Markov Models
A combined entropy and utility based generative model for large scale multiple discrete-continuous travel behaviour data
Generative models, either by simple clustering algorithms or deep neural network architecture, have been developed as a probabilistic estimation method for dimension reduction or to model the underlying properties of data structures. Although their apparent use has largely been limited to image recognition and classification, generative machine learning algorithms can be a powerful tool for travel behaviour research. In this paper, we examine the generative machine learning approach for analyzing multiple discrete-continuous (MDC) travel behaviour data to understand the underlying heterogeneity and correlation, increasing the representational power of such travel behaviour models. We show that generative models are conceptually similar to choice selection behaviour process through information entropy and variational Bayesian inference. Specifically, we consider a restricted Boltzmann machine (RBM) based algorithm with multiple discrete-continuous layer, formulated as a variational Bayesian inference optimization problem. We systematically describe the proposed machine learning algorithm and develop a process of analyzing travel behaviour data from a generative learning perspective. We show parameter stability from model analysis and simulation tests on an open dataset with multiple discrete-continuous dimensions and a size of 293,330 observations. For interpretability, we derive analytical methods for conditional probabilities as well as elasticities. Our results indicate that latent variables in generative models can accurately represent joint distribution consistently w.r.t multiple discrete-continuous variables. Lastly, we show that our model can generate statistically similar data distributions for travel forecasting and prediction.
Soft Constraints for Inference with Declarative Knowledge
Tavares, Zenna, Burroni, Javier, Minaysan, Edgar, Lezama, Armando Solar, Ranganath, Rajesh
We develop a likelihood free inference procedure for conditioning a probabilistic model on a predicate. A predicate is a Boolean valued function which expresses a yes/no question about a domain. Our contribution, which we call predicate exchange, constructs a softened predicate which takes value in the unit interval [0, 1] as opposed to a simply true or false. Intuitively, 1 corresponds to true, and a high value (such as 0.999) corresponds to "nearly true" as determined by a distance metric. We define Boolean algebra for soft predicates, such that they can be negated, conjoined and disjoined arbitrarily. A softened predicate can serve as a tractable proxy to a likelihood function for approximate posterior inference. However, to target exact inference, we temper the relaxation by a temperature parameter, and add a accept/reject phase use to replica exchange Markov Chain Mont Carlo, which exchanges states between a sequence of models conditioned on predicates at varying temperatures. We describe a lightweight implementation of predicate exchange that it provides a language independent layer that can be implemented on top of existingn modeling formalisms.
Robot Sequential Decision Making using LSTM-based Learning and Logical-probabilistic Reasoning
Amiri, Saeid, Shirazi, Mohammad Shokrolah, Zhang, Shiqi
Sequential decision-making (SDM) plays a key role in intelligent robotics, and can be realized in very different ways, such as supervised learning, automated reasoning, and probabilistic planning. The three families of methods follow different assumptions and have different (dis)advantages. In this work, we aim at a robot SDM framework that exploits the complementary features of learning, reasoning, and planning. We utilize long short-term memory (LSTM), for passive state estimation with streaming sensor data, and commonsense reasoning and probabilistic planning (CORPP) for active information collection and task accomplishment. In experiments, a mobile robot is tasked with estimating human intentions using their motion trajectories, declarative contextual knowledge, and human-robot interaction (dialog-based and motion-based). Results suggest that our framework performs better than its no-learning and no-reasoning versions in a real-world office environment.
Parallel Markov Chain Monte Carlo for Bayesian Hierarchical Models with Big Data, in Two Stages
Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for Bayesian nested hierarchical models, typically only a few parameters are common for the full data set, with most parameters being group-specific. Thus, parallel Bayesian MCMC methods that take into account the structure of the model and split the full data set by groups rather than by observations are a more natural approach for analysis. Here, we adapt and extend a recently introduced two-stage Bayesian hierarchical modeling approach, and we partition complete data sets by groups. In stage 1, the group-specific parameters are estimated independently in parallel. The stage 1 posteriors are used as proposal distributions in stage 2, where the target distribution is the full model. Using three-level and four-level models, we show in both simulation and real data studies that results of our method agree closely with the full data analysis, with greatly increased MCMC efficiency and greatly reduced computation times. The advantages of our method versus existing parallel MCMC computing methods are also described.
Global-to-local Memory Pointer Networks for Task-Oriented Dialogue
Wu, Chien-Sheng, Socher, Richard, Xiong, Caiming
End-to-end task-oriented dialogue is challenging since knowledge bases are usually large, dynamic and hard to incorporate into a learning framework. We propose the global-to-local memory pointer (GLMP) networks to address this issue. In our model, a global memory encoder and a local memory decoder are proposed to share external knowledge. The encoder encodes dialogue history, modifies global contextual representation, and generates a global memory pointer. The decoder first generates a sketch response with unfilled slots. Next, it passes the global memory pointer to filter the external knowledge for relevant information, then instantiates the slots via the local memory pointers. We empirically show that our model can improve copy accuracy and mitigate the common out-of-vocabulary problem. As a result, GLMP is able to improve over the previous state-of-the-art models in both simulated bAbI Dialogue dataset and human-human Stanford Multi-domain Dialogue dataset on automatic and human evaluation.
Improving Sepsis Treatment Strategies by Combining Deep and Kernel-Based Reinforcement Learning
Peng, Xuefeng, Ding, Yi, Wihl, David, Gottesman, Omer, Komorowski, Matthieu, Lehman, Li-wei H., Ross, Andrew, Faisal, Aldo, Doshi-Velez, Finale
Sepsis is the leading cause of mortality in the ICU. It is challenging to manage because individual patients respond differently to treatment. Thus, tailoring treatment to the individual patient is essential for the best outcomes. In this paper, we take steps toward this goal by applying a mixture-of-experts framework to personalize sepsis treatment. The mixture model selectively alternates between neighbor-based (kernel) and deep reinforcement learning (DRL) experts depending on patient's current history. On a large retrospective cohort, this mixture-based approach outperforms physician, kernel only, and DRL-only experts.
A Simple Algorithm for Scalable Monte Carlo Inference
Borisenko, Alexander, Byshkin, Maksym, Lomi, Alessandro
Statistical inference involves estimation of parameters of a model based on observations. Building on the recently proposed Equilibrium Expectation approach and Persistent Contrastive Divergence, we derive a simple and fast Markov chain Monte Carlo algorithm for maximum likelihood estimation (MLE) of parameters of exponential family distributions. The algorithm has good scaling properties and is suitable for Monte Carlo inference on large network data with billions of tie variables. The performance of the algorithm is demonstrated on Markov random fields, conditional random fields, exponential random graph models and Boltzmann machines.
Marketing Analytics through Markov Chain – Data Science Central
Imagine you are a company selling a fast-moving consumer good in the market. Let's assume that the customer would follow the given journey to make the final purchase: These are the states at which the customer would be at any point in the purchase journey. Now, how to find out in which state the customers would be after 6 months? Markov Chain comes to the rescue!! Let's first understand what Markov Chain is. Let's delve a little deeper.
A Deep Recurrent Q Network towards Self-adapting Distributed Microservices architecture
One desired aspect of microservices architecture is the ability to self-adapt its own architecture and behaviour in response to changes in the operational environment. To achieve the desired high levels of self-adaptability, this research implements the distributed microservices architectures model, as informed by the MAPE-K model. The proposed architecture employs a multi adaptation agents supported by a centralised controller, that can observe the environment and execute a suitable adaptation action. The adaptation planning is managed by a deep recurrent Q-network (DRQN). It is argued that such integration between DRQN and MDP agents in a MAPE-K model offers distributed microservice architecture with self-adaptability and high levels of availability and scalability. Integrating DRQN into the adaptation process improves the effectiveness of the adaptation and reduces any adaptation risks, including resources over-provisioning and thrashing. The performance of DRQN is evaluated against deep Q-learning and policy gradient algorithms including: i) deep q-network (DQN), ii) dulling deep Q-network (DDQN), iii) a policy gradient neural network (PGNN), and iv) deep deterministic policy gradient (DDPG). The DRQN implementation in this paper manages to outperform the above mentioned algorithms in terms of total reward, less adaptation time, lower error rates, plus faster convergence and training times. We strongly believe that DRQN is more suitable for driving the adaptation in distributed services-oriented architecture and offers better performance than other dynamic decision-making algorithms. Index Terms Service oriented architecture, self-adaptive architectures, reinforcement learning, Q-learning algorithms, deep Q-Learning networks, recurrent Q-learning networks, policy approximation, multi agents environment. I. INTRODUCTION Self-adaptability refers to the ability of service oriented architecture (SOA) to modify its own structure and behaviour in response to changes in the operating environment [1]. High levels of self-adaptability present the challenges of self-organising, self-tuning, and self-healing the architecture against an interruption. Moreover, because of the services' pervasiveness, and in order to make any adaptation strategy effective and successful, adaptation actions must be considered in conjunction with So that the performed action meets the adaptation goals, objectives, and the desired architecture quality attributes [2]-[4].