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 Markov Models


Practical Kernel-Based Reinforcement Learning

arXiv.org Machine Learning

Kernel-based reinforcement learning (KBRL) stands out among reinforcement learning algorithms for its strong theoretical guarantees. By casting the learning problem as a local kernel approximation, KBRL provides a way of computing a decision policy which is statistically consistent and converges to a unique solution. Unfortunately, the model constructed by KBRL grows with the number of sample transitions, resulting in a computational cost that precludes its application to large-scale or on-line domains. In this paper we introduce an algorithm that turns KBRL into a practical reinforcement learning tool. Kernel-based stochastic factorization (KBSF) builds on a simple idea: when a transition matrix is represented as the product of two stochastic matrices, one can swap the factors of the multiplication to obtain another transition matrix, potentially much smaller, which retains some fundamental properties of its precursor. KBSF exploits such an insight to compress the information contained in KBRL's model into an approximator of fixed size. This makes it possible to build an approximation that takes into account both the difficulty of the problem and the associated computational cost. KBSF's computational complexity is linear in the number of sample transitions, which is the best one can do without discarding data. Moreover, the algorithm's simple mechanics allow for a fully incremental implementation that makes the amount of memory used independent of the number of sample transitions. The result is a kernel-based reinforcement learning algorithm that can be applied to large-scale problems in both off-line and on-line regimes. We derive upper bounds for the distance between the value functions computed by KBRL and KBSF using the same data. We also illustrate the potential of our algorithm in an extensive empirical study in which KBSF is applied to difficult tasks based on real-world data.


Virus Detection in Multiplexed Nanowire Arrays using Hidden Semi-Markov models

arXiv.org Artificial Intelligence

In this paper, we address the problem of real-time detection of viruses docking to nanowires, especially when multiple viruses dock to the same nano-wire. The task becomes more complicated when there is an array of nanowires coated with different antibodies, where different viruses can dock to each coated nanowire at different binding strengths. We model the array response to a viral agent as a pattern of conductance change over nanowires with known modifier --- this representation permits analysis of the output of such an array via belief network (Bayes) methods, as well as novel generative models like the Hidden Semi-Markov Model (HSMM).


Church: a language for generative models

arXiv.org Artificial Intelligence

We introduce Church, a universal language for describing stochastic generative processes. Church is based on the Lisp model of lambda calculus, containing a pure Lisp as its deterministic subset. The semantics of Church is defined in terms of evaluation histories and conditional distributions on such histories. Church also includes a novel language construct, the stochastic memoizer, which enables simple description of many complex non-parametric models. We illustrate language features through several examples, including: a generalized Bayes net in which parameters cluster over trials, infinite PCFGs, planning by inference, and various non-parametric clustering models. Finally, we show how to implement query on any Church program, exactly and approximately, using Monte Carlo techniques.


Lifting Relational MAP-LPs Using Cluster Signatures

AAAI Conferences

Inference in large scale graphical models is an important task in many domains, and in particular probabilistic relational models (e.g. Markov logic networks). Such models often exhibit considerable symmetry, and it is a challenge to devise algorithms that exploit this symmetry to speed up inference. Recently, the automorphism group has been proposed to formalize mathematically what "exploiting symmetry" means. However, obtaining symmetry derived from automorphism is GI-hard, and consequently only a small fraction of the symmetry is easily available for effective employment. In this paper, we improve upon efficiency in two ways. First, we introduce the Cluster Signature Graph (CSG), a platform on which greater portions of the symmetries can be revealed and exploited. CSGs classify clusters of variables by projecting relations between cluster members onto a graph, allowing for the efficient pruning of symmetrical clusters even before their generation. Second, we introduce a novel framework based on CSGs for the Sherali-Adams hierarchy of linear program (LP) relaxations, dedicated to exploiting this symmetry for the benefit of tight Maximum A Posteriori (MAP) approximations. Combined with the pruning power of CSG, the framework quickly generates compact formulations for otherwise intractable LPs, as demonstrated by several empirical results.


Avoiding Plagiarism in Markov Sequence Generation

AAAI Conferences

Markov processes are widely used to generate sequences that imitate a given style, using random walk. Random walk generates sequences by iteratively concatenating states to prefixes of length equal or less than the given Markov order}. However, at higher orders, Markov chains tend to replicate chunks of the corpus with a size possibly higher than the order, a primary form of plagiarism. The Markov order defines a maximum length for training but not for generation. In the framework of constraint satisfaction (CSP), we introduce MaxOrder. This global constraint ensures that generated sequences do not include chunks larger than a given maximum order. We exhibit an automaton that recognises the solution set, with a size linear in the size of the corpus. We propose a linear-time procedure to generate this automaton from a corpus and a given max order. We then use this automaton to achieve generalised arc consistency for the MaxOrder constraint, holding on a sequence of size n, in O(n.T) time, where T is the size of the automaton. We illustrate our approach by generating text sequences from text corpora with a maximum order guarantee, effectively controlling plagiarism.


Saturated Path-Constrained MDP: Planning under Uncertainty and Deterministic Model-Checking Constraints

AAAI Conferences

In many probabilistic planning scenarios, a systemโ€™s behavior needs to not only maximize the expected utility but also obey certain restrictions. This paper presents Saturated Path-Constrained Markov Decision Processes (SPC MDPs), a new MDP type for planning under uncertainty with deterministic model-checking constraints, e.g., "state s must be visited befores s'", "the system must end up in s", or "the system must never enter s". We present a mathematical analysis of SPCMDPs, showing that although SPC MDPs generally have no optimal policies, every instance of this class has an epsilon-optimal randomized policy for any > 0. We propose a dynamic programming-based algorithm for finding such policies, and empirically demonstrate this algorithm to be orders of magnitude faster than its next-best alternative.


Optimal and Efficient Stochastic Motion Planning in Partially-Known Environments

AAAI Conferences

A framework capable of computing optimal control policies for a continuous system in the presence of both action and environment uncertainty is presented in this work. The framework decomposes the planning problem into two stages: an offline phase that reasons only over action uncertainty and an online phase that quickly reacts to the uncertain environment. Offline, a bounded-parameter Markov decision process (BMDP) is employed to model the evolution of the stochastic system over a discretization of the environment. Online, an optimal control policy over the BMDP is computed. Upon the discovery of an unknown environment feature during policy execution, the BMDP is updated and the optimal control policy is efficiently recomputed. Depending on the desired quality of the control policy, a suite of methods is presented to incorporate new information into the BMDP with varying degrees of detail online. Experiments confirm that the framework recomputes high-quality policies in seconds and is orders of magnitude faster than existing methods.


A Model for Aggregating Contributions of Synergistic Crowdsourcing Workflows

AAAI Conferences

One of the most important crowdsourcing topics is to study the effective quality control methods so as to reduce the cost and to guarantee the quality of task processing. As an effective approach, iterative improvement workflow is known to choose the best result from multiple workflows. However, for complex crowdsourcing tasks that consists of a certain number of subtasks under some specific constraints, but cannot be split into subtasks to be crowdsourced, the approach merely considers the best workflow without integrating the contributions of all workflows, which potentially results in extra costs for more iterations. In this paper, we propose an assembly model to integrate the best output of subtasks from different workflows. Moreover, we devise an efficient iterative method based on POMDP to improve the quality of assembled output. Empirical studies confirms the superiority of our proposed model.


Point-Based POMDP Solving with Factored Value Function Approximation

AAAI Conferences

Partially observable Markov decision processes (POMDPs) provide a principled mathematical framework for modeling autonomous decision-making problems. A POMDP solution is often represented by a value function comprised of a set of vectors. In the case of factored models, the size of these vectors grows exponentially with the number of state factors, leading to scalability issues. We consider an approximate value function representation based on a linear combination of basis functions. In particular, we present a backup operator that can be used in any point-based POMDP solver. Furthermore, we show how under certain conditions independence between observation factors can be exploited for large computational gains. We experimentally verify our contributions and show that they have the potential to improve point-based methods in policy quality and solution size.


Learning Scripts as Hidden Markov Models

AAAI Conferences

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including fillinggaps in the narratives and resolving ambiguous references. This paper proposes the first formal frameworkfor scripts based on Hidden Markov Models (HMMs). Our framework supports robust inference and learning algorithms, which are lacking in previous clustering models. We develop an algorithm for structure andparameter learning based on Expectation Maximizationand evaluate it on a number of natural datasets. The results show that our algorithm is superior to several informed baselines for predicting missing events in partialobservation sequences.