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 Markov Models


Hierarchical Symbolic Dynamic Filtering of Streaming Non-stationary Time Series Data

arXiv.org Machine Learning

This paper proposes a hierarchical feature extractor for non-stationary streaming time series based on the concept of switching observable Markov chain models. The slow time-scale non-stationary behaviors are considered to be a mixture of quasi-stationary fast time-scale segments that are exhibited by complex dynamical systems. The idea is to model each unique stationary characteristic without a priori knowledge (e.g., number of possible unique characteristics) at a lower logical level, and capture the transitions from one low-level model to another at a higher level. In this context, the concepts in the recently developed Symbolic Dynamic Filtering (SDF) is extended, to build an online algorithm suited for handling quasi-stationary data at a lower level and a non-stationary behavior at a higher level without a priori knowledge. A key observation made in this study is that the rate of change of data likelihood seems to be a better indicator of change in data characteristics compared to the traditional methods that mostly consider data likelihood for change detection. The algorithm minimizes model complexity and captures data likelihood. Efficacy demonstration and comparative evaluation of the proposed algorithm are performed using time series data simulated from systems that exhibit nonlinear dynamics. We discuss results that show that the proposed hierarchical SDF algorithm can identify underlying features with significantly high degree of accuracy, even under very noisy conditions. Algorithm is demonstrated to perform better than the baseline Hierarchical Dirichlet Process-Hidden Markov Models (HDP-HMM). The low computational complexity of algorithm makes it suitable for on-board, real time operations.


Shape-Based Approach to Household Load Curve Clustering and Prediction

arXiv.org Machine Learning

Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it difficult to classify consumers into stable representative groups and to predict individual energy consumption patterns. In this paper, we present a shape-based approach that better classifies and predicts consumer energy consumption behavior at the household level. The method is based on Dynamic Time Warping. DTW seeks an optimal alignment between energy consumption patterns reflecting the effect of hidden patterns of regular consumer behavior. Using real consumer 24-hour load curves from Opower Corporation, our method results in a 50% reduction in the number of representative groups and an improvement in prediction accuracy measured under DTW distance. We extend the approach to estimate which electrical devices will be used and in which hours.


Open-Universe Weighted Model Counting: Extended Abstract

AAAI Conferences

Weighted model counting (WMC) has recently emerged as an effective and general approach to probabilistic inference, offering a computational framework for encoding a variety of formalisms, such as factor graphs and Bayesian networks.The advent of large-scale probabilistic knowledge bases has generated further interest in relational probabilistic representations, obtained by according weights to first-order formulas, whose semantics is given in terms of the ground theory, and solved by WMC. A fundamental limitation is that the domain of quantification, by construction and design, is assumed to be finite, which is at odds with areas such as vision and language understanding, where the existence of objects must be inferred from raw data. Dropping the finite-domain assumption has been known to improve the expressiveness of a first-order language for open-universe purposes, but these languages, so far, have eluded WMC approaches. In this paper, we revisit relational probabilistic models over an infinite domain, and establish a number of results that permit effective algorithms. We demonstrate this language on a number of examples, including a parameterized version of Pearl's Burglary-Earthquake-Alarm Bayesian network.


Energy Disaggregation Methods for Commercial Buildings Using Smart Meter and Operational Data

AAAI Conferences

One of the key information pieces in improving energy efficiency of buildings is the appliance level breakdown of energy consumption. Energy disaggregation is the process of obtaining this breakdown from a building level aggregate data using computational techniques. Most of the current research focuses on residential buildings, obtaining this information from a single smart meter and often relying on high frequency data. This work is directed at commercial buildings equipped with building management and automation systems providing low frequency operational and contextual data. This paper presents a machine learning method to disaggregate energy consumption of the building using this operational data as input features. Experimental results on two publicly available datasets demonstrate the effectiveness of the approach, which surpasses existing methods. For all but one appliance of House 2 of the publicly available REDD dataset, improvements in normalized error in assigned power range between 20% (Lighting) and 220% (Stove). For another dataset from an educational facility in Singapore, disaggregation accuracy of 92% is reported for the facility's cooling system.


Partial Observability in Grammar Based Plan Recognition

AAAI Conferences

Prior work on viewing plan recognition as parsing of grammars has assumed completely observable actions. This paper provides an algorithm to rewrite plan grammars to allow for recognizing partially observable actions.  For the ELEXIR (Geib 2009) system, the impact of this rewriting on plan recognition runtime is shown to be limited to those plans that actually use the partially observable actions.


Context Recognition in Multiple Occupants Situations: Detecting the Number of Agents in a Smart Home Environment with Simple Sensors

AAAI Conferences

Context-recognition and activity recognition systems in multi-user environments such as smart homes, usually assume to know the number of occupants in the environment. However, being able to count the number of users in the environment is important in order to accurately recognize the activities of (groups of) agents. For smart environments without cameras, the problem of counting the number of agents is non-trivial. This is in part due to the difficulty of using a single non-vision based sensors to discriminate between one or several persons, and thus information from several sensors must be combined in order to reason about the presence of several agents. In this paper we address the problem of counting the number of agents in a topologically known environment using simple sensors that can indicate anonymous human presence. To do so, we connect an ontology to a probabilistic model (a Hidden Markov Model) in order to estimate the number of agents in each section of the environment. We evaluate our methods on a smart home setup where a number of motion and pressure sensors are distributed in various rooms of the home.


Nonlinear Optimization and Symbolic Dynamic Programming for Parameterized Hybrid Markov Decision Processes

AAAI Conferences

It is often critical in real-world applications to: (i) perform inverse learning of the cost parameters of a multi-objective reward based on observed agent behavior; (ii) perform sensitivity analyses of policies to various parameter settings; and (iii) analyze and optimize policy performance as a function of policy parameters. When such problems have mixed discrete and continuous state and/or action spaces, this leads to parameterized hybrid MDPs (PHMDPs) that are often approximately solved via discretization, sampling, and/or local gradient methods (when optimization is involved). In this paper we combine two recent advances that allow for the first exact solution and optimization of PHMDPs. We first show how each of the aforementioned use cases can be formalized as PHMDPs, which can then be solved via an extension of symbolic dynamic programming (SDP) even when the solution is piecewise nonlinear. Secondly, we leverage recent advances in non-convex solvers such as dReal and dOp (that offer δ-optimality guarantees for nonlinear problems given a symbolic function) for non-convex global optimization in (i), (ii), and (iii) using SDP to derive symbolic solutions to each PHMDP formalization. We demonstrate the efficacy and scalability of our framework by calculating the first known exact solutions to complex nonlinear examples of each of the aforementioned use cases.


Initial State Prediction in Planning

AAAI Conferences

While recent advances in offline reasoning techniques and online execution strategies have made planning under uncertainty more robust, the application of plans in partially-known environments is still a difficult and important topic. In this paper we present an approach for predicting new information about a partially-known initial state, represented as a multigraph utilizing Maximum-Margin Multi-Valued Regression. We evaluate this approach in four different domains, demonstrating high recall and accuracy.


Semi-Automated Annotation of Discrete States in Large Video Datasets

AAAI Conferences

We propose a framework for semi-automated annotation of video frames where the video is of an object that at any point in time can be labeled as being in one of a finite number of discrete states. A Hidden Markov Model (HMM) is used to model (1) the behavior of the underlying object and (2) the noisy observation of its state through an image processing algorithm. The key insight of this approach is that the annotation of frame-by-frame video can be reduced from a problem of labeling every single image to a problem of detecting a transition between states of the underlying objected being recording on video. The performance of the framework is evaluated on a driver gaze classification dataset composed of 16,000,000 images that were fully annotated over 6,000 hours of direct manual annotation labor. On this dataset, we achieve a 13x reduction in manual annotation for an average accuracy of 99.1% and a 84x reduction for an average accuracy of 91.2%.


What Is Going On: Utility-Based Plan Selection in BDI Agents

AAAI Conferences

This work addresses the problem of choosing an appropriate plan for achieving a goal in any realistic complex situation where an agent has to respond and act upon uncertain and/or an unknown information. We use the belief-desire-intention (BDI) model, a popular model for developing agents. The flexibility of choosing among different plans to achieve a desired goal is one of the benefits of this model. This paper describes a particular algorithm for selecting the most appropriate plan. Since the agent may have to reason with incomplete or uncertain information, we explore how to integrate probabilities in the agent model for taking an appropriate action and keeping the system behavior within acceptable boundaries and compliance to acceptable norms. Considering the uncertainty of the current state of the environment, this process relies on probability and utility theory. The plan selection algorithm has been implemented with Jadex