Markov Models
Sample Complexity and Performance Bounds for Non-Parametric Approximate Linear Programming
Pazis, Jason (Duke University) | Parr, Ronald (Duke University)
One of the most difficult tasks in value function approximation for Markov Decision Processes is finding an approximation architecture that is expressive enough to capture the important structure in the value function, while at the same time not overfitting the training samples. Recent results in non-parametric approximate linear programming (NP-ALP), have demonstrated that this can be done effectively using nothing more than a smoothness assumption on the value function. In this paper we extend these results to the case where samples come from real world transitions instead of the full Bellman equation, adding robustness to noise. In addition, we provide the first max-norm, finite sample performance guarantees for any form of ALP. NP-ALP is amenable to problems with large (multidimensional) or even infinite (continuous) action spaces, and does not require a model to select actions using the resulting approximate solution.
A Fast Pairwise Heuristic for Planning under Uncertainty
Khalvati, Koosha (University of British Columbia) | Mackworth, Alan (University of British Columbia)
POMDP (Partially Observable Markov Decision Process) is a mathematical framework that models planning under uncertainty. Solving a POMDP is an intractable problem and even the state of the art POMDP solvers are too computationally expensive for large domains. This is a major bottleneck. In this paper, we propose a new heuristic, called the pairwise heuristic, that can be used in a one-step greedy strategy to find a near optimal solution for POMDP problems very quickly. This approach is a good candidate for large problems where real-time solution is a necessity but exact optimality of the solution is not vital. The pairwise heuristic uses the optimal solutions for pairs of states. For each pair of states in the POMDP, we find the optimal sequence of actions to resolve the uncertainty and to maximize the reward, given that the agent is uncertain about which state of the pair it is in. Then we use these sequences as a heuristic and find the optimal action in each step of the greedy strategy using this heuristic. We have tested our method on the available large classical test benchmarks in various domains. The resulting total reward is close to, if not greater than, the total reward obtained by other state of the art POMDP solvers, while the time required to find the solution is always much less.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
ABC Reinforcement Learning
Dimitrakakis, Christos, Tziortziotis, Nikolaos
This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators (generative models). This is useful in domains where an analytical probabilistic model of the underlying process is too complex to formulate, but where detailed simulation models are available. ABC-RL allows the use of any Bayesian reinforcement learning technique, even in this case. In addition, it can be seen as an extension of rollout algorithms to the case where we do not know what the correct model to draw rollouts from is. We experimentally demonstrate the potential of this approach in a comparison with LSPI. Finally, we introduce a theorem showing that ABC is a sound methodology in principle, even when non-sufficient statistics are used.
Traffic data reconstruction based on Markov random field modeling
Kataoka, Shun, Yasuda, Muneki, Furtlehner, Cyril, Tanaka, Kazuyuki
We consider the traffic data reconstruction problem. Suppose we have the traffic data of an entire city that are incomplete because some road data are unobserved. The problem is to reconstruct the unobserved parts of the data. In this paper, we propose a new method to reconstruct incomplete traffic data collected from various traffic sensors. Our approach is based on Markov random field modeling of road traffic. The reconstruction is achieved by using mean-field method and a machine learning method. We numerically verify the performance of our method using realistic simulated traffic data for the real road network of Sendai, Japan.