Learning System

This page reflects my/our idea about the Learning system.

2. Bayesian Inference

Events are things like food intake (eg one glass of lemonade), insuline intake (one unit of type X), sports (half an hour of running), but also current health status and stress level etc. Before the system learns anything, each event is assigned an 'a priori' estimating curve, which tells us how, in time, the estimated effect on the blood glucose level 'g'. This a priori curve is assigned before any measurements have been made (example: the a priori curve for food could be based on known carbonhydrate). Quickly said, the learning system uses the blood glucose measurements to update and improve the estimating curve.

Lets describe these events, their effects and their computations, in terms of a statistics problem.

About events

Each single event <math>e_i</math> has three things.

1) Firstly: A set of samples. Each sample is a tuple (Δt, Δg) So the set of samples could be represented on a 2-dimensional area. The sample set is initially empty, and samples are added through bayesian inference (explained below). [For extra clarity, image to be added here].

2) A prior (a priori) function f_e,prior(Δt) → Δg = μ_prior. This is the estimated mean effect of the event, for each determined before any samples have arrived. For food, it could be determined by looking at carbonhydrate amount. For insuline, it could be determined by medicine information. If no prior function can be made, an effect is assigned a default prior function. The prior function also has a pre-determined variance σ_prior². Spoken in statistic terms, the event effect at each moment in time has a normal distribution with:

<math>\sigma_e^2 = \mbox{some-static-value} \,</math>
<math>\mu_e = \theta \,</math>

This parameter θ is unknown, but it has a prior distribution with

<math>\sigma_{\theta ,prior}^2 = \mbox{some-a-priori-value} \,</math>
<math>\mu_{\theta, prior} = f_{e,prior}(\triangle t) \,</math>

3) A posterior (a posteriori) function f_e,post(Δt) → Δg. This is the esimated effect of the event after looking at the samples. It is determined as follows. The samples are divived into give time intervals, for example 15 minutes. So we have intervals t_i with i=(1, ..., n), and each interval representing 15 minutes. Each of these intervals t_i have a distribution θ with a prior distribution as explained above. The posterior distribution of t_i is calculated as follows:

<math>\sigma_{\theta, post}^2=\frac{\sigma_{\theta, prior}^2\sigma_{\theta, prior}^2}{\sigma_e^2+n\sigma_{\theta, prior}^2}</math>
<math>\mu_{\theta, post}=\frac{\sigma_{\theta, prior}^2\mu_{\theta, prior}+n\sigma_{\theta, prior}^2\bar x_n}{\sigma_e^2+n\sigma_{\theta, prior}^2}</math>

To assign an evidence x_i to each individual events e_i you do:

<math>x_i=\mu_{prior}+a*\sigma_i^2</math>

where

<math>a = \frac{x_{tot}-(\mu_1+\mu_2+...)}{\sigma_1^2+\sigma_2^2+...}</math>

So it comes down to some quite simple math. I'll make my explanation better when I have more time.