Markov Models
Towards Applying Interactive POMDPs to Real-World Adversary Modeling
Ng, Brenda (Lawrence Livermore National Laboratory) | Meyers, Carol (Lawrence Livermore National Laboratory) | Boakye, Kofi (Lawrence Livermore National Laboratory) | Nitao, John (Lawrence Livermore National Laboratory)
We examine the suitability of using decision processes to model real-world systems of intelligent adversaries. Decision processes have long been used to study cooperative multiagent interactions, but their practical applicability to adversarial problems has received minimal study. We address the pros and cons of applying sequential decision-making in this area, using the crime of money laundering as a specific example. Motivated by case studies, we abstract out a model of the money laundering process, using the framework of interactive partially observable Markov decision processes (I-POMDPs). We address why this framework is well suited for modeling adversarial interactions. Particle filtering and value iteration are used to solve the model, with the application of different pruning and look-ahead strategies to assess the tradeoffs between solution quality and algorithmic run time. Our results show that there is a large gap in the level of realism that can currently be achieved by such decision models, largely due to computational demands that limit the size of problems that can be solved. While these results represent solutions to a simplified model of money laundering, they illustrate nonetheless the kinds of agent interactions that cannot be captured by standard approaches such as anomaly detection. This implies that I-POMDP methods may be valuable in the future, when algorithmic capabilities have further evolved.
Representation Discovery in Sequential Decision Making
Mahadevan, Sridhar (University of Massachusetts, Amherst)
Automatically constructing novel representations of tasks from analysis of state spaces is a longstanding fundamental challenge in AI. I review recent progress on this problem for sequential decision making tasks modeled as Markov decision processes. Specifically, I discuss three classes of representation discovery problems: finding functional, state, and temporal abstractions. I describe solution techniques varying along several dimensions: diagonalization or dilation methods using approximate or exact transition models; reward-specific vs reward-invariant methods; global vs. local representation construction methods; multiscale vs. flat discovery methods; and finally, orthogonal vs. redundant representa- tion discovery methods. I conclude by describing a number of open problems for future work.
Finite-State Controllers Based on Mealy Machines for Centralized and Decentralized POMDPs
Amato, Christopher (University of Massachusetts, Amherst) | Bonet, Blai (Universidad Simón Bolívar) | Zilberstein, Shlomo (University of Massachusetts, Amherst)
Existing controller-based approaches for centralized and decentralized POMDPs are based on automata with output known as Moore machines. In this paper, we show that several advantages can be gained by utilizing another type of automata, the Mealy machine. Mealy machines are more powerful than Moore machines, provide a richer structure that can be exploited by solution methods, and can be easily incorporated into current controller-based approaches. To demonstrate this, we adapted some existing controller-based algorithms to use Mealy machines and obtained results on a set of benchmark domains. The Mealy-based approach always outperformed the Moore-based approach and often outperformed the state-of-the-art algorithms for both centralized and decentralized POMDPs. These findings provide fresh and general insights for the improvement of existing algorithms and the development of new ones.
Relational Partially Observable MDPs
Wang, Chenggang (Tufts University) | Khardon, Roni (Tufts University)
Relational Markov Decision Processes (MDP) are a useful abstraction for stochastic planning problems since one can develop abstract solutions for them that are independent of domain size or instantiation. While there has been an increased interest in developing relational fully observable MDPs, there has been very little work on relational partially observable MDPs (POMDP), which deal with uncertainty in problem states in addition to stochastic action effects. This paper provides a concrete formalization of relational POMDPs making several technical contributions toward their solution. First, we show that to maintain correctness one must distinguish between quantification over states and quantification over belief states; this implies that solutions based on value iteration are inherently limited to the finite horizon case. Second, we provide a symbolic dynamic programing algorithm for finite horizon relational POMDPs, solving them at an abstract level, by lifting the propositional incremental pruning algorithm. Third, we show that this algorithm can be implemented using first order decision diagrams, a compact representation for functions over relational structures, that has been recently used to solve relational MDPs.
Using Bisimulation for Policy Transfer in MDPs
Castro, Pablo Samuel (McGill University) | Precup, Doina (McGill University)
Knowledge transfer has been suggested as a useful approach for solving large Markov Decision Processes. The main idea is to compute a decision-making policy in one environment and use it in a different environment, provided the two are ”close enough”. In this paper, we use bisimulation-style metrics (Ferns et al., 2004) to guide knowledge transfer. We propose algorithms that decide what actions to transfer from the policy computed on a small MDP task to a large task, given the bisimulation distance between states in the two tasks. We demonstrate the inherent ”pessimism” of bisimulation metrics and present variants of this metric aimed to overcome this pessimism, leading to improved action transfer. We also show that using this approach for transferring temporally extended actions (Sutton et al., 1999) is more successful than using it exclusively with primitive actions. We present theoretical guarantees on the quality of the transferred policy, as well as promising empirical results.
Constrained Coclustering for Textual Documents
Song, Yangqiu (IBM Research - China) | Pan, Shimei (IBM T. J. Watson Research Center) | Liu, Shixia (IBM Research - China) | Wei, Furu (IBM Research - China) | Zhou, Michelle X. (IBM Research - Almaden Center) | Qian, Weihong (IBM Research - China)
In this paper, we present a constrained co-clustering approach for clustering textual documents. Our approach combines the benefits of information-theoretic co-clustering and constrained clustering. We use a two-sided hidden Markov random field (HMRF) to model both the document and word constraints. We also develop an alternating expectation maximization (EM) algorithm to optimize the constrained co-clustering model. We have conducted two sets of experiments on a benchmark data set: (1) using human-provided category labels to derive document and word constraints for semi-supervised document clustering, and (2) using automatically extracted named entities to derive document constraints for unsupervised document clustering. Compared to several representative constrained clustering and co-clustering approaches, our approach is shown to be more effective for high-dimensional, sparse text data.
Unsupervised Learning of Event Classes from Video
Sridhar, Muralikrishna (University of Leeds) | Cohn, Anthony G. (University of Leeds) | Hogg, David C. (University of Leeds)
We present a method for unsupervised learning of event classes from videos in which multiple actions might occur simultaneously. It is assumed that all such activities are produced from an underlying set of event class generators. The learning task is then to recover this generative process from visual data. A set of event classes is derived from the most likely decomposition of the tracks into a set of labelled events involving subsets of interacting tracks. Interactions between subsets of tracks are modelled as a relational graph structure that captures qualitative spatio-temporal relationships between these tracks. The posterior probability of candidate solutions favours decompositions in which events of the same class have a similar relational structure, together with other measures of well-formedness. A Markov Chain Monte Carlo (MCMC) procedure is used to efficiently search for the MAP solution. This search moves between possible decompositions of the tracks into sets of unlabelled events and at each move adds a close to optimal labelling (for this decomposition) using spectral clustering. Experiments on real data show that the discovered event classes are often semantically meaningful and correspond well with groundtruth event classes assigned by hand.
A Bayesian Nonparametric Approach to Modeling Mobility Patterns
Joseph, Joshua Mason (Massachusetts Institute of Technology) | Doshi-Velez, Finale (Massachusetts Institute of Technology) | Roy, Nicholas (Massachusetts Institute of Technology)
Constructing models of mobile agents can be difficult without domain-specific knowledge. Parametric models flexible enough to capture all mobility patterns that an expert believes are possible are often large, requiring a great deal of training data. In contrast, nonparametric models are extremely flexible and can generalize well with relatively little training data. We propose modeling the mobility patterns of moving agents as a mixture of Gaussian processes (GP) with a Dirichlet process (DP) prior over mixture weights. The GP provides a flexible representation for each individual mobility pattern, while the DP assigns observed trajectories to particular mobility patterns. Both the GPs and the DP adjust the model's complexity based on available data, implicitly avoiding issues of over-fitting or under-fitting. We apply our model to a helicopter-based tracking task, where the mobility patterns of the tracked agents — cars — are learned from real data collected from taxis in the greater Boston area.
Symbolic Dynamic Programming for First-order POMDPs
Sanner, Scott (NICTA and ANU) | Kersting, Kristian (Fraunhofer IAIS)
Partially-observable Markov decision processes (POMDPs) provide a powerful model for sequential decision-making problems with partially-observed state and are known to have (approximately) optimal dynamic programming solutions. Much work in recent years has focused on improving the efficiency of these dynamic programming algorithms by exploiting symmetries and factored or relational representations. In this work, we show that it is also possible to exploit the full expressive power of first-order quantification to achieve state, action, and observation abstraction in a dynamic programming solution to relationally specified POMDPs. Among the advantages of this approach are the ability to maintain compact value function representations, abstract over the space of potentially optimal actions, and automatically derive compact conditional policy trees that minimally partition relational observation spaces according to distinctions that have an impact on policy values. This is the first lifted relational POMDP solution that can optimally accommodate actions with a potentially infinite relational space of observation outcomes.
Bidirectional Integration of Pipeline Models
Yu, Xiaofeng (The Chinese University of Hong Kong) | Lam, Wai (The Chinese University of Hong Kong)
Traditional information extraction systems adopt pipeline strategies, which are highly ineffective and suffer from several problems such as error propagation. Typically, pipeline models fail to produce highly-accurate final output. On the other hand, there has been growing interest in integrated or joint models which explore mutual benefits and perform multiple subtasks simultaneously to avoid problems caused by pipeline models. However, building such systems usually increases computational complexity and requires considerable engineering. This paper presents a general, strongly-coupled, and bidirectional architecture based on discriminatively trained factor graphs for information extraction. First we introduce joint factors connecting variables of relevant subtasks to capture dependencies and interactions between them. We then propose a strong bidirectional MCMC sampling inference algorithm which allows information to flow in both directions to find the approximate MAP solution for all subtasks. Extensive experiments on entity identification and relation extraction using real-world data illustrate the promise of our approach.