Markov Models
Modeling Individual Differences in Game Behavior Using HMM
Bunian, Sara (Northeastern University) | Canossa, Alessandro (Ubisoft) | Colvin, Randy (Northeastern University) | El-Nasr, Magy Seif (Northeastern University)
Player modeling is an important concept that has gained much attention in game research due to its utility in developing adaptive techniques to target better designs for engagement and retention. Previous work has explored modeling individual differences using machine learning algorithms performed on aggregated game actions. However, playersโ individual differences may be better manifested through sequential patterns of the in-game playerโs actions. While few works have explored sequential analysis of player data, none have explored the use of Hidden Markov Models (HMM) to model individual differences, which is the topic of this paper. In particular, we developed a modeling approach using data collected from players playing a Role-Playing Game (RPG). Our proposed approach is two fold: 1. We present a Hidden Markov Model (HMM) of player in-game behaviors to model individual differences, and 2. using the output of the HMM, we generate behavioral features used to classify real world playersโ characteristics, including game expertise and the big five personality traits. Our results show predictive power for some of personality traits, such as game expertise and conscientiousness, but the most influential factor was game expertise.
Upper Bound of Bayesian Generalization Error in Non-negative Matrix Factorization
Hayashi, Naoki, Watanabe, Sumio
Recently, nonnegative matrix factorization (NMF) [1, 2] has been applied to text mining [3], signal processing [4, 5, 6], bioinformatics [7], and consumer analysis [8]. Experiments has shown that a new knowledge discovery method is derived by NMF, however, its mathematical property as a learning machine is not yet clarified, since it is not a regular statistical model. A statistical model is called regular if a function from a parameter to a probability density function is one-to-one and if the likelihood function can be approximated by a Gaussian function. It is proved that, if a statistical model is regular and if a true distribution is realizable by a statistical model, then the generalization error is asymptotically equal to d/(2n), where d, n, and the generalization error are the dimension of the parameter, the sample size, and the expected Kullback-Leibler divergence of the true distribution and the estimated learning machine, respectively. However, the statistical model used in NMF is not regular because the map from a parameter to a probability density function is not injective.
Computer Assisted Composition with Recurrent Neural Networks
Walder, Christian, Kim, Dongwoo
Sequence modeling with neural networks has lead to powerful models of symbolic music data. We address the problem of exploiting these models to reach creative musical goals, by combining with human input. To this end we generalise previous work, which sampled Markovian sequence models under the constraint that the sequence belong to the language of a given finite state machine provided by the human. We consider more expressive non-Markov models, thereby requiring approximate sampling which we provide in the form of an efficient sequential Monte Carlo method. In addition we provide and compare with a beam search strategy for conditional probability maximisation. Our algorithms are capable of convincingly re-harmonising famous musical works. To demonstrate this we provide visualisations, quantitative experiments, a human listening test and audio examples. We find both the sampling and optimisation procedures to be effective, yet complementary in character. For the case of highly permissive constraint sets, we find that sampling is to be preferred due to the overly regular nature of the optimisation based results. The generality of our algorithms permits countless other creative applications.
Toward Scalable Machine Learning and Data Mining: the Bioinformatics Case
Faghri, Faraz, Hashemi, Sayed Hadi, Babaeizadeh, Mohammad, Nalls, Mike A., Sinha, Saurabh, Campbell, Roy H.
In an effort to overcome the data deluge in computational biology and bioinformatics and to facilitate bioinformatics research in the era of big data, we identify some of the most influential algorithms that have been widely used in the bioinformatics community. These top data mining and machine learning algorithms cover classification, clustering, regression, graphical model-based learning, and dimensionality reduction. The goal of this study is to guide the focus of scalable computing experts in the endeavor of applying new storage and scalable computation designs to bioinformatics algorithms that merit their attention most, following the engineering maxim of "optimize the common case".
Introducing machine learning for power system operation support
Donnot, Benjamin, Guyon, Isabelle, Schoenauer, Marc, Panciatici, Patrick, Marot, Antoine
Abstract--We address the problem of assisting human dispatchers in operating power grids in today's changing context using machine learning, with the aim of increasing security and reducing costs. Power networks are highly regulated systems, which at all times must meet varying demands of electricity with a complex production system, including conventional power plants, less predictable renewable energies (such as wind or solar power), and the possibility of buying/selling electricity on the international market with more and more actors involved at a European scale. This problem is becoming ever more challenging in an aging network infrastructure. One of the primary goals of dispatchers is to protect equipment (e.g. Using years of historical data collected by the French Transmission Service Operator (TSO) "Rรฉseau de Transport d'Electricitรฉ" (RTE), we develop novel machine learning techniques (drawing on "deep learning") to mimic human decisions to devise "remedial actions" to prevent any line to violate power flow limits (so-called "thermal limits"). The proposed technique is hybrid. It does not rely purely on machine learning: every action will be tested with actual simulators before being proposed to the dispatchers or implemented on the grid. Electricity is a commodity that consumers take for granted and, while governments relaying public opinion (rightfully) request that renewable energies be used increasingly, little is known about what this entails behind the scenes in additional complexity for the Transmission Service Operators (TSOs) to operate the power grid in security. Indeed, renewable energies such as wind and solar power are less predictable than conventional power sources (mainly thermal power plants).
Unsupervised Generative Modeling Using Matrix Product States
Han, Zhao-Yu, Wang, Jun, Fan, Heng, Wang, Lei, Zhang, Pan
Generative modeling, a typical unsupervised learning that makes use of huge amount of unlabeled data, lies in the heart of rapid development of modern machine learning techniques [1]. Different from discriminative tasks such as pattern recognition, the goal of generative modeling is to model the probability distribution of input data and thus be able to generate new samples according to the distribution. At the research frontier of generative modeling, it was used for finding good data representation and dealing with tasks with missing data. Popular generative machine learning models include the Boltzmann Machines (BM) [2, 3] and their generalizations [4], variational autoencoders (VAE) [5], autoregressive models [6, 7], nonlinear density estimations [8-10], and the generative adversarial networks (GAN) [11]. For generative model design, one tries to balance the representational power and efficiency of learning and sampling. There is a long history of relation between generative modeling and physics, especially statistical physics. Some celebrated models, such as Hopfield model [12], and Boltzmann machine [2, 3], are closely related to the Ising model in statistical physics, and its inverse version which learns couplings in the Ising model based on given training configurations [13, 14]. The task of generative modeling also shares many similarities with quantum physics research in the sense that both of them try to model probability distributions in an enormously large space. In the past decades, tensor network (TN) states and algorithms have been shown to be an incredibly potent tool set for studying many-body quantum physics with its power in expressing quantum states relevant to realistic situations [15, 16].
Symbolic Analysis-based Reduced Order Markov Modeling of Time Series Data
Jha, Devesh K, Virani, Nurali, Reimann, Jan, Srivastav, Abhishek, Ray, Asok
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series data are first symbolized by partitioning the continuous measurement space of the signal and then, the discrete sequential data are modeled using symbolic dynamics. In the proposed approach, the size of temporal memory of the symbol sequence is estimated from spectral properties of the resulting stochastic matrix corresponding to a first-order Markov model of the symbol sequence. Then, hierarchical clustering is used to represent the states of the corresponding full-state Markov model to construct a reduced-order or size Markov model with a non-deterministic algebraic structure. Subsequently, the parameters of the reduced-order Markov model are identified from the original model by making use of a Bayesian inference rule. The final model is selected using information-theoretic criteria. The proposed concept is elucidated and validated on two different data sets as examples. The first example analyzes a set of pressure data from a swirl-stabilized combustor, where controlled protocols are used to induce flame instabilities. Variations in the complexity of the derived Markov model represent how the system operating condition changes from a stable to an unstable combustion regime. In the second example, the data set is taken from NASA's data repository for prognostics of bearings on rotating shafts. We show that, even with a very small state-space, the reduced-order models are able to achieve comparable performance and that the proposed approach provides flexibility in the selection of a final model for representation and learning.
Predictive-State Decoders: Encoding the Future into Recurrent Networks
Venkatraman, Arun, Rhinehart, Nicholas, Sun, Wen, Pinto, Lerrel, Hebert, Martial, Boots, Byron, Kitani, Kris M., Bagnell, J. Andrew
Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are characterized by underlying latent states whose form is often unknown, precluding its analytic representation inside an RNN. In the Predictive-State Representation (PSR) literature, latent state processes are modeled by an internal state representation that directly models the distribution of future observations, and most recent work in this area has relied on explicitly representing and targeting sufficient statistics of this probability distribution. We seek to combine the advantages of RNNs and PSRs by augmenting existing state-of-the-art recurrent neural networks with Predictive-State Decoders (PSDs), which add supervision to the network's internal state representation to target predicting future observations. Predictive-State Decoders are simple to implement and easily incorporated into existing training pipelines via additional loss regularization. We demonstrate the effectiveness of PSDs with experimental results in three different domains: probabilistic filtering, Imitation Learning, and Reinforcement Learning. In each, our method improves statistical performance of state-of-the-art recurrent baselines and does so with fewer iterations and less data.
Unsupervised Learning of Disentangled and Interpretable Representations from Sequential Data
Hsu, Wei-Ning, Zhang, Yu, Glass, James
We present a factorized hierarchical variational autoencoder, which learns disentangled and interpretable representations from sequential data without supervision. Specifically, we exploit the multi-scale nature of information in sequential data by formulating it explicitly within a factorized hierarchical graphical model that imposes sequence-dependent priors and sequence-independent priors to different sets of latent variables. The model is evaluated on two speech corpora to demonstrate, qualitatively, its ability to transform speakers or linguistic content by manipulating different sets of latent variables; and quantitatively, its ability to outperform an i-vector baseline for speaker verification and reduce the word error rate by as much as 35% in mismatched train/test scenarios for automatic speech recognition tasks.
On overfitting and asymptotic bias in batch reinforcement learning with partial observability
Francois-Lavet, Vincent, Ernst, Damien, Fonteneau, Raphael
This paper stands in the context of reinforcement learning with partial observability and limited data. In this setting, we focus on the tradeoff between asymptotic bias (suboptimality with unlimited data) and overfitting (additional suboptimality due to limited data), and theoretically show that while potentially increasing the asymptotic bias, a smaller state representation decreases the risk of overfitting. Our analysis relies on expressing the quality of a state representation by bounding L1 error terms of the associated belief states. Theoretical results are empirically illustrated when the state representation is a truncated history of observations. Finally, we also discuss and empirically illustrate how using function approximators and adapting the discount factor may enhance the tradeoff between asymptotic bias and overfitting.