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Bayesian Programming and Learning for Multi-Player Video Games ...

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which derives the laws of probability: the “product-rule” (P(A, B) = P(A ∩ B) = P(A|B)P(B))<br />

<strong>and</strong> the “sum-rule” (P(A+B) = P(A)+P(B)−P(A, B) or P(A∪B) = P(A)+P(B)−P(A∩B))<br />

of probabilities.<br />

Indeed, this was proved by Cox [1946], producing Cox’s theorem (also named Cox-Jayne’s<br />

theorem):<br />

Theorem. A system <strong>for</strong> reasoning which satisfies:<br />

• divisibility <strong>and</strong> comparability, the plausibility of a statement is a real number,<br />

• common sense, in presence of total in<strong>for</strong>mation, reasoning is isomorphic to Boolean logic,<br />

• consistency, two identical mental states should have the same degrees of plausibility,<br />

is isomorphic to probability theory.<br />

So, the degrees of belief, of any consistent induction mechanism, verify Kolmogorov’s axioms.<br />

Finetti [1937] showed that if reasoning is made in a system which is not isomorphic to probability<br />

theory, then it is always possible to find a Dutch book (a set of bets which guarantees a profit<br />

regardless of the outcomes). In our quest <strong>for</strong> a consistent reasoning mechanism which<br />

is able to deal with (extensional <strong>and</strong> intentional) uncertainty, we are thus bound to<br />

probability theory.<br />

3.2.2 A <strong>for</strong>malism <strong>for</strong> <strong>Bayesian</strong> models<br />

Inspired by plausible reasoning, we present <strong>Bayesian</strong> programming, a <strong>for</strong>malism that can be used<br />

to describe entirely any kind of <strong>Bayesian</strong> model. It subsumes <strong>Bayesian</strong> networks <strong>and</strong> <strong>Bayesian</strong><br />

maps, as it is equivalent to probabilistic factor graphs Diard et al. [2003]. There are mainly two<br />

parts in a <strong>Bayesian</strong> program (BP)*, the description of how to compute the joint distribution,<br />

<strong>and</strong> the question(s) that it will be asked.<br />

The description consists in exhibiting the relevant variables {X 1 , . . . , X n } <strong>and</strong> explain their<br />

dependencies by decomposing the joint distribution P(X 1 . . . X n |δ, π) with existing preliminary<br />

(prior) knowledge π <strong>and</strong> data δ. The <strong>for</strong>ms of each term of the product specify how to compute<br />

their distributions: either parametric <strong>for</strong>ms (laws or probability tables, with free parameters<br />

that can be learned from data δ) or recursive questions to other <strong>Bayesian</strong> programs.<br />

Answering a question is computing the distribution P(Searched|Known), with Searched<br />

<strong>and</strong> Known two disjoint subsets of the variables.<br />

=<br />

P(Searched|Known) (3.1)<br />

�<br />

F ree<br />

P(Searched, F ree, Known)<br />

P(Known)<br />

(3.2)<br />

= 1 �<br />

× P(Searched, F ree, Known) (3.3)<br />

Z<br />

F ree<br />

General <strong>Bayesian</strong> inference is practically intractable, but conditional independence hypotheses<br />

<strong>and</strong> constraints (stated in the description) often simplify the model. There are efficient ways<br />

to calculate the joint distribution like message passing <strong>and</strong> junction tree algorithms [Pearl, 1988,<br />

Aji <strong>and</strong> McEliece, 2000, Naïm et al., 2004, Mekhnacha et al., 2007, Koller <strong>and</strong> Friedman, 2009].<br />

45

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