1
00:00:01,060 --> 00:00:05,829
That exploit additional forms of local
structures some kind of pro matrix form

2
00:00:05,829 --> 00:00:10,116
are extremely valuable in context of
general, in the general context of

3
00:00:10,116 --> 00:00:15,128
graphical models because they allow us to
provide a much sparse representation. But

4
00:00:15,128 --> 00:00:19,958
they are absolutely essential when we have
in networks that involves continuous

5
00:00:19,958 --> 00:00:25,347
variables because their tables are simply
not an option. So let's look at some

6
00:00:25,347 --> 00:00:30,145
examples of networks that involve
continous variables, and see what kind of

7
00:00:30,145 --> 00:00:34,688
representations we might want to
incorporate here. So now, let's imagine

8
00:00:34,688 --> 00:00:39,550
that we have a continous temperature
variable. Say the temperature in a room.

9
00:00:39,550 --> 00:00:44,285
And we have a sensor, a thermos-, a
thermometer that mentions, that measures

10
00:00:44,285 --> 00:00:48,955
the, the temperature. Now, thermometers
aren't perfect, and so, what we would

11
00:00:48,955 --> 00:00:54,010
expect, then, is the sensor is around the
right temperature, but not quite. And so.

12
00:00:54,010 --> 00:01:00,840
One way to capture that is by saying that
the sensor S is a normal distribution. And

13
00:01:00,840 --> 00:01:09,529
here's an all distribution. Around the
true temperature, T, with some standard

14
00:01:09,529 --> 00:01:16,760
deviation, Sigma S. So this defines for
every value of T a distribution over S. In

15
00:01:16,760 --> 00:01:24,624
a very compact parametric form that has
just really the parameter of sigma S, and

16
00:01:24,624 --> 00:01:31,765
if we just say that S is a Gausian around
the variable, around the value of the

17
00:01:31,765 --> 00:01:39,288
variable T. Now let's make the situation a
little bit more interesting. This is the

18
00:01:39,288 --> 00:01:46,204
temperature now. And this is a
[inaudible]. So we have P. And P. Prime.

19
00:01:46,204 --> 00:01:50,990
Now, P. Prime now depend, the, the
temperature soon depends on the current

20
00:01:50,990 --> 00:01:56,112
temperature, as well as the outside
temperature, because of some equalization

21
00:01:56,112 --> 00:02:02,200
of temperatures from the inside to the
outside. So, what model what, we, might we

22
00:02:02,200 --> 00:02:07,826
have for T prime as the function of it's
two parents? Temperature the current

23
00:02:07,826 --> 00:02:14,206
temperature and the outside temperature.
Well, so one model might be just some kind

24
00:02:14,206 --> 00:02:19,704
of diffusion model that says that T is
equal to some weighted combination. Sorry,

25
00:02:19,704 --> 00:02:25,683
T prime is a Gaussian around,
a mean that's defined as a combination of

26
00:02:25,683 --> 00:02:31,112
the current temperature and the outside
temperature. So you kind of combine the

27
00:02:31,112 --> 00:02:36,679
two, and because there is stochasticity in
the process, we're going to say that T

28
00:02:36,679 --> 00:02:43,880
prime isn't exactly equal to this, but
rather is a Gaussian around this mean.

29
00:02:45,780 --> 00:02:51,362
With some standard deviation stigmatic. To
be distinguished from the standard

30
00:02:51,362 --> 00:02:57,752
deviation stigma x which is the center of
deviance. Let's make life even more

31
00:02:57,752 --> 00:03:03,722
interesting. Let's imagine that there is a
door in the room. The door can be opened

32
00:03:03,722 --> 00:03:09,620
or closed so it's a discreet variable,
takes two values and clearly the extent of

33
00:03:09,620 --> 00:03:15,153
the diffusion is going to depend upon
whether the door is open and we would

34
00:03:15,153 --> 00:03:20,686
expect different parameters to this
system. In the case of two values of the

35
00:03:20,686 --> 00:03:26,510
discreet variable and so if we write the
model now we're going to have that the

36
00:03:26,510 --> 00:03:34,296
temperature time, the temperature soon T
prime, is going to be a Gaussian

37
00:03:34,550 --> 00:03:41,327
who's parameters, alpha and sigma depend
on the value of a door variable. So, if b

38
00:03:41,327 --> 00:03:47,172
equals zero. We're going to have
parameters alpha zero and sigma zero T.

39
00:03:47,172 --> 00:03:54,033
And if b equals one, we have
a different set of parameters that equal

40
00:03:54,033 --> 00:04:01,907
to different diffusion process. So just to
give all these things name this model that

41
00:04:01,907 --> 00:04:09,331
we had over here was called a linear
Gaussian. We will define that more formally in the

42
00:04:09,331 --> 00:04:16,851
next slide. And this model is called the
conditional linear Gaussian. Because

43
00:04:16,851 --> 00:04:23,012
the linear Gaussian whose parameters are
conditioned on the discrete variable

44
00:04:23,012 --> 00:04:32,416
Door. So to generalize these models
to a broader setting where, where we have

45
00:04:32,416 --> 00:04:39,603
a general variable Y and Y has parents X1
up to XK the linear Gaussian model has the

46
00:04:39,603 --> 00:04:46,029
following form. It says that Y is a
Gaussian, so that's what the N stands for,

47
00:04:46,029 --> 00:04:53,143
who's mean, is a linear function, and
that's why it's called a linear

48
00:04:53,143 --> 00:05:02,160
Gaussian. Is a linear function of the
parents X<u>i. And importantly whose</u>

49
00:05:02,160 --> 00:05:11,307
variance doesn't depend at all. On the
parents So the variance is fixed. That's

50
00:05:11,307 --> 00:05:17,048
the definition of a liner Gaussian CPD,
and obviously, it's restricted. It doesn't

51
00:05:17,048 --> 00:05:22,789
capture every situation, but it's a useful
model and a useful first approximation in

52
00:05:22,789 --> 00:05:28,394
many cases. Conditional linear Gaussian
introduces into the mix, the possibility

53
00:05:28,394 --> 00:05:33,725
of one or more discrete parents. In this
case, we just drew one more simplicity,

54
00:05:33,725 --> 00:05:38,988
but you could have more than one. And this
is just a linear Gaussian whose

55
00:05:38,988 --> 00:05:56,077
parameters depend on the value of A. So,
writing it down it looks exactly like

56
00:05:56,077 --> 00:06:02,683
this. We now have, for every one of the
parameters, we have the ability for the

57
00:06:02,683 --> 00:06:09,546
parameters to depend on A. And this case,
the variants, can depend on the continue

58
00:06:09,546 --> 00:06:17,081
on the discreet parent. But not on the
continuous ones. And this is the

59
00:06:17,081 --> 00:06:20,988
conditional in your Gaussian model. And
again, similarly it is a restricted model,

60
00:06:20,988 --> 00:06:24,896
and one can certainly generalize beyond
that, as we'll show in a moment. But it's

61
00:06:24,896 --> 00:06:29,866
a very useful model that's used in a large
number of applications. One example

62
00:06:29,866 --> 00:06:35,374
application that we've seen that involves
continuous variables is the task of robot

63
00:06:35,374 --> 00:06:40,685
localization. I'm not going to show this
video again now. We're going to see it

64
00:06:40,685 --> 00:06:46,258
again when we talk about temporal models.
But, just as a reminder, what we have here

65
00:06:46,258 --> 00:06:51,831
is a robot whose location is a continuous
quantity. So are the sensor observations

66
00:06:51,831 --> 00:06:57,274
that give a noisy version of how far away
the robot is from an obstacle looking in

67
00:06:57,274 --> 00:07:04,943
each one of the different directions. Okay
and so we have both the continuous state

68
00:07:04,943 --> 00:07:12,424
variable as well as the continuous
observation that the robot needs to deal

69
00:07:12,424 --> 00:07:20,397
with. So what kind of observation model
makes sense in this study. So here lets

70
00:07:20,397 --> 00:07:28,405
imagine that this line over here
represents the true distance. From the

71
00:07:28,405 --> 00:07:40,726
robot's current location, from a given
location to obstacle. So if the robot

72
00:07:40,726 --> 00:07:46,821
is looking in, if we're conditioning on
the robots current location and we're

73
00:07:46,821 --> 00:07:52,996
asking, if I look in this diresction how
far is it before I hit an obstacle. In

74
00:07:52,996 --> 00:07:59,577
this case that distance is, 200 and, I
don't know, twenty centimeters. And what

75
00:07:59,577 --> 00:08:07,321
this tells us is that a sonar is a
Gaussian. You can see this is the sonar.

76
00:08:07,321 --> 00:08:18,746
The red is the sonar. Is a Gaussian around,
the true distance. Now, the laser, which

77
00:08:18,746 --> 00:08:25,252
is a different sensing modality for the
same robot is also a Gaussian around that

78
00:08:25,252 --> 00:08:31,202
true distance. But because the laser is a
more accurate sensor the standard

79
00:08:31,202 --> 00:08:37,787
deviation is lower for the laser than for
the sonar. And that reflects the accuracy

80
00:08:37,787 --> 00:08:46,602
of these two different sensor modalities.
Now, this is an idealized version. But

81
00:08:46,602 --> 00:08:53,191
surprisingly corresponds in useful ways to
the real model. So let's actually look at

82
00:08:53,191 --> 00:08:59,858
some of the, Let's look first at the model
that was used in the system. And then, at,

83
00:08:59,858 --> 00:09:05,584
which is the red line. And then we can
look at the blue line. The red line

84
00:09:05,584 --> 00:09:11,389
actually involves three different
components. So this is the actual center

85
00:09:11,389 --> 00:09:20,302
model. Used by the robots and we can see
that it has three components. It has this

86
00:09:20,302 --> 00:09:27,460
peak Which is the Gaussian around the
true distance. The next most obvious

87
00:09:27,460 --> 00:09:36,210
phenomenon is this ridiculous peak over
here. This corresponds to a max range

88
00:09:36,210 --> 00:09:42,928
reading. This is what you get if there
isn't an obstacle in that direction within

89
00:09:42,928 --> 00:09:48,899
a reasonable distance for the laser or the
sonar to return any signal. And so that's

90
00:09:48,899 --> 00:09:54,088
why there's a very large peak, at, at,
beyond a certain distance. That's the

91
00:09:54,088 --> 00:09:59,633
entire rest of the probability mass. The
final most more subtle aspect of this

92
00:09:59,633 --> 00:10:06,980
probability distribution is that you see
that this is higher than that. So, the,

93
00:10:06,980 --> 00:10:14,680
there's more probability mass, for the
density, before the obstacle than after

94
00:10:14,680 --> 00:10:23,474
the obstacle. And why is that? Because
once you get to the obstacle. The beam

95
00:10:23,474 --> 00:10:28,252
returns. But before you get to the
obstacle there might be some other like,

96
00:10:28,252 --> 00:10:33,675
transient things, like a person walking in
front of the obstacle. And that's going to

97
00:10:33,675 --> 00:10:38,840
return the beam in a way that doesn't
represent the actual structure of the map.

98
00:10:38,840 --> 00:10:43,725
And so that's why we have a certain
probability. Of having the ob, of having

99
00:10:43,725 --> 00:10:48,618
the, the beam return sooner than the
obstacle, and that probability doesn't

100
00:10:48,618 --> 00:10:53,974
exist on the downside once the obstacle's
been reached. So the actual probability

101
00:10:53,974 --> 00:10:59,396
distribution is an aggregation of these
three signals. The sensor model around the

102
00:10:59,396 --> 00:11:04,808
obstacle in a given direction. This
uniform distribution, before

103
00:11:04,808 --> 00:11:09,473
the obstacle would [inaudible]
distribution return and the max range

104
00:11:09,473 --> 00:11:14,747
reading at the end. The red line is the
model that was used and the blue

105
00:11:14,747 --> 00:11:20,426
line is, the actual measured distances in
different settings to sort of show whether this

106
00:11:20,426 --> 00:11:25,633
really does, the model that was used
really represents reality. And the answer

107
00:11:25,633 --> 00:11:30,830
is that, it does to a surprising extent.
So this, this is an example of how

108
00:11:30,830 --> 00:11:36,027
continuous sensor, continuous
distributions are going to be used in a

109
00:11:36,027 --> 00:11:44,424
real world application. The next example,
of that, is actually the robot motion

110
00:11:44,424 --> 00:11:52,280
model. So here are the robots. And the
robot is heading in a given direction

111
00:11:52,580 --> 00:11:59,026
alpha. Heading sorry, heading in this
direction that's what it thinks it's going

112
00:11:59,026 --> 00:12:05,060
and the question is if it moves a certain
distance it thinks it's moving a certain

113
00:12:05,060 --> 00:12:10,875
distance in a given direction. What is the
Actual distribution over it's next

114
00:12:10,875 --> 00:12:16,244
location. And the answer is it's a little
bit tricky because robots actually have

115
00:12:16,244 --> 00:12:21,155
heading and there's certain uncertainty
alpha, over which is the difference

116
00:12:21,155 --> 00:12:26,263
between where they think they are going
and where they are actually going. And

117
00:12:26,263 --> 00:12:31,655
then there is also noise. On the distant
delta, that they think they moved, and,

118
00:12:31,655 --> 00:12:37,072
so, when you put all these together, the
actual cloud, on, the distribution, on

119
00:12:37,072 --> 00:12:42,489
where the robots going to be, falling,
[inaudible] move, is this weird, banana

120
00:12:42,489 --> 00:12:48,101
shaped distribution, which is centered
around. This area where the robot thinks

121
00:12:48,101 --> 00:12:53,825
it is. But is, but has a sort of banana
shape that's, where the banana shape is

122
00:12:53,825 --> 00:12:59,263
induced by the uncertainty about the
angular trajectory. And if you actually

123
00:12:59,263 --> 00:13:05,202
run this for a while, you can see that the
banana shape gets more and more and more

124
00:13:05,202 --> 00:13:10,211
diffuse. So here is the first banana
shape, and now the robot turns, and

125
00:13:10,211 --> 00:13:15,721
there's more uncertainty over the heading.
And so, you get. A larger and larger

126
00:13:15,721 --> 00:13:21,589
banana shaped distribution, on the robots
position, assuming there's no evidence to

127
00:13:21,589 --> 00:13:25,955
correct, the position based on say sonar
or laser readings.
