Markov Models
Ensemble preconditioning for Markov chain Monte Carlo simulation
Matthews, Charles, Weare, Jonathan, Leimkuhler, Benedict
We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics thus providing a practical approach to difficult anisotropic sampling problems in high dimensions. Numerical experiments with model problems demonstrate that dramatic potential speedups, compared to various alternative schemes, are attainable.
Safe Policy Improvement by Minimizing Robust Baseline Regret
Petrik, Marek, Chow, Yinlam, Ghavamzadeh, Mohammad
Many problems in science and engineering can be formulated as a sequential decision-making problem under uncertainty. A common scenario in such problems that occurs in many different fields, such as online marketing, inventory control, health informatics, and computational finance, is to find a good or an optimal strategy/policy, given a batch of data generated by the current strategy of the company (hospital, investor). Although there are many techniques to find a good policy given a batch of data, only a few of them guarantee that the obtained policy will perform well, when it is deployed. Since deploying an untested policy can be risky for the business, the product (hospital, investment) manager does not usually allow it to happen, unless we provide her/him with some performance guarantees of the obtained strategy, in comparison to the baseline policy (e.g., the policy that is currently in use). In this paper, we focus on the model-based approach to this fundamental problem in the context of infinite-horizon discounted Markov decision processes (MDPs). In this approach, we use the batch of data and build a model or a simulator that approximates the true behavior of the dynamical system, together with an error function that captures the accuracy of the model at each state of the system. Our goal is to compute a safe policy, i.e., a policy that is guaranteed to perform at least as well as the baseline strategy, using the simulator and error function. Most of the work on this topic has been in the model-free setting, where safe policies are computed directly from the batch of data, without building an explicit model of the system [12, 13]. Another class of model-free algorithms are those that use a batch of data generated by the current policy and return a policy that is guaranteed to perform better.
A Framework for Estimating Long Term Driver Behavior
Gadepally, Vijay, Krishnamurthy, Ashok
The authors present a cyber-physical systems study on the estimation of driver behavior in autonomous vehicles and vehicle safety systems. Extending upon previous work, the approach described is suitable for the long term estimation and tracking of autonomous vehicle behavior. The proposed system makes use of a previously defined Hybrid State System and Hidden Markov Model (HSS+HMM) system which has provided good results for driver behavior estimation. The HSS+HMM system utilizes the hybrid characteristics of decision-behavior coupling of many systems such as the driver and the vehicle, uses Kalman Filter estimates of observable parameters to track the instantaneous continuous state, and estimates the most likely driver state. The HSS+HMM system is encompassed in a HSS structure and inter-system connectivity is determined by using Signal Processing and Pattern Recognition techniques. The proposed method is suitable for scenarios that involve unknown decisions of other individuals, such as lane changes or intersection precedence/access. The long term driver behavior estimation system involves an extended HSS+HMM structure that is capable of including external information in the estimation process. Through the grafting and pruning of metastates, the HSS+HMM system can be dynamically updated to best represent driver choices given external information. Three application examples are also provided to elucidate the theoretical system.
The challenges behind parsing & matching CVs and jobs - Textkernel
For the human eye reading a CV (resume) or a job ad is an easy task. These semi-structured documents are usually separated in sections and have layouts that makes it easy to quickly identify important information. In contrast, a computer system that parses CVs needs to be continuously trained and adapted to deal with the endless expressivity of human language. As a leader in the field of language technology, Textkernel is working hard to provide the best CV parser to our customers. In this blog article I will explain how we achieve this and discuss the focus of our current research efforts.
Algo-Garfield
Garfield is a comic strip by Jim Davis, who seems like a pretty good guy. A Markov chain is a probabilistic model well suited to semi-coherent text synthesis. Garkov is an application of the Markov model to transcripts of old Garfield strips, plus some extra code to make it all look like a genuine comic strip.
Single-Channel Multi-Speaker Separation using Deep Clustering
Isik, Yusuf, Roux, Jonathan Le, Chen, Zhuo, Watanabe, Shinji, Hershey, John R.
Deep clustering is a recently introduced deep learning architecture that uses discriminatively trained embeddings as the basis for clustering. It was recently applied to spectrogram segmentation, resulting in impressive results on speaker-independent multi-speaker separation. In this paper we extend the baseline system with an end-to-end signal approximation objective that greatly improves performance on a challenging speech separation. We first significantly improve upon the baseline system performance by incorporating better regularization, larger temporal context, and a deeper architecture, culminating in an overall improvement in signal to distortion ratio (SDR) of 10.3 dB compared to the baseline of 6.0 dB for two-speaker separation, as well as a 7.1 dB SDR improvement for three-speaker separation. We then extend the model to incorporate an enhancement layer to refine the signal estimates, and perform end-to-end training through both the clustering and enhancement stages to maximize signal fidelity. We evaluate the results using automatic speech recognition. The new signal approximation objective, combined with end-to-end training, produces unprecedented performance, reducing the word error rate (WER) from 89.1% down to 30.8%. This represents a major advancement towards solving the cocktail party problem.
A Beginner's Tutorial for Restricted Boltzmann Machines - Deeplearning4j: Open-source, distributed deep learning for the JVM
Invented by Geoff Hinton, a Restricted Boltzmann machine is an algorithm useful for dimensionality reduction, classification, regression, collaborative filtering, feature learning and topic modeling. Given their relative simplicity and historical importance, restricted Boltzmann machines are the first neural network we'll tackle. In the paragraphs below, we describe in diagrams and plain language how they work. RBMs are shallow, two-layer neural nets that constitute the building blocks of deep-belief networks. The first layer of the RBM is called the visible, or input, layer, and the second is the hidden layer. Each circle in the graph above represents a neuron-like unit called a node, and nodes are simply where calculations take place.
How to Build a Neuron: Exploring AI in JavaScript Pt 2 -- JavaScript Scene
In this series, we're discussing a topic that will transform the world we live in over the course of the next 25 years. We're going to see lots of drones, self driving cars, VR, and AR devices changing how we get around, how we transport things, and how we see and interact with the world, and it will all be powered by AI and neural nets. In part 1, we talked a little bit about what neurons are and how they work, and wrapped it up by showing a trivial example of how to sum synapse inputs and determine whether or not the neuron should fire, and finished off the article by suggesting a question: What about time? From here on out I'll be recording these adventures in a library called neurolib. If you're at all familiar with traditional neural nets, you're probably wondering when I'm going to start talking about gradient descent or Hidden Markov Models (HMM).
Missing Data Estimation in High-Dimensional Datasets: A Swarm Intelligence-Deep Neural Network Approach
Leke, Collins, Marwala, Tshilidzi
In this paper, we examine the problem of missing data in high-dimensional datasets by taking into consideration the Missing Completely at Random and Missing at Random mechanisms, as well as the Arbitrary missing pattern. Additionally, this paper employs a methodology based on Deep Learning and Swarm Intelligence algorithms in order to provide reliable estimates for missing data. The deep learning technique is used to extract features from the input data via an unsupervised learning approach by modeling the data distribution based on the input. This deep learning technique is then used as part of the objective function for the swarm intelligence technique in order to estimate the missing data after a supervised fine-tuning phase by minimizing an error function based on the interrelationship and correlation between features in the dataset. The investigated methodology in this paper therefore has longer running times, however, the promising potential outcomes justify the tradeoff. Also, basic knowledge of statistics is presumed.