Industry
Risk-Averse Strategies for Security Games with Execution and Observational Uncertainty
Yin, Zhengyu (University of Southern California) | Jain, Manish (University of Southern California) | Tambe, Milind (University of Southern California) | Ordóñez, Fernando (University of Southern California)
Attacker-defender Stackelberg games have become a popular game-theoretic approach for security with deployments for LAX Police, the FAMS and the TSA. Unfortunately, most of the existing solution approaches do not model two key uncertainties of the real-world: there may be noise in the defender's execution of the suggested mixed strategy and/or the observations made by an attacker can be noisy. In this paper, we provide a framework to model these uncertainties, and demonstrate that previous strategies perform poorly in such uncertain settings. We also provide RECON, a novel algorithm that computes strategies for the defender that are robust to such uncertainties, and provide heuristics that further improve RECON's efficiency.
Learning in Repeated Games with Minimal Information: The Effects of Learning Bias
Crandall, Jacob W. (Masdar Institute of Science and Technology) | Ahmed, Asad (Masdar Institute of Science and Technology) | Goodrich, Michael A. (Brigham Young University)
Automated agents for electricity markets, social networks, and other distributed networks must repeatedly interact with other intelligent agents, often without observing associates' actions or payoffs (i.e., minimal information). Given this reality, our goal is to create algorithms that learn effectively in repeated games played with minimal information. As in other applications of machine learning, the success of a learning algorithm in repeated games depends on its learning bias. To better understand what learning biases are most successful, we analyze the learning biases of previously published multi-agent learning (MAL) algorithms. We then describe a new algorithm that adapts a successful learning bias from the literature to minimal information environments. Finally, we compare the performance of this algorithm with ten other algorithms in repeated games played with minimal information.
Branch and Price for Multi-Agent Plan Recognition
Banerjee, Bikramjit (The University of Southern Mississippi) | Kraemer, Landon (The University of Southern Mississippi)
The problem of identifying the (dynamic) team structures and team behaviors from the observed activities of multiple agents is called Multi-Agent Plan Recognition (MAPR). We extend a recent formalization of this problem to accommodate a compact, partially ordered, multi-agent plan language, as well as complex plan execution models — particularly plan abandonment and activity interleaving. We adopt a branch and price approach to solve MAPR in such a challenging setting, and fully instantiate the (generic) pricing problem for MAPR. We show experimentally that this approach outperforms a recently proposed hypothesis pruning algorithm in two domains: multi-agent blocks word, and intrusion detection. The key benefit of the branch and price approach is its ability to grow the necessary component (occurrence) space from which the hypotheses are constructed, rather than begin with a fully enumerated component space that has an intractable size, and search it with pruning. Our formulation of MAPR has the broad objective of bringing mature Operations Research methodologies to bear upon MAPR, envisaged to have a similar impact as mature SAT-solvers had on planning.
Sparse Matrix-Variate t Process Blockmodels
Xu, Zenglin (Purdue University) | Yan, Feng (Purdue University) | Qi, Yuan (Purdue University)
We consider the problem of modeling network interactions and identifying latent groups of network nodes. This problem is challenging due to the facts i) that the network nodes are interdependent instead of independent, ii) that the network data are very noisy (e.g., missing edges), and iii) that the network interactions are often sparse. To address these challenges, we propose a Sparse Matrix-variate t process Blockmodel (SMTB). In particular, we generalize a matrix-variate t distribution to a t process on matrices with nonlinear covariance functions. Due to this generalization, our model can estimate latent memberships for individual network nodes. This separates our model from previous t distribution based relational models. Also, we introduce sparse prior distributions on the latent membership parameters to select group assignments for individual nodes. To learn the model efficiently from data, we develop a variational method. When compared with several state-of-the-art models, including the predictive matrix-variate t models and mixed membership stochastic blockmodels, our model achieved improved prediction accuracy on real world network datasets.
Towards Evolutionary Nonnegative Matrix Factorization
Wang, Fei (IBM Research) | Tong, Hanghang (IBM Research) | Lin, Ching-Yung (IBM Research)
Nonnegative Matrix Factorization (NMF) techniques has aroused considerable interests from the field of artificial intelligence in recent years because of its good interpretability and computational efficiency. However, in many real world applications, the data features usually evolve over time smoothly. In this case, it would be very expensive in both computation and storage to rerun the whole NMF procedure after each time when the data feature changing. In this paper, we propose Evolutionary Nonnegative Matrix Factorization (eNMF), which aims to incrementally update the factorized matrices in a computation and space efficient manner with the variation of the data matrix. We devise such evolutionary procedure for both asymmetric and symmetric NMF. Finally we conduct experiments on several real world data sets to demonstrate the efficacy and efficiency of eNMF.
Multi-Level Cluster Indicator Decompositions of Matrices and Tensors
Luo, Dijun (The University of Texas at Arlington) | Ding, Chris H. Q. (The University of Texas at Arlington) | Huang, Heng (The University of Texas at Arlington)
A main challenging problem for many machine learning and data mining applications is that the amount of data and features are very large, so that low-rank approximations of original data are often required for efficient computation. We propose new multi-level clustering based low-rank matrix approximations which are comparable and even more compact than Singular Value Decomposition (SVD). We utilize the cluster indicators of data clustering results to form the subspaces, hence our decomposition results are more interpretable. We further generalize our clustering based matrix decompositions to tensor decompositions that are useful in high-order data analysis. We also provide an upper bound for the approximation error of our tensor decomposition algorithm. In all experimental results, our methods significantly outperform traditional decomposition methods such as SVD and high-order SVD.
Item-Level Social Influence Prediction with Probabilistic Hybrid Factor Matrix Factorization
Cui, Peng (Tsinghua University) | Wang, Fei (IBM T J Watson Research Center, Hawthorne) | Yang, Shiqiang (Tsinghua University) | Sun, Lifeng (Tsinghua University)
Social influence has become the essential factor which drives the dynamic evolution process of social network structure and user behaviors. Previous research often focus on social influence analysis in network-level or topic-level. In this paper, we concentrate on predicting item-level social influence to reveal the users' influences in a more fine-grained level. We formulate the social influence prediction problem as the estimation of a user-post matrix, where each entry in the matrix represents the social influence strength the corresponding user has given the corresponding web post. To deal with the sparsity and complex factor challenges in the research, we model the problem by extending the probabilistic matrix factorization method to incorporate rich prior knowledge on both user dimension and web post dimension, and propose the Probabilistic Hybrid Factor Matrix Factorization (PHF-MF) approach. Intensive experiments are conducted on a real world online social network to demonstrate the advantages and characteristics of the proposed method.
Transportability of Causal and Statistical Relations: A Formal Approach
Pearl, Judea (University of California, Los Angeles) | Bareinboim, Elias (University of California, Los Angeles)
We address the problem of transferring information learned from experiments to a different environment, in which only passive observations can be collected. We introduce a formal representation called "selection diagrams" for expressing knowledge about differences and commonalities between environments and, using this representation, we derive procedures for deciding whether effects in the target environment can be inferred from experiments conducted elsewhere. When the answer is affirmative, the procedures identify the set of experiments and observations that need be conducted to license the transport. We further discuss how transportability analysis can guide the transfer of knowledge in non-experimental learning to minimize re-measurement cost and improve prediction power.
Trajectory Regression on Road Networks
Ide, Tsuyoshi (IBM Research - Tokyo) | Sugiyama, Masashi (Tokyo Institute of Technology)
This paper addresses the task of trajectory cost prediction, a new learning task for trajectories. The goal of this task is to predict the cost for an arbitrary (possibly unknown) trajectory, based on a set of previous trajectory-cost pairs. A typical example of this task is travel-time prediction on road networks. The main technical challenge here is to infer the costs of trajectories including links with no or little passage history. To tackle this, we introduce a weight propagation mechanism over the links, and show that the problem can be reduced to a simple form of kernel ridge regression. We also show that this new formulation leads us to a unifying view, where a natural choice of the kernel is suggested to an existing kernel-based alternative.
Deriving a Web-Scale Common Sense Fact Database
Tandon, Niket (Max Planck Institute for Informatics) | Melo, Gerard de (Max Planck Institute for Informatics) | Weikum, Gerhard (Max Planck Institute for Informatics)
The fact that birds have feathers and ice is cold seems trivially true. Yet, most machine-readable sources of knowledge either lack such common sense facts entirely or have only limited coverage. Prior work on automated knowledge base construction has largely focused on relations between named entities and on taxonomic knowledge, while disregarding common sense properties. In this paper, we show how to gather large amounts of common sense facts from Web n-gram data, using seeds from the ConceptNet collection. Our novel contributions include scalable methods for tapping onto Web-scale data and a new scoring model to determine which patterns and facts are most reliable. The experimental results show that this approach extends ConceptNet by many orders of magnitude at comparable levels of precision.