Markov Models
Mobility Sequence Extraction and Labeling Using Sparse Cell Phone Data
Yang, Yingxiang (Massachusetts Institute of Technology) | Widhalm, Peter (Austrian Institute of Technology) | Athavale, Shounak (Ford Motor Company) | Gonzalez, Marta C. (Massachusetts Institute of Technology)
Human mobility modeling for either transportation system development or individual location based services has a tangible impact on people's everyday experience. In recent years cell phone data has received a lot of attention as a promising data source because of the wide coverage, long observation period, and low cost. The challenge in utilizing such data is how to robustly extract people's trip sequences from sparse and noisy cell phone data and endow the extracted trips with semantic meaning, i.e., trip purposes.In this study we reconstruct trip sequences from sparse cell phone records. Next we propose a Bayesian trip purpose classification method and compare it to a Markov random field based trip purpose clustering method, representing scenarios with and without labeled training data respectively. This procedure shows how the cell phone data, despite their coarse granularity and sparsity, can be turned into a low cost, long term, and ubiquitous sensor network for mobility related services.
RAO*: An Algorithm for Chance-Constrained POMDP's
Santana, Pedro Henrique Rodrigues Quemel e Assis (Massachusetts Institute of Technology) | Thiébaux, Sylvie (The Australian National University and NICTA) | Williams, Brian (Massachusetts Institute of Technology)
Autonomous agents operating in partially observable stochastic environments often face the problem of optimizing expected performance while bounding the risk of violating safety constraints. Such problems can be modeled as chance-constrained POMDP's (CC-POMDP's). Our first contribution is a systematic derivation of execution risk in POMDP domains, which improves upon how chance constraints are handled in the constrained POMDP literature. Second, we present RAO*, a heuristic forward search algorithm producing optimal, deterministic, finite-horizon policies for CC-POMDP's. In addition to the utility heuristic, RAO* leverages an admissible execution risk heuristic to quickly detect and prune overly-risky policy branches. Third, we demonstrate the usefulness of RAO* in two challenging domains of practical interest: power supply restoration and autonomous science agents.
Scaling-Up MAP and Marginal MAP Inference in Markov Logic
Sarkhel, Somdeb (The University of Texas at Dallas)
Markov Logic Networks (MLNs) use a few weighted first-order logic formulas to represent large probabilistic graphical models and are ideally suited for representing both relational and probabilistic knowledge in a wide variety of application domains such as, NLP, computer vision, and robotics. However, inference in them is hard because the graphical models can be extremely large, having millions of variables and features (potentials). Therefore, several lifted inference algorithms that exploit relational structure and operate at the compact first-order level, have been developed in recent years. However, the focus of much of existing research on lifted inference is on marginal inference while algorithms for MAP and marginal MAP inference are far less advanced. The aim of the proposed thesis is to fill this void, by developing next generation inference algorithms for MAP and marginal MAP inference.
Improving Predictive State Representations via Gradient Descent
Jiang, Nan (University of Michigan) | Kulesza, Alex (University of Michigan) | Singh, Satinder (University of Michigan)
Predictive state representations (PSRs) model dynamical systems using appropriately chosen predictions about future observations as a representation of the current state. In contrast to the hidden states posited by HMMs or RNNs, PSR states are directly observable in the training data; this gives rise to a moment-matching spectral algorithm for learning PSRs that is computationally efficient and statistically consistent when the model complexity matches that of the true system generating the data. In practice, however, model mismatch is inevitable and while spectral learning remains appealingly fast and simple it may fail to find optimal models. To address this problem, we investigate the use of gradient methods for improving spectrally-learned PSRs. We show that only a small amount of additional gradient optimization can lead to significant performance gains, and moreover that initializing gradient methods with the spectral learning solution yields better models in significantly less time than starting from scratch.
Global Distant Supervision for Relation Extraction
Han, Xianpei (Institute of Software, Chinese Academy of Sciences) | Sun, Le (Institute of Software, Chinese Academy of Sciences)
Machine learning approaches to relation extraction are typically supervised and require expensive labeled data. To break the bottleneck of labeled data, a promising approach is to exploit easily obtained indirect supervision knowledge – which we usually refer to as distant supervision (DS). However, traditional DS methods mostly only exploit one specific kind of indirect supervision knowledge – the relations/facts in a given knowledge base, thus often suffer from the problem of lack of supervision. In this paper, we propose a global distant supervision model for relation extraction, which can: 1) compensate the lack of supervision with a wide variety of indirect supervision knowledge; and 2) reduce the uncertainty in DS by performing joint inference across relation instances. Experimental results show that, by exploiting the consistency between relation labels, the consistency between relations and arguments, and the consistency between neighbor instances using Markov logic, our method significantly outperforms traditional DS approaches.
Truncated Approximate Dynamic Programming with Task-Dependent Terminal Value
Farahmand, Amir-massoud (Mitsubishi Electric Research Laboratories (MERL)) | Nikovski, Daniel N. (Mitsubishi Electric Research Laboratories (MERL)) | Igarashi, Yuji (Mitsubishi Electric Corporation) | Konaka, Hiroki (Mitsubishi Electric Corporation)
We propose a new class of computationally fast algorithms to find close to optimal policy for Markov Decision Processes (MDP) with large finite horizon T.The main idea is that instead of planning until the time horizon T, we plan only up to a truncated horizon H << T and use an estimate of the true optimal value function as the terminal value. Our approach of finding the terminal value function is to learn a mapping from an MDP to its value function by solving many similar MDPs during a training phase and fit a regression estimator. We analyze the method by providing an error propagation theorem that shows the effect of various sources of errors to the quality of the solution. We also empirically validate this approach in a real-world application of designing an energy management system for Hybrid Electric Vehicles with promising results.
The Ostomachion Process
Fan, Xuhui (NICTA) | Li, Bin (NICTA) | Wang, Yi (NICTA) | Wang, Yang (NICTA) | Chen, Fang (NICTA)
Stochastic partition processes for exchangeable graphs produce axis-aligned blocks on a product space. In relational modeling, the resulting blocks uncover the underlying interactions between two sets of entities of the relational data. Although some flexible axis-aligned partition processes, such as the Mondrian process, have been able to capture complex interacting patterns in a hierarchical fashion, they are still in short of capturing dependence between dimensions. To overcome this limitation, we propose the Ostomachion process (OP), which relaxes the cutting direction by allowing for oblique cuts. The partitions generated by an OP are convex polygons that can capture inter-dimensional dependence. The OP also exhibits interesting properties: 1) Along the time line the cutting times can be characterized by a homogeneous Poisson process, and 2) on the partition space the areas of the resulting components comply with a Dirichlet distribution. We can thus control the expected number of cuts and the expected areas of components through hyper-parameters. We adapt the reversible-jump MCMC algorithm for inferring OP partition structures. The experimental results on relational modeling and decision tree classification have validated the merit of the OP.
Optimizing Personalized Email Filtering Thresholds to Mitigate Sequential Spear Phishing Attacks
Zhao, Mengchen (Nanyang Technological University) | An, Bo (Nanyang Technological University) | Kiekintveld, Christopher (University of Texas at El Paso)
Highly targeted spear phishing attacks are increasingly common, and have been implicated in many major security breeches. Email filtering systems are the first line of defense against such attacks. These filters are typically configured with uniform thresholds for deciding whether or not to allow a message to be delivered to a user. However, users have very significant differences in both their susceptibility to phishing attacks as well as their access to critical information and credentials that can cause damage. Recent work has considered setting personalized thresholds for individual users based on a Stackelberg game model. We consider two important extensions of the previous model. First, in our model user values can be substitutable, modeling cases where multiple users provide access to the same information or credential. Second, we consider attackers who make sequential attack plans based on the outcome of previous attacks. Our analysis starts from scenarios where there is only one credential and then extends to more general scenarios with multiple credentials. For single-credential scenarios, we demonstrate that the optimal defense strategy can be found by solving a binary combinatorial optimization problem called PEDS. For multiple-credential scenarios, we formulate it as a bilevel optimization problem for finding the optimal defense strategy and then reduce it to a single level optimization problem called PEMS using complementary slackness conditions. Experimental results show that both PEDS and PEMS lead to significant higher defender utilities than two existing benchmarks in different parameter settings. Also, both PEDS and PEMS are more robust than the existing benchmarks considering uncertainties.
Learning for Decentralized Control of Multiagent Systems in Large, Partially-Observable Stochastic Environments
Liu, Miao (Massachusetts Institute of Technology) | Amato, Christopher (University of New Hampshire) | Anesta, Emily P. (Massachusetts Institute of Technology) | Griffith, John Daniel (Massachusetts Institute of Technology) | How, Jonathan P (Massachusetts Institute of Technology)
Decentralized partially observable Markov decision processes (Dec-POMDPs) provide a general framework for multiagent sequential decision-making under uncertainty. Although Dec-POMDPs are typically intractable to solve for real-world problems, recent research on macro-actions (i.e., temporally-extended actions) has significantly increased the size of problems that can be solved. However, current methods assume the underlying Dec-POMDP model is known a priori or a full simulator is available during planning time. To accommodate more realistic scenarios, when such information is not available, this paper presents a policy-based reinforcement learning approach, which learns the agent policies based solely on trajectories generated by previous interaction with the environment (e.g., demonstrations). We show that our approach is able to generate valid macro-action controllers and develop an expectationmaximization (EM) algorithm (called Policy-based EM or PoEM), which has convergence guarantees for batch learning. Our experiments show PoEM is a scalable learning method that can learn optimal policies and improve upon hand-coded “expert” solutions.
Modeling Evolving Relationships Between Characters in Literary Novels
Chaturvedi, Snigdha (University of Maryland, College Park) | Srivastava, Shashank (Carnegie Mellon University) | III, Hal Daume (University of Maryland, College Park) | Dyer, Chris (Carnegie Mellon University)
Studying characters plays a vital role in computationally representing and interpreting narratives. Unlike previous work, which has focused on inferring character roles, we focus on the problem of modeling their relationships. Rather than assuming a fixed relationship for a character pair, we hypothesize that relationships temporally evolve with the progress of the narrative, and formulate the problem of relationship modeling as a structured prediction problem. We propose a semi-supervised framework to learn relationship sequences from fully as well as partially labeled data. We present a Markovian model capable of accumulating historical beliefs about the relationship and status changes. We use a set of rich linguistic and semantically motivated features that incorporate world knowledge to investigate the textual content of narrative. We empirically demonstrate that such a framework outperforms competitive baselines.