Mary and John who have agreed to call if they hear the alarm. The probability that they do actually call is also a conditional probability denoted by $P(M|A)$ and $P(J|A)$, respectively. |
796 | 797 | ||
@@ -799,14 +800,14 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) | @@ -799,14 +800,14 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) | ||
799 | \begin{figure} | 800 | \begin{figure} |
800 | \begin{center} | 801 | \begin{center} |
801 | \begin{tikzpicture}[node distance=2.5cm] | 802 | \begin{tikzpicture}[node distance=2.5cm] |
802 | - | 803 | + |
803 | % Nodes | 804 | % Nodes |
804 | \node[smodel, circle] (A) {A}; | 805 | \node[smodel, circle] (A) {A}; |
805 | \node[tchoice, above right of=A] (B) {B}; | 806 | \node[tchoice, above right of=A] (B) {B}; |
806 | \node[tchoice, above left of=A] (E) {E}; | 807 | \node[tchoice, above left of=A] (E) {E}; |
807 | \node[tchoice, below left of=A] (M) {M}; | 808 | \node[tchoice, below left of=A] (M) {M}; |
808 | \node[tchoice, below right of=A] (J) {J}; | 809 | \node[tchoice, below right of=A] (J) {J}; |
809 | - | 810 | + |
810 | % Edges | 811 | % Edges |
811 | \draw[->] (B) to[bend left] (A) node[right,xshift=1.1cm,yshift=0.8cm] {\footnotesize{$P(B)=0.001$}} ; | 812 | \draw[->] (B) to[bend left] (A) node[right,xshift=1.1cm,yshift=0.8cm] {\footnotesize{$P(B)=0.001$}} ; |
812 | \draw[->] (E) to[bend right] (A) node[left, xshift=-1.4cm,yshift=0.8cm] {\footnotesize{$P(E)=0.002$}} ; | 813 | \draw[->] (E) to[bend right] (A) node[left, xshift=-1.4cm,yshift=0.8cm] {\footnotesize{$P(E)=0.002$}} ; |
@@ -814,50 +815,50 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) | @@ -814,50 +815,50 @@ The events are: Burglary ($B$), Earthquake ($E$), Alarm ($A$), Mary calls ($M$) | ||
814 | \draw[->] (A) to[bend left] (J) node[right,xshift=-0.2cm,yshift=0.7cm] {\footnotesize{$P(J|A)$}} ; | 815 | \draw[->] (A) to[bend left] (J) node[right,xshift=-0.2cm,yshift=0.7cm] {\footnotesize{$P(J|A)$}} ; |
815 | \end{tikzpicture} | 816 | \end{tikzpicture} |
816 | \end{center} | 817 | \end{center} |
817 | - | 818 | + |
818 | \begin{multicols}{3} | 819 | \begin{multicols}{3} |
819 | - | 820 | + |
820 | \footnotesize{ | 821 | \footnotesize{ |
821 | - \begin{equation*} | ||
822 | - \begin{split} | ||
823 | - &P(M|A)\\ | ||
824 | - & \begin{array}{c|cc} | ||
825 | - & m & \neg m \\ | ||
826 | - \hline | ||
827 | - a & 0.9 & 0.1\\ | ||
828 | - \neg a& 0.05 & 0.95 | ||
829 | - \end{array} | ||
830 | - \end{split} | ||
831 | - \end{equation*} | 822 | + \begin{equation*} |
823 | + \begin{split} | ||
824 | + &P(M|A)\\ | ||
825 | + & \begin{array}{c|cc} | ||
826 | + & m & \neg m \\ | ||
827 | + \hline | ||
828 | + a & 0.9 & 0.1 \\ | ||
829 | + \neg a & 0.05 & 0.95 | ||
830 | + \end{array} | ||
831 | + \end{split} | ||
832 | + \end{equation*} | ||
832 | } | 833 | } |
833 | - | 834 | + |
834 | \footnotesize{ | 835 | \footnotesize{ |
835 | - \begin{equation*} | ||
836 | - \begin{split} | ||
837 | - &P(J|A)\\ | ||
838 | - & \begin{array}{c|cc} | ||
839 | - & j & \neg j \\ | ||
840 | - \hline | ||
841 | - a & 0.7 & 0.3\\ | ||
842 | - \neg a& 0.01 & 0.99 | ||
843 | - \end{array} | ||
844 | - \end{split} | ||
845 | - \end{equation*} | 836 | + \begin{equation*} |
837 | + \begin{split} | ||
838 | + &P(J|A)\\ | ||
839 | + & \begin{array}{c|cc} | ||
840 | + & j & \neg j \\ | ||
841 | + \hline | ||
842 | + a & 0.7 & 0.3 \\ | ||
843 | + \neg a & 0.01 & 0.99 | ||
844 | + \end{array} | ||
845 | + \end{split} | ||
846 | + \end{equation*} | ||
846 | } | 847 | } |
847 | \footnotesize{ | 848 | \footnotesize{ |
848 | - \begin{equation*} | ||
849 | - \begin{split} | ||
850 | - P(A|B \wedge E)\\ | ||
851 | - \begin{array}{c|c|cc} | ||
852 | - & & a & \neg a \\ | ||
853 | - \hline | ||
854 | - b & e & 0.95 & 0.05\\ | ||
855 | - b & \neg e & 0.94 & 0.06\\ | ||
856 | - \neg b & e & 0.29 & 0.71\\ | ||
857 | - \neg b & \neg e & 0.001 & 0.999 | ||
858 | - \end{array} | ||
859 | - \end{split} | ||
860 | - \end{equation*} | 849 | + \begin{equation*} |
850 | + \begin{split} | ||
851 | + P(A|B \wedge E)\\ | ||
852 | + \begin{array}{c|c|cc} | ||
853 | + & & a & \neg a \\ | ||
854 | + \hline | ||
855 | + b & e & 0.95 & 0.05 \\ | ||
856 | + b & \neg e & 0.94 & 0.06 \\ | ||
857 | + \neg b & e & 0.29 & 0.71 \\ | ||
858 | + \neg b & \neg e & 0.001 & 0.999 | ||
859 | + \end{array} | ||
860 | + \end{split} | ||
861 | + \end{equation*} | ||
861 | } | 862 | } |
862 | \end{multicols} | 863 | \end{multicols} |
863 | \caption{The Earthquake, Burglary, Alarm model} | 864 | \caption{The Earthquake, Burglary, Alarm model} |
@@ -869,9 +870,9 @@ Considering the probabilities given in \cref{Figure_Alarm} we obtain the followi | @@ -869,9 +870,9 @@ Considering the probabilities given in \cref{Figure_Alarm} we obtain the followi | ||
869 | 870 | ||
870 | \begin{equation*} | 871 | \begin{equation*} |
871 | \begin{aligned} | 872 | \begin{aligned} |
872 | - \probfact{0.001}{b}&,\cr | ||
873 | - \probfact{0.002}{e}&,\cr | ||
874 | - \end{aligned} | 873 | + \probfact{0.001}{b} & ,\cr |
874 | + \probfact{0.002}{e} & ,\cr | ||
875 | + \end{aligned} | ||
875 | \label{eq:not_so_simple_example} | 876 | \label{eq:not_so_simple_example} |
876 | \end{equation*} | 877 | \end{equation*} |
877 | 878 | ||
@@ -880,11 +881,11 @@ For the table giving the probability $P(M|A)$ we obtain the specification: | @@ -880,11 +881,11 @@ For the table giving the probability $P(M|A)$ we obtain the specification: | ||
880 | 881 | ||
881 | \begin{equation*} | 882 | \begin{equation*} |
882 | \begin{aligned} | 883 | \begin{aligned} |
883 | - \probfact{0.9}{pm\_a}&,\cr | ||
884 | - \probfact{0.05}{pm\_na}&,\cr | ||
885 | - m & \leftarrow a, pm\_a,\cr | ||
886 | - \neg m & \leftarrow a, \neg pm\_a. | ||
887 | - \end{aligned} | 884 | + \probfact{0.9}{pm\_a} & ,\cr |
885 | + \probfact{0.05}{pm\_na} & ,\cr | ||
886 | + m & \leftarrow a, pm\_a,\cr | ||
887 | + \neg m & \leftarrow a, \neg pm\_a. | ||
888 | + \end{aligned} | ||
888 | \end{equation*} | 889 | \end{equation*} |
889 | 890 | ||
890 | This latter specification can be simplified by writing $\probfact{0.9}{m \leftarrow a}$ and $\probfact{0.05}{m \leftarrow \neg a}$. | 891 | This latter specification can be simplified by writing $\probfact{0.9}{m \leftarrow a}$ and $\probfact{0.05}{m \leftarrow \neg a}$. |
@@ -893,11 +894,11 @@ Similarly, for the probability $P(J|A)$ we obtain | @@ -893,11 +894,11 @@ Similarly, for the probability $P(J|A)$ we obtain | ||
893 | 894 | ||
894 | \begin{equation*} | 895 | \begin{equation*} |
895 | \begin{aligned} | 896 | \begin{aligned} |
896 | - &\probfact{0.7}{pj\_a},\cr | ||
897 | - &\probfact{0.01}{pj\_na},\cr | ||
898 | - j & \leftarrow a, pj\_a,\cr | ||
899 | - \neg j & \leftarrow a, \neg pj\_a.\cr | ||
900 | - \end{aligned} | 897 | + \probfact{0.7}{pj\_a} & ,\cr |
898 | + \probfact{0.01}{pj\_na} & ,\cr | ||
899 | + j & \leftarrow a, pj\_a,\cr | ||
900 | + \neg j & \leftarrow a, \neg pj\_a.\cr | ||
901 | + \end{aligned} | ||
901 | \end{equation*} | 902 | \end{equation*} |
902 | 903 | ||
903 | Again, this can be simplified by writing $\probfact{0.7}{j \leftarrow a}$ and $\probfact{0.01}{j \leftarrow \neg a}$. | 904 | Again, this can be simplified by writing $\probfact{0.7}{j \leftarrow a}$ and $\probfact{0.01}{j \leftarrow \neg a}$. |
@@ -906,22 +907,22 @@ Finally, for the probability $P(A|B \wedge E)$ we obtain | @@ -906,22 +907,22 @@ Finally, for the probability $P(A|B \wedge E)$ we obtain | ||
906 | 907 | ||
907 | \begin{equation*} | 908 | \begin{equation*} |
908 | \begin{aligned} | 909 | \begin{aligned} |
909 | - &\probfact{0.95}{a\_be},\cr | ||
910 | - &\probfact{0.94}{a\_bne},\cr | ||
911 | - &\probfact{0.29}{a\_nbe},\cr | ||
912 | - &\probfact{0.001}{a\_nbne},\cr | ||
913 | - a & \leftarrow b, e, a\_be,\cr | ||
914 | - \neg a & \leftarrow b,e, \neg a\_be, \cr | ||
915 | - a & \leftarrow b,e, a\_bne,\cr | ||
916 | - \neg a & \leftarrow b,e, \neg a\_bne, \cr | ||
917 | - a & \leftarrow b,e, a\_nbe,\cr | ||
918 | - \neg a & \leftarrow b,e, \neg a\_nbe, \cr | ||
919 | - a & \leftarrow b,e, a\_nbne,\cr | ||
920 | - \neg a & \leftarrow b,e, \neg a\_nbne. \cr | ||
921 | - \end{aligned} | 910 | + \probfact{0.95}{a\_be} & ,\cr |
911 | + \probfact{0.94}{a\_bne} & ,\cr | ||
912 | + \probfact{0.29}{a\_nbe} & ,\cr | ||
913 | + \probfact{0.001}{a\_nbne} & ,\cr | ||
914 | + a & \leftarrow b, e, a\_be,\cr | ||
915 | + \neg a & \leftarrow b,e, \neg a\_be, \cr | ||
916 | + a & \leftarrow b,e, a\_bne,\cr | ||
917 | + \neg a & \leftarrow b,e, \neg a\_bne, \cr | ||
918 | + a & \leftarrow b,e, a\_nbe,\cr | ||
919 | + \neg a & \leftarrow b,e, \neg a\_nbe, \cr | ||
920 | + a & \leftarrow b,e, a\_nbne,\cr | ||
921 | + \neg a & \leftarrow b,e, \neg a\_nbne. \cr | ||
922 | + \end{aligned} | ||
922 | \end{equation*} | 923 | \end{equation*} |
923 | 924 | ||
924 | -One can then proceed as in the previous subsection and analyse this example. The details of such analysis are not given here since they are analogous, albeit admittedly more cumbersome. | 925 | +One can then proceed as in the previous subsection and analyse this example. The details of such analysis are not given here since they are analogous, albeit admittedly more cumbersome. |
925 | 926 | ||
926 | 927 | ||
927 | \section{Discussion} | 928 | \section{Discussion} |
@@ -934,119 +935,119 @@ One can then proceed as in the previous subsection and analyse this example. The | @@ -934,119 +935,119 @@ One can then proceed as in the previous subsection and analyse this example. The | ||
934 | % | 935 | % |
935 | % My first guess was | 936 | % My first guess was |
936 | % \begin{equation*} | 937 | % \begin{equation*} |
937 | - % \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c}. | ||
938 | - % \end{equation*} | ||
939 | - % | ||
940 | - % $\pr{W = w \given C = c}$ already separates $\pr{W}$ into \textbf{disjoint} events! | ||
941 | - % | ||
942 | - % Also, I am assuming that \aclp{SM} are independent. | ||
943 | - % | ||
944 | - % This would entail $p(w) = p(s_1) + p(s_2) - p(s_1)p(s_2)$ \emph{if I'm bound to set inclusion}. But I'm not. I'm defining a relation | ||
945 | - % | ||
946 | - % Also, if I set $p(w) = p(s_1) + p(s_2)$ and respect the laws of probability, this entails $p(s_1)p(s_2) = 0$. | ||
947 | - % | ||
948 | - % So, maybe what I want is (1) to define the cover $\hat{w} = \cup_{s \supset w} s$ | ||
949 | - % | ||
950 | - % \begin{equation*} | ||
951 | - % \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c} - \pr{W = \hat{w} \given C = c}. | ||
952 | - % \end{equation*} | ||
953 | - % | ||
954 | - % But this doesn't works, because we'd get $\pr{W = a \given C = a} < 1$. | ||
955 | - % % | ||
956 | - % | ||
957 | - % % | ||
958 | - % \bigskip | ||
959 | - % \hrule | ||
960 | - % | ||
961 | - % INDEPENDENCE | ||
962 | - % | ||
963 | - %, per equation (\ref{eq:weight.class.independent}). | ||
964 | - % | ||
965 | - % ================================================================ | ||
966 | - % | ||
967 | - \begin{itemize} | ||
968 | - \item Changed from $\prod$ to $\sum$ to represent ``either'' instead of ``both'' since the later is not consistent with the ``only one stable model at a time'' assumption. | ||
969 | - \item \todo{The `up and down' choice in the equivalence relation and the possibility of describing any probability distribution.} | ||
970 | - \item \todo{Remark that no benchmark was done with other SOTA efforts.} | ||
971 | - \item \todo{The possibility to `import' bayesian theory and tools to this study.} | ||
972 | - \end{itemize} | ||
973 | - | ||
974 | - | ||
975 | - \subsection{Dependence} | ||
976 | - \label{subsec:dependence} | ||
977 | - | ||
978 | - Our basic assertion about dependence relations between atoms of the underlying system is that they can be \emph{explicitly expressed in the specification}. And, in that case, they should be. | ||
979 | - | ||
980 | - For example, a dependence relation between $b$ and $c$ can be expressed by $b \leftarrow c \wedge d$, where $d$ is an atomic choice that explicitly expresses the dependence between $b$ and $c$. One would get, for example, a specification such as | ||
981 | - $$ | ||
982 | - \probfact{0.3}{a}, b \vee c \leftarrow a, \probfact{0.2}{d}, b \leftarrow c \wedge d. | ||
983 | - $$ | ||
984 | - with \aclp{SM} | ||
985 | - $ | ||
986 | - \co{ad}, \co{a}d, a\co{d}b, a\co{d}c, adb | ||
987 | - $. | ||
988 | - | ||
989 | - | ||
990 | - The interesting case is the subtree of the \acl{TC} $ad$. Notice that no \acl{SM} $s$ contains $adc$ because $(i)$ $adb$ is a \acl{SM} and $(ii)$ if $adc \subset s$ then $b \in s$ so $adb \subset s$. | ||
991 | - | ||
992 | - Following equations \eqref{eq:world.fold.stablemodel} and \eqref{eq:world.fold.independent} {\bruno What are these equations?} this entails | ||
993 | - \begin{equation*} | ||
994 | - \begin{cases} | ||
995 | - \pr{W = adc \given C = ad} = 0,\cr | ||
996 | - \pr{W = adb \given C = ad} = 1 | ||
997 | - \end{cases} | ||
998 | - \end{equation*} | ||
999 | - which concentrates all probability mass from the \acl{TC} $ad$ in the $adb$ branch, including the node $W = adbc$. This leads to the following cases: | ||
1000 | - $$ | ||
1001 | - \begin{array}{l|c} | ||
1002 | - x & \pr{W = x \given C = ad}\\ | ||
1003 | - \hline | ||
1004 | - ad & 1 \\ | ||
1005 | - adb & 1\\ | ||
1006 | - adc & 0\\ | ||
1007 | - adbc & 1 | ||
1008 | - \end{array} | ||
1009 | - $$ | ||
1010 | - so, for $C = ad$, | ||
1011 | - $$ | ||
1012 | - \begin{aligned} | ||
1013 | - \pr{W = b} &= \frac{2}{4} \cr | ||
1014 | - \pr{W = c} &= \frac{1}{4} \cr | ||
1015 | - \pr{W = bc} &= \frac{1}{4} \cr | ||
1016 | - &\not= \pr{W = b}\pr{W = c} | ||
1017 | - \end{aligned} | ||
1018 | - $$ | ||
1019 | - \emph{i.e.} the events $W = b$ and $W = c$ are dependent and that dependence results directly from the segment $\probfact{0.2}{d}, b \leftarrow c \wedge d$ in the specification. | ||
1020 | - | ||
1021 | - {\bruno Why does this not contradict Assumption 1?} | ||
1022 | - | ||
1023 | - % | ||
1024 | - | ||
1025 | - % | ||
1026 | - \hrule | ||
1027 | - \begin{quotation}\note{Todo} | ||
1028 | - | ||
1029 | - Prove the four world cases (done), support the product (done) and sum (tbd) options, with the independence assumptions. | ||
1030 | - \end{quotation} | ||
1031 | - | ||
1032 | - \subsection{Future Work} | ||
1033 | - | ||
1034 | - \todo{develop this section.} | ||
1035 | - | ||
1036 | - \begin{itemize} | ||
1037 | - \item The measure of the inconsistent events doesn't need to be set to $0$ and, maybe, in some cases, it shouldn't. | ||
1038 | - \item The physical system might have \emph{latent} variables, possibly also represented in the specification. These variables are never observed, so observations should be concentrated \emph{somewhere else}. | ||
1039 | - \item Comment on the possibility of extending equation \eqref{eq:weight.events.unconditional} with parameters expressing further uncertainties, enabling a tuning of the model's \aclp{TC}, given observations. | ||
1040 | - \begin{equation*} | ||
1041 | - \pw{e} := \sum_{c\in\fml{T}} \pw{e, c}\theta_c. | ||
1042 | - \end{equation*} | ||
1043 | - \end{itemize} | ||
1044 | - | ||
1045 | - | ||
1046 | - \section*{Acknowledgements} | ||
1047 | - | ||
1048 | - This work is supported by NOVA\textbf{LINCS} (UIDB/04516/2020) with the financial support of FCT.IP. | ||
1049 | - | ||
1050 | - \printbibliography | ||
1051 | - | ||
1052 | - \end{document} | ||
1053 | \ No newline at end of file | 938 | \ No newline at end of file |
939 | +% \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c}. | ||
940 | +% \end{equation*} | ||
941 | +% | ||
942 | +% $\pr{W = w \given C = c}$ already separates $\pr{W}$ into \textbf{disjoint} events! | ||
943 | +% | ||
944 | +% Also, I am assuming that \aclp{SM} are independent. | ||
945 | +% | ||
946 | +% This would entail $p(w) = p(s_1) + p(s_2) - p(s_1)p(s_2)$ \emph{if I'm bound to set inclusion}. But I'm not. I'm defining a relation | ||
947 | +% | ||
948 | +% Also, if I set $p(w) = p(s_1) + p(s_2)$ and respect the laws of probability, this entails $p(s_1)p(s_2) = 0$. | ||
949 | +% | ||
950 | +% So, maybe what I want is (1) to define the cover $\hat{w} = \cup_{s \supset w} s$ | ||
951 | +% | ||
952 | +% \begin{equation*} | ||
953 | +% \pr{W = w \given C = c} = \sum_{s \supset w}\pr{S = s \given C = c} - \pr{W = \hat{w} \given C = c}. | ||
954 | +% \end{equation*} | ||
955 | +% | ||
956 | +% But this doesn't works, because we'd get $\pr{W = a \given C = a} < 1$. | ||
957 | +% % | ||
958 | +% | ||
959 | +% % | ||
960 | +% \bigskip | ||
961 | +% \hrule | ||
962 | +% | ||
963 | +% INDEPENDENCE | ||
964 | +% | ||
965 | +%, per equation (\ref{eq:weight.class.independent}). | ||
966 | +% | ||
967 | +% ================================================================ | ||
968 | +% | ||
969 | +\begin{itemize} | ||
970 | + \item Changed from $\prod$ to $\sum$ to represent ``either'' instead of ``both'' since the later is not consistent with the ``only one stable model at a time'' assumption. | ||
971 | + \item \todo{The `up and down' choice in the equivalence relation and the possibility of describing any probability distribution.} | ||
972 | + \item \todo{Remark that no benchmark was done with other SOTA efforts.} | ||
973 | + \item \todo{The possibility to `import' bayesian theory and tools to this study.} | ||
974 | +\end{itemize} | ||
975 | + | ||
976 | + | ||
977 | +\subsection{Dependence} | ||
978 | +\label{subsec:dependence} | ||
979 | + | ||
980 | +Our basic assertion about dependence relations between atoms of the underlying system is that they can be \emph{explicitly expressed in the specification}. And, in that case, they should be. | ||
981 | + | ||
982 | +For example, a dependence relation between $b$ and $c$ can be expressed by $b \leftarrow c \wedge d$, where $d$ is an atomic choice that explicitly expresses the dependence between $b$ and $c$. One would get, for example, a specification such as | ||
983 | +$$ | ||
984 | + \probfact{0.3}{a}, b \vee c \leftarrow a, \probfact{0.2}{d}, b \leftarrow c \wedge d. | ||
985 | +$$ | ||
986 | +with \aclp{SM} | ||
987 | +$ | ||
988 | + \co{ad}, \co{a}d, a\co{d}b, a\co{d}c, adb | ||
989 | +$. | ||
990 | + | ||
991 | + | ||
992 | +The interesting case is the subtree of the \acl{TC} $ad$. Notice that no \acl{SM} $s$ contains $adc$ because $(i)$ $adb$ is a \acl{SM} and $(ii)$ if $adc \subset s$ then $b \in s$ so $adb \subset s$. | ||
993 | + | ||
994 | +Following equations \eqref{eq:world.fold.stablemodel} and \eqref{eq:world.fold.independent} {\bruno What are these equations?} this entails | ||
995 | +\begin{equation*} | ||
996 | + \begin{cases} | ||
997 | + \pr{W = adc \given C = ad} = 0,\cr | ||
998 | + \pr{W = adb \given C = ad} = 1 | ||
999 | + \end{cases} | ||
1000 | +\end{equation*} | ||
1001 | +which concentrates all probability mass from the \acl{TC} $ad$ in the $adb$ branch, including the node $W = adbc$. This leads to the following cases: | ||
1002 | +$$ | ||
1003 | + \begin{array}{l|c} | ||
1004 | + x & \pr{W = x \given C = ad} \\ | ||
1005 | + \hline | ||
1006 | + ad & 1 \\ | ||
1007 | + adb & 1 \\ | ||
1008 | + adc & 0 \\ | ||
1009 | + adbc & 1 | ||
1010 | + \end{array} | ||
1011 | +$$ | ||
1012 | +so, for $C = ad$, | ||
1013 | +$$ | ||
1014 | + \begin{aligned} | ||
1015 | + \pr{W = b} & = \frac{2}{4} \cr | ||
1016 | + \pr{W = c} & = \frac{1}{4} \cr | ||
1017 | + \pr{W = bc} & = \frac{1}{4} \cr | ||
1018 | + & \not= \pr{W = b}\pr{W = c} | ||
1019 | + \end{aligned} | ||
1020 | +$$ | ||
1021 | +\emph{i.e.} the events $W = b$ and $W = c$ are dependent and that dependence results directly from the segment $\probfact{0.2}{d}, b \leftarrow c \wedge d$ in the specification. | ||
1022 | + | ||
1023 | + {\bruno Why does this not contradict Assumption 1?} | ||
1024 | + | ||
1025 | +% | ||
1026 | + | ||
1027 | +% | ||
1028 | +\hrule | ||
1029 | +\begin{quotation}\note{Todo} | ||
1030 | + | ||
1031 | + Prove the four world cases (done), support the product (done) and sum (tbd) options, with the independence assumptions. | ||
1032 | +\end{quotation} | ||
1033 | + | ||
1034 | +\subsection{Future Work} | ||
1035 | + | ||
1036 | +\todo{develop this section.} | ||
1037 | + | ||
1038 | +\begin{itemize} | ||
1039 | + \item The measure of the inconsistent events doesn't need to be set to $0$ and, maybe, in some cases, it shouldn't. | ||
1040 | + \item The physical system might have \emph{latent} variables, possibly also represented in the specification. These variables are never observed, so observations should be concentrated \emph{somewhere else}. | ||
1041 | + \item Comment on the possibility of extending equation \eqref{eq:weight.events.unconditional} with parameters expressing further uncertainties, enabling a tuning of the model's \aclp{TC}, given observations. | ||
1042 | + \begin{equation*} | ||
1043 | + \pw{e} := \sum_{c\in\fml{T}} \pw{e, c}\theta_c. | ||
1044 | + \end{equation*} | ||
1045 | +\end{itemize} | ||
1046 | + | ||
1047 | + | ||
1048 | +\section*{Acknowledgements} | ||
1049 | + | ||
1050 | +This work is supported by NOVA\textbf{LINCS} (UIDB/04516/2020) with the financial support of FCT.IP. | ||
1051 | + | ||
1052 | +\printbibliography | ||
1053 | + | ||
1054 | +\end{document} | ||
1054 | \ No newline at end of file | 1055 | \ No newline at end of file |