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 Markov Models


Evaluation of Spectral Learning for the Identification of Hidden Markov Models

arXiv.org Machine Learning

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods, such as maximum-likelihood estimation and especially expectation-maximization, are iterative and prone to have problems with local minima. A non-iterative method employing a spectral subspace-like approach has recently been proposed in the machine learning literature. This paper evaluates the performance of this algorithm, and compares it to the performance of the expectation-maximization algorithm, on a number of numerical examples. We find that the performance is mixed; it successfully identifies some systems with relatively few available observations, but fails completely for some systems even when a large amount of observations is available. An open question is how this discrepancy can be explained. We provide some indications that it could be related to how well-conditioned some system parameters are.


Influence-Optimistic Local Values for Multiagent Planning --- Extended Version

arXiv.org Artificial Intelligence

Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide approximate solutions without any guarantees on quality. Methods in the former category typically build on heuristic search using upper bounds on the value function. Unfortunately, no techniques exist to compute such upper bounds for problems with non-factored value functions. To allow for meaningful benchmarking through measurable quality guarantees on a very general class of problems, this paper introduces a family of influence-optimistic upper bounds for factored decentralized partially observable Markov decision processes (Dec-POMDPs) that do not have factored value functions. Intuitively, we derive bounds on very large multiagent planning problems by subdividing them in sub-problems, and at each of these sub-problems making optimistic assumptions with respect to the influence that will be exerted by the rest of the system. We numerically compare the different upper bounds and demonstrate how we can achieve a non-trivial guarantee that a heuristic solution for problems with hundreds of agents is close to optimal. Furthermore, we provide evidence that the upper bounds may improve the effectiveness of heuristic influence search, and discuss further potential applications to multiagent planning.


How to Center Binary Deep Boltzmann Machines

arXiv.org Machine Learning

This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural networks in general, (ii) the expected performance of centered binary RBMs/DBMs is invariant under simultaneous flip of data and offsets, for any offset value in the range of zero to one, (iii) centering can be reformulated as a different update rule for normal binary RBMs/DBMs, and (iv) using the enhanced gradient is equivalent to setting the offset values to the average over model and data mean. Furthermore, numerical simulations suggest that (i) optimal generative performance is achieved by subtracting mean values from visible as well as hidden variables, (ii) centered RBMs/DBMs reach significantly higher log-likelihood values than normal binary RBMs/DBMs, (iii) centering variants whose offsets depend on the model mean, like the enhanced gradient, suffer from severe divergence problems, (iv) learning is stabilized if an exponentially moving average over the batch means is used for the offset values instead of the current batch mean, which also prevents the enhanced gradient from diverging, (v) centered RBMs/DBMs reach higher LL values than normal RBMs/DBMs while having a smaller norm of the weight matrix, (vi) centering leads to an update direction that is closer to the natural gradient and that the natural gradient is extremly efficient for training RBMs, (vii) centering dispense the need for greedy layer-wise pre-training of DBMs, (viii) furthermore we show that pre-training often even worsen the results independently whether centering is used or not, and (ix) centering is also beneficial for auto encoders.


ALLEGRO: Belief-Based Programming in Stochastic Dynamical Domains

AAAI Conferences

High-level programming languages are an influential control paradigm for building agents that are purposeful in an incompletely known world. GOLOG, for example, allows us to write programs, with loops, whose constructs refer to an explicit world model axiomatized in the expressive language of the situation calculus. Over the years, GOLOG has been extended to deal with many other features, the claim being that these would be useful in robotic applications. Unfortunately, when robots are actually deployed, effectors and sensors are noisy, typically characterized over continuous probability distributions, none of which is supported in GOLOG, its dialects or its cousins. This paper presents ALLEGRO, a belief-based programming language for stochastic domains, that refashions GOLOG to allow for discrete and continuous initial uncertainty and noise. It is fully implemented and experiments demonstrate that ALLEGRO could be the basis for bridging high-level programming and probabilistic robotics technologies in a general way.


Increasingly Cautious Optimism for Practical PAC-MDP Exploration

AAAI Conferences

Exploration strategy is an essential part of learning agents in model-based Reinforcement Learning. R-MAX and V-MAX are PAC-MDP strategies proved to have polynomial sample complexity; yet, their exploration behavior tend to be overly cautious in practice. We propose the principle of Increasingly Cautious Optimism (ICO) to automatically cut off unnecessarily cautious exploration, and apply ICO to R-MAX and V-MAX, yielding two new strategies, namely Increasingly Cautious R-MAX (ICR) and Increasingly Cautious V-MAX (ICV). We prove that both ICR and ICV are PACMDP, and show that their improvement is guaranteed by a tighter sample complexity upper bound. Then, we demonstrate their significantly improved performance through empirical results.


Quiet: Faster Belief Propagation for Images and Related Applications

AAAI Conferences

It can be used in image morphing to Belief propagation over Markov random fields has change an image into another through a seamless transition been successfully used in many AI applications in the field of computer art [Lipski et al., 2010]. Other than since it yields accurate inference results by iteratively above, belief propagation is used in a variety of applications updating messages between nodes. However, such as image restoration [Felzenszwalb and Huttenlocher, its high computation costs are a barrier to practical 2006], computer-assisted colorization [Noma et al., 2009], use. This paper presents an efficient approach to and image segmentation [Zhao et al., 2014]. We omit detail belief propagation.


Exploiting Separability in Multiagent Planning with Continuous-State MDPs (Extended Abstract)

AAAI Conferences

Decentralized partially observable Markov decision processes (Dec-POMDPs) provide a general model for decision-making under uncertainty in cooperative decentralized settings, but are difficult to solve optimally (NEXP-Complete). As a new way of solving these problems, we recently introduced a method for transforming a Dec-POMDP into a continuous-state deterministic MDP with a piecewise-linear and convex value function. This new Dec-POMDP formulation, which we call an occupancy MDP, allows powerful POMDP and continuous-state MDP methods to be used for the first time. However, scalability remains limited when the number of agents or problem variables becomes large. In this paper, we show that, under certain separability conditions of the optimal value function, the scalability of this approach can increase considerably. This separability is present when there is locality of interaction between agents, which can be exploited to improve performance. Unlike most previous methods, the novel continuous-state MDP algorithm retains optimality and convergence guarantees. Results show that the extension using separability can scale to a large number of agents and domain variables while maintaining optimality.


Dynamic Execution of Temporal Plans with Sensing Actions and Bounded Risk

AAAI Conferences

This thesis focuses on the problem of temporal planning under uncertainty with explicit safety guarantees, which are enforced by means of chance constraints. We aim at elevating the level in which operators interact with autonomous agents and specify their desired behavior, while retaining a keen sensitivity to risk. Instead of relying on unconditional sequences, our goal is to allow contingent plans to be dynamically scheduled and conditioned on observations of the world while remaining safe. Contingencies add flexibility by allowing goals to be achieved through different methods, while observations allow the agent to adapt to the environment. We demonstrate the usefulness of our chance-constrained temporal planning approaches in real-world applications, such as partially observable power supply restoration and collaborative human-robot manufacturing.


Inapproximability of Treewidth and Related Problems (Extended Abstract)

AAAI Conferences

Graphical models, such as Bayesian Networks and Markov networks play an important role in artificial intelligence and machine learning. Inference is a central problem to be solved on these networks. This, and other problems on these graph models are often known to be hard to solve in general, but tractable on graphs with bounded Treewidth. Therefore, finding or approximating the Treewidth of a graph is a fundamental problem related to inference in graphical models. In this paper, we study the approximability of a number of graph problems: Treewidth and Pathwidth of graphs, Minimum Fill-In, and a variety of different graph layout problems such as Minimum Cut Linear Arrangement. We show that, assuming Small Set Expansion Conjecture, all of these problems are NP-hard to approx- imate to within any constant factor in polynomial time.


Unsupervised Machine Condition Monitoring Using Segmental Hidden Markov Models

AAAI Conferences

The task of machine condition monitoring is to detect machine failures at an early stage such that maintenance can be carried out in a timely manner. Most existing techniques are supervised approaches: they require user annotated training data to learn normal and faulty behaviors of a machine. However, such supervision can be difficult to acquire. In contrast, unsupervised methods don't need much human involvement, however, they face another challenge: how to model the generative (observation) process of sensor signals. We propose an unsupervised approach based on segmental hidden Markov models. Our method has a unifying observation model integrating three pieces of information that are complementary to each other. First, we model the signal as an explicit function over time, which describes its possible non-stationary trending patterns. Second, the stationary part of the signal is fit by an autoregressive model. Third, we introduce contextual information to break down the signal complexity such that the signal is modeled separately under different conditions. The advantages of the proposed model are demonstrated by tests on gas turbine, truck and honeybee datasets.