Markov Models
Speeding Up Planning in Markov Decision Processes via Automatically Constructed Abstractions
Isaza, Alejandro, Szepesvari, Csaba, Bulitko, Vadim, Greiner, Russell
In this paper, we consider planning in stochastic shortest path (SSP) problems, a subclass of Markov Decision Problems (MDP). We focus on medium-size problems whose state space can be fully enumerated. This problem has numerous important applications, such as navigation and planning under uncertainty. We propose a new approach for constructing a multi-level hierarchy of progressively simpler abstractions of the original problem. Once computed, the hierarchy can be used to speed up planning by first finding a policy for the most abstract level and then recursively refining it into a solution to the original problem. This approach is fully automated and delivers a speed-up of two orders of magnitude over a state-of-the-art MDP solver on sample problems while returning near-optimal solutions. We also prove theoretical bounds on the loss of solution optimality resulting from the use of abstractions.
Bandit-Based Planning and Learning in Continuous-Action Markov Decision Processes
Weinstein, Ari (Rutgers University) | Littman, Michael L. (Rutgers University)
Recent research leverages results from the continuous-armed bandit literature to create a reinforcement-learning algorithm for continuous state and action spaces. Initially proposed in a theoretical setting, we provide the first examination of the empirical properties of the algorithm. Through experimentation, we demonstrate the effectiveness of this planning method when coupled with exploration and model learning and show that, in addition to its formal guarantees, the approach is very competitive with other continuous-action reinforcement learners.
Risk-Variant Policy Switching to Exceed Reward Thresholds
Kane, Breelyn Melissa (Carnegie Mellon University) | Simmons, Reid (Carnegie Mellon University)
This paper presents a decision-theoretic planning approach for probabilistic environments where the agent's goal is to win, which we model as maximizing the probability of being above a given reward threshold. In competitive domains, second is as good as last, and it is often desirable to take risks if one is in danger of losing, even if the risk does not pay off very often. Our algorithm maximizes the probability of being above a particular reward threshold by dynamically switching between a suite of policies, each of which encodes a different level of risk. This method does not explicitly encode time or reward into the state space, and decides when to switch between policies during each execution step. We compare a risk-neutral policy to switching among different risk-sensitive policies, and show that our approach improves the agent's probability of winning.
Reverse Iterative Deepening for Finite-Horizon MDPs with Large Branching Factors
Kolobov, Andrey (University of Washington, Seattle) | Dai, Peng (Google Inc.) | Mausam, Mausam (University of Washington, Seattle) | Weld, Daniel S. (University of Washington, Seattle)
In contrast to previous competitions, where the problems were goal-based, the 2011 International Probabilistic Planning Competition (IPPC-2011) emphasized finite-horizon reward maximization problems with large branching factors. These MDPs modeled more realistic planning scenarios and presented challenges to the previous state-of-the-art planners (e.g., those from IPPC-2008), which were primarily based on domain determinization โ a technique more suited to goal-oriented MDPs with small branching factors. Moreover, large branching factors render the existing implementations of RTDP- and LAO-style algorithms inefficient as well. In this paper we present GLUTTON, our planner at IPPC-2011 that performed well on these challenging MDPs. The main algorithm used by GLUTTON is LR2TDP, an LRTDP-based optimal algorithm for finite-horizon problems centered around the novel idea of reverse iterative deepening. We detail LR2TDP itself as well as a series of optimizations included in GLUTTON that help LR2TDP achieve competitive performance on difficult problems with large branching factors -- subsampling the transition function, separating out natural dynamics, caching transition function samples, and others. Experiments show that GLUTTON and PROST, the IPPC-2011 winner, have complementary strengths, with GLUTTON demonstrating superior performance on problems with few high-reward terminal states.
Gradient Computation In Linear-Chain Conditional Random Fields Using The Entropy Message Passing Algorithm
Ilic, Velimir M., Mancev, Dejan I., Todorovic, Branimir T., Stankovic, Miomir S.
The paper proposes a numerically stable recursive algorithm for the exact computation of the linear-chain conditional random field gradient. It operates as a forward algorithm over the log-domain expectation semiring and has the purpose of enhancing memory efficiency when applied to long observation sequences. Unlike the traditional algorithm based on the forward-backward recursions, the memory complexity of our algorithm does not depend on the sequence length. The experiments on real data show that it can be useful for the problems which deal with long sequences.
Approximate Dynamic Programming By Minimizing Distributionally Robust Bounds
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of dimensionality by minimizing a pessimistic bound on the policy loss. This approach turns ADP into an optimization problem, for which we derive new mathematical program formulations and analyze its properties. DRADP improves on the theoretical guarantees of existing ADP methods-it guarantees convergence and L1 norm based error bounds. The empirical evaluation of DRADP shows that the theoretical guarantees translate well into good performance on benchmark problems.
Maritime Threat Detection Using Probabilistic Graphical Models
Auslander, Bryan (Knexus Research Corporation) | Gupta, Kalyan Moy (Knexus Research Corporation) | Aha, David William (Naval Research Laboratory)
Maritime threat detection is a challenging problem because maritime environments can involve a complex combination of concurrent vessel activities, and only a small fraction of these may be irregular, suspicious, or threatening. Previous work on this task has been limited to analyses of single vessels using simple rule-based models that alert watchstanders when a proximity threshold is breached. We claim that Probabilistic Graphical Models (PGMs) can be used to more effectively model complex maritime situations. In this paper, we study the performance of PGMs for detecting (small boat) maritime attacks. We describe three types of PGMs that vary in their representational expressiveness and evaluate them on a threat recognition task using track data obtained from force protection naval exercises involving unmanned sea surface vehicles. We found that the best-performing PGMs can outperform the deployed rule-based approach on these tasks, though some PGMs require substantial engineering and are computationally expensive.
Focused Grounding for Markov Logic Networks
Glass, Michael Robert (University of Texas at Austin) | Barker, Ken (IBM Watson Research Lab)
Markov logic networks have been successfully applied to many problems in AI. However, the computational complexity of the inference procedures has limited their application. Previous work in lifted inference, lazy inference and cutting plane inference has identified cases where the entire ground network need not be constructed. These approaches are specific to particular inference procedures, and apply well only to certain classes of problems. We introduce a method of focused grounding that can use either general purpose or domain specific heuristics to produce only the most relevant ground formulas. Though a solution to the focused grounding is not, in general, a solution to the complete grounding, we show empirically that the smaller search space of a focused grounding makes it easier to locate a good solution. We evaluate focused grounding on two diverse domains, joint entity resolution and abductive plan recognition. We show improved results and decreased computation cost for the entity resolution domain relative to a complete grounding. Focused grounding in abductive plan recognition produces state of the art results in a domain where complete grounding proved intractable.
Model-based Utility Functions
Orseau and Ring, as well as Dewey, have recently described problems, including self-delusion, with the behavior of agents using various definitions of utility functions. An agent's utility function is defined in terms of the agent's history of interactions with its environment. This paper argues, via two examples, that the behavior problems can be avoided by formulating the utility function in two steps: 1) inferring a model of the environment from interactions, and 2) computing utility as a function of the environment model. Basing a utility function on a model that the agent must learn implies that the utility function must initially be expressed in terms of specifications to be matched to structures in the learned model. These specifications constitute prior assumptions about the environment so this approach will not work with arbitrary environments. But the approach should work for agents designed by humans to act in the physical world. The paper also addresses the issue of self-modifying agents and shows that if provided with the possibility to modify their utility functions agents will not choose to do so, under some usual assumptions.
New inference strategies for solving Markov Decision Processes using reversible jump MCMC
Hoffman, Matthias, Kueck, Hendrik, de Freitas, Nando, Doucet, Arnaud
In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach more practical in general, higher-dimensional spaces. We first introduce a new target distribution which is able to incorporate more reward information from sampled trajectories. We also show how to break strong correlations between the policy parameters and sampled trajectories in order to sample more freely. Finally, we show how to incorporate these techniques in a principled manner to obtain estimates of the optimal policy.