Markov Models
Optimal Network Security Hardening Using Attack Graph Games
Durkota, Karel (Czech Technical University in Prague) | Lisรฝ, Viliam (Czech Technical University in Prague) | Boลกanskรฝ, Branislav (Aarhus University) | Kiekintveld, Christopher (University of Texas at El Paso)
Preventing attacks in a computer network is the core problem in network security. We introduce a new game-theoretic model of the interaction between a network administrator who uses limited resource to harden a network and an attacker who follows a multi-stage plan to attack the network. The possible plans of the attacker are compactly represented using attack graphs, while the defender adds fake targets (honeypots) to the network to deceive the attacker. The compact representation of the attacker's strategies presents a computational challenge and finding the best response of the attacker is NP-hard. We present a solution method that first translates an attack graph into an MDP and solves it using policy search with a set of pruning techniques. We present an empirical evaluation of the model and solution algorithms, evaluating scalability, the types of solutions that are generated for realistic cases, and sensitivity analysis.
Direct Policy Iteration with Demonstrations
Chemali, Jessica (Carnegie Mellon University) | Lazaric, Alessandro (INRIA)
We consider the problem of learning the optimal policy of an unknown Markov decision process (MDP) when expert demonstrations are available along with interaction samples. We build on classification-based policy iteration to perform a seamless integration of interaction and expert data, thus obtaining an algorithm which can benefit from both sources of information at the same time. Furthermore, we provide a full theoretical analysis of the performance across iterations providing insights on how the algorithm works. Finally, we report an empirical evaluation of the algorithm and a comparison with the state-of-the-art algorithms.
Multi-Objective POMDPs with Lexicographic Reward Preferences
Wray, Kyle Hollins (University of Massachusetts, Amherst) | Zilberstein, Shlomo (University of Massachusetts, Amherst)
We propose a model, Lexicographic Partially Observable Markov Decision Process (LPOMDP), which extends POMDPs with lexicographic preferences over multiple value functions. It allows for slack--slightly less-than-optimal values--for higher-priority preferences to facilitate improvement in lower-priority value functions. Many real life situations are naturally captured by LPOMDPs with slack. We consider a semi-autonomous driving scenario in which time spent on the road is minimized, while maximizing time spent driving autonomously. We propose two solutions to LPOMDPs--Lexicographic Value Iteration (LVI) and Lexicographic Point-Based Value Iteration (LPBVI), establishing convergence results and correctness within strong slack bounds. We test the algorithms using real-world road data provided by Open Street Map (OSM) within 10 major cities. Finally, we present GPU-based optimizations for point-based solvers, demonstrating that their application enables us to quickly solve vastly larger LPOMDPs and other variations of POMDPs.
Revisiting Gaussian Process Dynamical Models
Zhao, Jing (East China Normal University) | Sun, Shiliang (East China Normal University)
The recently proposed Gaussian process dynamical models (GPDMs) have been successfully applied to time series modeling. There are four learning algorithms for GPDMs: maximizing a posterior (MAP), fixing the kernel hyperparameters ฮฑ _ (Fix.ฮฑ _ ), balanced GPDM (B-GPDM) and two-stage MAP (T.MAP), which are designed for model training with complete data. When data are incomplete, GPDMs reconstruct the missing data using a function of the latent variables before parameter updates, which, however, may cause cumulative errors. In this paper, we present four new algorithms (MAP+, Fix.ฮฑ + , B-GPDM+ and T.MAP+) for learning GPDMs with incomplete training data and a new conditional model (CM+) for recovering incomplete test data. Our methods adopt the Bayesian framework and can fully and properly use the partially observed data. We conduct experiments on incomplete motion capture data (walk, run, swing and multiple-walker) and make comparisons with the existing four algorithms as well as k-NN, spline interpolation and VGPDS. Our methods perform much better on both training with incomplete data and recovering incomplete test data.
An Ontology Matching Approach Based on Affinity-Preserving Random Walks
Xiang, Chuncheng (Peking University) | Chang, Baobao (Peking University) | Sui, Zhifang (Peking University)
Ontology matching is the process of finding semantic correspondences between entities from different ontologies. As an effective solution to linking different heterogeneous ontologies, ontology matching has attracted considerable attentions in recent years. In this paper, we propose a novel graph-based approach to ontology matching problem. Different from previous work, we formulate ontology matching as a random walk process on the association graph constructed from the to-be-matched ontologies. In particular, two variants of the conventional random walk process, namely, Affinity-Preserving Random Walk (APRW) and Mapping-Oriented Random Walk (MORW), have been proposed to alleviate the adverse effect of the false-mapping nodes in the association graph and to incorporate the 1-to-1 matching constraints presumed in ontology matching, respectively. Experiments on the Ontology Alignment Evaluation Initiative (OAEI) datasets show that our approach achieves a competitive performance when compared with state-of-the-art systems, even though our approach does not utilize any external resources.
ฮฑ-min: A Compact Approximate Solver For Finite-Horizon POMDPs
Dujardin, Yann (Commonwealth Scientific and Industrial Research Organisation (CSIRO)) | Dietterich, Tom (Oregon State University) | Chades, Iadine (Commonwealth Scientific and Industrial Research Organisation (CSIRO))
In many POMDP applications in computational sustainability, it is important that the computed policy have a simple description, so that it can be easily interpreted by stakeholders and decision makers.ย One measure of simplicity for POMDP value functions is the number of alpha-vectors required to represent the value function. Existing POMDP methods seek to optimize the accuracy of the value function, which can require a very large number of alpha-vectors. This paper studies methods that allow the user to explore the tradeoff between the accuracy of the value function and the number of alpha-vectors.ย Building on previous point-based POMDP solvers, this paper introduces a new algorithm (alpha-min) that formulates a Mixed Integer Linear Program (MILP) to calculate approximate solutions for finite-horizon POMDP problems with limited numbers of alpha-vectors. At each time-step, alpha-min calculates alpha-vectors to greedily minimize the gap between current upper and lower bounds of the value function. In doing so, good upper and lower bounds are quickly reached allowing a good approximation of the problem with few alpha-vectors . Experimental results show that alpha-min provides good approximate solutions given a fixed number of alpha-vectors on small benchmark problems, on a larger randomly generated problem, as well as on a computational sustainability problem to best manage the endangered Sumatran tiger.
Saul: Towards Declarative Learning Based Programming
Kordjamshidi, Parisa (University of Illinois at Urbana-Champaign) | Roth, Dan (University of Illinois at Urbana-Champaign) | Wu, Hao (University of Illinois at Urbana-Champaign)
We present Saul, a new probabilistic programming language designed to address some of the shortcomings of programming languages that aim at advancing and simplifying the development of AI systems. Such languages need to interact with messy, naturally occurring data, to allow a programmer to specify what needs to be done at an appropriate level of abstraction rather than at the data level, to be developed on a solid theory that supports moving to and reasoning at this level of abstraction and, finally, to support flexible integration of these learning and inference models within an application program. Saul is an object-functional programming language written in Scala that facilitates these by (1) allowing a programmer to learn, name and manipulate named abstractions over relational data; (2) supporting seamless incorporation of trainable (probabilistic or discriminative) components into the program, and (3) providing a level of inference over trainable models to support composition and make decisions that respect domain and application constraints. Saul is developed over a declaratively defined relational data model, can use piecewise learned factor graphs with declaratively specified learning and inference objectives, and it supports inference over probabilistic models augmented with declarative knowledge-based constraints.We describe the key constructs of Saul and exemplify its use in developing applications that require relational feature engineering and structured output prediction.
Metareasoning for Planning Under Uncertainty
Lin, Christopher H. (University of Washington) | Kolobov, Andrey (Microsoft Research) | Kamar, Ece (Microsoft Research) | Horvitz, Eric (Microsoft Research)
The conventional model for online planning under uncertainty assumes that an agent can stop and plan without incurring costs for the time spent planning. However, planning time is not free in most real-world settings. For example, an autonomous drone is subject to nature's forces, like gravity, even while it thinks, and must either pay a price for counteracting these forces to stay in place, or grapple with the state change caused by acquiescing to them. Policy optimization in these settings requires metareasoning---a process that trades off the cost of planning and the potential policy improvement that can be achieved. We formalize and analyze the metareasoning problem for Markov Decision Processes (MDPs). Our work subsumes previously studied special cases of metareasoning and shows that in the general case, metareasoning is at most polynomially harder than solving MDPs with any given algorithm that disregards the cost of thinking. For reasons we discuss, optimal general metareasoning turns out to be impractical, motivating approximations. We present approximate metareasoning procedures which rely on special properties of the BRTDP planning algorithm and explore the effectiveness of our methods on a variety of problems.
Secure Routing in Wireless Sensor Networks via POMDPs
Irissappane, Athirai A. (Nanyang Technological University) | Zhang, Jie (Nanyang Technological University) | Oliehoek, Frans A. (University of Liverpool, University of Amsterdam) | Dutta, Partha S. (Rio Tinto)
Trust schemes can identify such nodes, as they Wireless sensor networks are being increasingly can predict a node's behavior (quality) both directly, via evaluation used for sustainable development. The task of routing based on its past actions, and indirectly, using recommendations in these resource-constraint networks is particularly (opinions) from other nodes. However, many challenging as they operate over prolonged trust schemes cannot effectively handle attacks targeting trust deployment periods, necessitating optimal use of systems themselves [Sun et al., 2006] i.e., they are heavily their resources. Moreover, due to the deployment affected by malicious nodes deliberately providing misleading in unattended environments, they become an easy opinions (unfair ratings) about other nodes.
An Expectation-Maximization Algorithm to Compute a Stochastic Factorization From Data
Barreto, Andre M. S. (National Laboratory for Scientific Computing (LNCC)) | Beirigo, Rafael L. (National Laboratory for Scientific Computing (LNCC)) | Pineau, Joelle (McGill University) | Precup, Doina (McGill University)
When a transition probability matrix is represented as the product of two stochastic matrices, swapping the factors of the multiplication yields another transition matrix that retains some fundamental characteristics of the original. Since the new matrix can be much smaller than its precursor, replacing the former for the latter can lead to significant savings in terms of computational effort. This strategy, dubbed the "stochastic-factorization trick," can be used to compute the stationary distribution of a Markov chain, to determine the fundamental matrix of an absorbing chain, and to compute a decision policy via dynamic programming or reinforcement learning. In this paper we show that the stochastic-factorization trick can also provide benefits in terms of the number of samples needed to estimate a transition matrix. We introduce a probabilistic interpretation of a stochastic factorization and build on the resulting model to develop an algorithm to compute the factorization directly from data. If the transition matrix can be well approximated by a low-order stochastic factorization, estimating its factors instead of the original matrix reduces significantly the number of parameters to be estimated. Thus, when compared to estimating the transition matrix directly via maximum likelihood, the proposed method is able to compute approximations of roughly the same quality using less data. We illustrate the effectiveness of the proposed algorithm by using it to help a reinforcement learning agent learn how to play the game of blackjack.