Markov Models
Learning Continuous State/Action Models for Humanoid Robots
Jackson, Astrid (University of Central Florida) | Sukthankar, Gita (University of Central Florida)
Reinforcement learning (RL) is a popular choice for solving robotic control problems. However, applying RL techniques to controlling humanoid robots with high degrees of freedom remains problematic due to the difficulty of acquiring sufficient training data. The problem is compounded by the fact that most real-world problems involve continuous states and actions. In order for RL to be scalable to these situations it is crucial that the algorithm be sample efficient. Model-based methods tend to be more data efficient than model-free approaches and have the added advantage that a single model can generalize to multiple control problems. This paper proposes a model approximation algorithm for continuous states and actions that integrates case-based reasoning (CBR) and Hidden Markov Models (HMM) to generalize from a small set of state instances. The paper demonstrates that the performance of the learned model is close to that of the system dynamics it approximates, where performance is measured in terms of sampling error.
Propositionalization for Unsupervised Outlier Detection in Multi-Relational Data
Riahi, Fatemeh (Simon Fraser University) | Schulte, Oliver (Simon Fraser University)
We develop a novel propositionalization approach to unsupervised outlier detection for multi-relational data. Propositionalization summarizes the information from multi-relational data, that are typically stored in multiple tables, in a single data table. The columns in the data table represent conjunctive relational features that are learned from the data. An advantage of propositionalization is that it facilitates applying the many previous outlier detection methods that were designed for single-table data. We show that conjunctive features for outlier detection can be learned from data using statistical-relational methods. Specifically, we apply Markov Logic Network structure learning. Compared to baseline propositionalization methods, Markov Logic propositionalization produces the most compact data tables, whose attributes capture the most complex multi-relational correlations. We apply three representative outlier detection methods LOF, KNN, OutRank to the data tables constructed by propositionalization.
Google RankBrain Algorithm in Digital Marketing
One is going to give a historical overview about GoogleBrain and analyse the pattern, then we will conculde our finding about the current sitation and future changes in search engine algorithm. Back in 2006 there were some interests in implementing artificial intelligence in Google search engine algorithm. A few years later in 2014, GoogleBrain was established after acquisition of DeepMind, a British artificial intelligence company which was founded in 2010. They worked on how to play video games based on machine learning and artificial neural networks (ANNs). The smart artificial intelligence revolution can recognize patterns in digital representations of sounds, images and data.
Energy Disaggregation for Real-Time Building Flexibility Detection
Mocanu, Elena, Nguyen, Phuong H., Gibescu, Madeleine
Energy is a limited resource which has to be managed wisely, taking into account both supply-demand matching and capacity constraints in the distribution grid. One aspect of the smart energy management at the building level is given by the problem of real-time detection of flexible demand available. In this paper we propose the use of energy disaggregation techniques to perform this task. Firstly, we investigate the use of existing classification methods to perform energy disaggregation. A comparison is performed between four classifiers, namely Naive Bayes, k-Nearest Neighbors, Support Vector Machine and AdaBoost. Secondly, we propose the use of Restricted Boltzmann Machine to automatically perform feature extraction. The extracted features are then used as inputs to the four classifiers and consequently shown to improve their accuracy. The efficiency of our approach is demonstrated on a real database consisting of detailed appliance-level measurements with high temporal resolution, which has been used for energy disaggregation in previous studies, namely the REDD. The results show robustness and good generalization capabilities to newly presented buildings with at least 96% accuracy.
Market forecasting using Hidden Markov Models
Rebagliati, Sara, Sasso, Emanuela, Soraggi, Samuele
Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different financial time series depending on their structure. Subsequently, we analyse the forecasting methods exposed in the previous literature, putting on evidence their pros and cons.
Directional Statistics in Machine Learning: a Brief Review
The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data encoded as normalized vectors, so that their "direction" is more important than their magnitude. Specifically, we consider high-dimensional vectors that lie either on the surface of the unit hypersphere or on the real projective plane. For such data, we briefly review common mathematical models prevalent in machine learning, while also outlining some technical aspects, software, applications, and open mathematical challenges.
Clustering Markov Decision Processes For Continual Transfer
Mahmud, M. M. Hassan, Hawasly, Majd, Rosman, Benjamin, Ramamoorthy, Subramanian
We present algorithms to effectively represent a set of Markov decision processes (MDPs), whose optimal policies have already been learned, by a smaller source subset for lifelong, policy-reuse-based transfer learning in reinforcement learning. This is necessary when the number of previous tasks is large and the cost of measuring similarity counteracts the benefit of transfer. The source subset forms an `$\epsilon$-net' over the original set of MDPs, in the sense that for each previous MDP $M_p$, there is a source $M^s$ whose optimal policy has $<\epsilon$ regret in $M_p$. Our contributions are as follows. We present EXP-3-Transfer, a principled policy-reuse algorithm that optimally reuses a given source policy set when learning for a new MDP. We present a framework to cluster the previous MDPs to extract a source subset. The framework consists of (i) a distance $d_V$ over MDPs to measure policy-based similarity between MDPs; (ii) a cost function $g(\cdot)$ that uses $d_V$ to measure how good a particular clustering is for generating useful source tasks for EXP-3-Transfer and (iii) a provably convergent algorithm, MHAV, for finding the optimal clustering. We validate our algorithms through experiments in a surveillance domain.
Text-mining the NeuroSynth corpus using Deep Boltzmann Machines
Monti, Ricardo Pio, Lorenz, Romy, Leech, Robert, Anagnostopoulos, Christoforos, Montana, Giovanni
Large-scale automated meta-analysis of neuroimaging data has recently established itself as an important tool in advancing our understanding of human brain function. This research has been pioneered by NeuroSynth, a database collecting both brain activation coordinates and associated text across a large cohort of neuroimaging research papers. One of the fundamental aspects of such meta-analysis is text-mining. To date, word counts and more sophisticated methods such as Latent Dirichlet Allocation have been proposed. In this work we present an unsupervised study of the NeuroSynth text corpus using Deep Boltzmann Machines (DBMs). The use of DBMs yields several advantages over the aforementioned methods, principal among which is the fact that it yields both word and document embeddings in a high-dimensional vector space. Such embeddings serve to facilitate the use of traditional machine learning techniques on the text corpus. The proposed DBM model is shown to learn embeddings with a clear semantic structure.
Markov Chain Monte Carlo sampling
This is the third part in a short series of blog posts about quantum Monte Carlo (QMC). The series is derived from an introductory lecture I gave on the subject at the University of Guelph. Part 2 – Galton's peg board and the central limit theorem So far in this series we have seen various examples of random sampling. Here we'll look at a simple Python script that uses Markov chains and the Metropolis algorithm to randomly sample complicated two-dimensional probability distributions. If you come from a math, statistics, or physics background you may have leaned that a Markov chain is a set of states that are sampled from a probability distribution.
Brendan Frey: Deep Learning Meets Genome Biology
The following interview is one of many included in the report. Brendan Frey is a co-founder of Deep Genomics, a professor at the University of Toronto and a co-founder of its Machine Learning Group, a senior fellow of the Neural Computation program at the Canadian Institute for Advanced Research and a fellow of the Royal Society of Canada. His work focuses on using machine learning to understand the genome and to realize new possibilities in genomic medicine. I completed my Ph.D. with Geoff Hinton in 1997. We co-authored one of the first papers on deep learning, published in Science in 1995.