Markov Models
Robust and Efficient Transfer Learning with Hidden Parameter Markov Decision Processes
Killian, Taylor W. (Harvard University) | Konidaris, George (Brown University) | Doshi-Velez, Finale (Harvard University)
An intriguing application of transfer learning emerges when tasks arise with similar, but not identical, dynamics. Hidden Parameter Markov Decision Processes (HiP-MDP) embed these tasks into a low-dimensional space; given the embedding parameters one can identify the MDP for a particular task. However, the original formulation of HiP-MDP had a critical flaw: the embedding uncertainty was modeled independently of the agent's state uncertainty, requiring an arduous training procedure. In this work, we apply a Gaussian Process latent variable model to jointly model the dynamics and the embedding, leading to a more elegant formulation, one that allows for better uncertainty quantification and thus more robust transfer.
Leveraging Saccades to Learn Smooth Pursuit: A Self-Organizing Motion Tracking Model Using Restricted Boltzmann Machines
Yogeswaran, Arjun (University of Ottawa) | Payeur, Pierre (University of Ottawa)
In this paper, we propose a biologically-plausible model to explain the emergence of motion tracking behaviour in early development using unsupervised learning. The model's training is biased by a concept called retinal constancy, which measures how similar visual contents are between successive frames. This biasing is similar to a reward in reinforcement learning, but is less explicit, as it modulates the model's learning rate instead of being a learning signal itself. The model is a two-layer deep network. The first layer learns to encode visual motion, and the second layer learns to relate that motion to gaze movements, which it perceives and creates through bi-directional nodes. By randomly generating gaze movements to traverse the local visual space, desirable correlations are developed between visual motion and the appropriate gaze to nullify that motion such that maximal retinal constancy is achieved. Biologically, this is similar to using saccades to look around and learning from moments where a target and the saccade move together such that the image stays the same on the retina, and developing smooth pursuit behaviour to perform this action in the future. Restricted Boltzmann machines are used to implement this model because they can form a deep belief network, perform online learning, and act generatively. These properties all have biological equivalents and coincide with the biological plausibility of using saccades as leverage to learn smooth pursuit. This method is unique because it uses general machine learning algorithms, and their inherent generative properties, to learn from real-world data. It also implements a biological theory, uses motion instead of recognition via local searches, without temporal filtering, and learns in a fully unsupervised manner. Its tracking performance after being trained on real-world images with simulated motion is compared to its tracking performance after being trained on natural video. Results show that this model is able to successfully follow targets in natural video, despite partial occlusions, scale changes, and nonlinear motion.
Multi-Agent Path Finding with Delay Probabilities
Ma, Hang (University of Southern California) | Kumar, T. K. Satish (University of Southern California) | Koenig, Sven (University of Southern California)
Several recently developed Multi-Agent Path Finding (MAPF) solvers scale to large MAPF instances by searching for MAPF plans on 2 levels: The high-level search resolves collisions between agents, and the low-level search plans paths for single agents under the constraints imposed by the high-level search. We make the following contributions to solve the MAPF problem with imperfect plan execution with small average makespans: First, we formalize the MAPF Problem with Delay Probabilities (MAPF-DP), define valid MAPF-DP plans and propose the use of robust plan-execution policies for valid MAPF-DP plans to control how each agent proceeds along its path. Second, we discuss 2 classes of decentralized robust plan-execution policies (called Fully Synchronized Policies and Minimal Communication Policies) that prevent collisions during plan execution for valid MAPF-DP plans. Third, we present a 2-level MAPF-DP solver (called Approximate Minimization in Expectation) that generates valid MAPF-DP plans.
A Nearly-Black-Box Online Algorithm for Joint Parameter and State Estimation in Temporal Models
Erol, Yusuf Bugra (University of California, Berkeley) | Wu, Yi (University of California, Berkeley) | Li, Lei (Toutiao Lab) | Russell, Stuart (University of California, Berkeley)
Online joint parameter and state estimation is a core problem for temporal models.Most existing methods are either restricted to a particular class of models (e.g., the Storvik filter) or computationally expensive (e.g., particle MCMC). We propose a novel nearly-black-box algorithm, the Assumed Parameter Filter (APF), a hybrid of particle filtering for state variables and assumed density filtering for parameter variables.It has the following advantages:(a) it is online and computationally efficient;(b) it is applicable to both discrete and continuous parameter spaces with arbitrary transition dynamics.On a variety of toy and real models, APF generates more accurate results within a fixed computation budget compared to several standard algorithms from the literature.
Bounding the Probability of Resource Constraint Violations in Multi-Agent MDPs
Nijs, Frits de (Delft University of Technology) | Walraven, Erwin (Delft University of Technology) | Weerdt, Mathijs M. de (Delft University of Technology) | Spaan, Matthijs T. J. (Delft University of Technology)
Multi-agent planning problems with constraints on global resource consumption occur in several domains. Existing algorithms for solving Multi-agent Markov Decision Processes can compute policies that meet a resource constraint in expectation, but these policies provide no guarantees on the probability that a resource constraint violation will occur. We derive a method to bound constraint violation probabilities using Hoeffding's inequality. This method is applied to two existing approaches for computing policies satisfying constraints: the Constrained MDP framework and a Column Generation approach. We also introduce an algorithm to adaptively relax the bound up to a given maximum violation tolerance. Experiments on a hard toy problem show that the resulting policies outperform static optimal resource allocations to an arbitrary level. By testing the algorithms on more realistic planning domains from the literature, we demonstrate that the adaptive bound is able to efficiently trade off violation probability with expected value, outperforming state-of-the-art planners.
Sparse Boltzmann Machines with Structure Learning as Applied to Text Analysis
Chen, Zhourong (The Hong Kong University of Science and Technology) | Zhang, Nevin L. (The Hong Kong University of Science and Technology) | Yeung, Dit-Yan (The Hong Kong University of Science and Technology) | Chen, Peixian (The Hong Kong University of Science and Technology)
We are interested in exploring the possibility and benefits of structure learning for deep models. As the first step, this paper investigates the matter for Restricted Boltzmann Machines (RBMs) . We conduct the study with Replicated Softmax, a variant of RBMs for unsupervised text analysis. We present a method for learning what we call Sparse Boltzmann Machines , where each hidden unit is connected to a subset of the visible units instead of all of them. Empirical results show that the method yields models with significantly improved model fit and interpretability as compared with RBMs where each hidden unit is connected to all visible units.
Three New Algorithms to Solve N-POMDPs
Dujardin, Yann (Commonwealth Scientific and Industrial Research Organisation (CSIRO)) | Dietterich, Tom (Oregon State University) | Chadès, Iadine (Commonwealth Scientific and Industrial Research Organisation (CSIRO))
In many fields in computational sustainability, applications of POMDPs are inhibited by the complexity of the optimal solution. One way of delivering simple solutions is to represent the policy with a small number of alpha-vectors. We would like to find the best possible policy that can be expressed using a fixed number N of alpha-vectors. We call this the N-POMDP problem. The existing solver alpha-min approximately solves finite-horizon POMDPs with a controllable number of alpha-vectors. However alpha-min is a greedy algorithm without performance guarantees, and it is rather slow. This paper proposes three new algorithms, based on a general approach that we call alpha-min-2. These three algorithms are able to approximately solve N-POMDPs. Alpha-min-2-fast (heuristic) and alpha-min-2-p (with performance guarantees) are designed to complement an existing POMDP solver, while alpha-min-2-solve (heuristic) is a solver itself. Complexity results are provided for each of the algorithms, and they are tested on well-known benchmarks. These new algorithms will help users to interpret solutions to POMDP problems in computational sustainability.
Collective Multiagent Sequential Decision Making Under Uncertainty
Nguyen, Duc Thien (Singapore Management University) | Kumar, Akshat (Singapore Management University) | Lau, Hoong Chuin (Singapore Management University)
Multiagent sequential decision making has seen rapid progress with formal models such as decentralized MDPs and POMDPs. However, scalability to large multiagent systems and applicability to real world problems remain limited. To address these challenges, we study multiagent planning problems where the collective behavior of a population of agents affects the joint-reward and environment dynamics. Our work exploits recent advances in graphical models for modeling and inference with a population of individuals such as collective graphical models and the notion of finite partial exchangeability in lifted inference. We develop a collective decentralized MDP model where policies can be computed based on counts of agents in different states. As the policy search space over counts is combinatorial, we develop a sampling based framework that can compute open and closed loop policies. Comparisons with previous best approaches on synthetic instances and a real world taxi dataset modeling supply-demand matching show that our approach significantly outperforms them w.r.t.solution quality.
Optimizing Expectation with Guarantees in POMDPs
Chatterjee, Krishnendu (The Institute of Science and Technology Austria) | Novotný, Petr (The Institute of Science and Technology Austria) | Pérez, Guillermo A. (Université Libre de Bruxelles) | Raskin, Jean-François (Université Libre de Bruxelles) | Žikelić, Đorđe (University of Cambridge)
A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which is problematic especially in safety-critical applications. Recently, there has been a surge of interest in POMDPs where the goal is to maximize the probability to ensure that the payoff is at least a given threshold, but these approaches do not consider any optimization beyond satisfying this threshold constraint. In this work we go beyond both the “expectation” and “threshold” approaches and consider a “guaranteed payoff optimization (GPO)” problem for POMDPs, where we are given a threshold t and the objective is to find a policy σ such that a) each possible outcome of σ yields a discounted-sum payoff of at least t, and b) the expected discounted-sum payoff of σ is optimal (or near-optimal) among all policies satisfying a). We present a practical approach to tackle the GPO problem and evaluate it on standard POMDP benchmarks.
Maximum Reconstruction Estimation for Generative Latent-Variable Models
Cheng, Yong (Tsinghua University) | Liu, Yang (Tsinghua University) | Xu, Wei (Tsinghua University)
Generative latent-variable models are important for natural language processing due to their capability of providing compact representations of data. As conventional maximum likelihood estimation (MLE) is prone to focus on explaining irrelevant but common correlations in data, we apply maximum reconstruction estimation (MRE) to learning generative latent-variable models alternatively, which aims to find model parameters that maximize the probability of reconstructing the observed data. We develop tractable algorithms to directly learn hidden Markov models and IBM translation models using the MRE criterion, without the need to introduce a separate reconstruction model to facilitate efficient inference. Experiments on unsupervised part-of-speech induction and unsupervised word alignment show that our approach enables generative latent-variable models to better discover intended correlations in data and outperforms maximum likelihood estimators significantly.