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 Markov Models


Exponential Family Predictive Representations of State

Neural Information Processing Systems

In order to represent state in controlled, partially observable, stochastic dynamical systems, some sort of sufficient statistic for history is necessary. Predictive representations of state (PSRs) capture state as statistics of the future. We introduce a new model of such systems called the "Exponential family PSR," which defines as state the time-varying parameters of an exponential family distribution which models n sequential observations in the future. This choice of state representation explicitly connects PSRs to state-of-the-art probabilistic modeling, which allows us to take advantage of current efforts in high-dimensional density estimation, and in particular, graphical models and maximum entropy models. We present a parameter learning algorithm based on maximum likelihood, and we show how a variety of current approximate inference methods apply. We evaluate the quality of our model with reinforcement learning by directly evaluating the control performance of the model.


Structured Learning with Approximate Inference

Neural Information Processing Systems

In many structured prediction problems, the highest-scoring labeling is hard to compute exactly, leading to the use of approximate inference methods. However, when inference is used in a learning algorithm, a good approximation of the score may not be sufficient. We show in particular that learning can fail even with an approximate inference method with rigorous approximation guarantees. There are two reasons for this. First, approximate methods can effectively reduce the expressivity of an underlying model by making it impossible to choose parameters that reliably give good predictions. Second, approximations can respond to parameter changes in such a way that standard learning algorithms are misled. In contrast, we give two positive results in the form of learning bounds for the use of LPrelaxed inference in structured perceptron and empirical risk minimization settings. We argue that without understanding combinations of inference and learning, such as these, that are appropriately compatible, learning performance under approximate inference cannot be guaranteed.


Bayes-Adaptive POMDPs

Neural Information Processing Systems

Bayesian Reinforcement Learning has generated substantial interest recently, as it provides an elegant solution to the exploration-exploitation tradeoff in reinforcement learning.


Markov Chain Monte Carlo with People

Neural Information Processing Systems

Many formal models of cognition implicitly use subjective probability distributions to capture the assumptions of human learners. Most applications of these models determine these distributions indirectly. We propose a method for directly determining the assumptions of human learners by sampling from subjective probability distributions. Using a correspondence between a model of human choice and Markov chain Monte Carlo (MCMC), we describe a method for sampling from the distributions over objects that people associate with different categories. In our task, subjects choose whether to accept or reject a proposed change to an object. The task is constructed so that these decisions follow an MCMC acceptance rule, defining a Markov chain for which the stationary distribution is the category distribution. We test this procedure for both artificial categories acquired in the laboratory, and natural categories acquired from experience.


What makes some POMDP problems easy to approximate?

Neural Information Processing Systems

Point-based algorithms have been surprisingly successful in computing approximately optimal solutions for partially observable Markov decision processes (POMDPs) in high dimensional belief spaces. In this work, we seek to understand the belief-space properties that allow some POMDP problems to be approximated efficiently and thus help to explain the point-based algorithms' success often observed in the experiments. We show that an approximately optimal POMDP solution can be computed in time polynomial in the covering number of a reachable belief space, which is the subset of the belief space reachable from a given belief point. We also show that under the weaker condition of having a small covering number for an optimal reachable space, which is the subset of the belief space reachable under an optimal policy, computing an approximately optimal solution is NPhard. However, given a suitable set of points that "cover" an optimal reachable space well, an approximate solution can be computed in polynomial time. The covering number highlights several interesting properties that reduce the complexity of POMDP planning in practice, e.g., fully observed state variables, beliefs with sparse support, smooth beliefs, and circulant state-transition matrices.


Bayesian Policy Learning with Trans-Dimensional MCMC

Neural Information Processing Systems

A recently proposed formulation of the stochastic planning and control problem as one of parameter estimation for suitable artificial statistical models has led to the adoption of inference algorithms for this notoriously hard problem. At the algorithmic level, the focus has been on developing Expectation-Maximization (EM) algorithms. In this paper, we begin by making the crucial observation that the stochastic control problem can be reinterpreted as one of trans-dimensional inference. With this new interpretation, we are able to propose a novel reversible jump Markov chain Monte Carlo (MCMC) algorithm that is more efficient than its EM counterparts. Moreover, it enables us to implement full Bayesian policy search, without the need for gradients and with one single Markov chain. The new approach involves sampling directly from a distribution that is proportional to the reward and, consequently, performs better than classic simulations methods in situations where the reward is a rare event.


Efficient Inference for Distributions on Permutations

Neural Information Processing Systems

Permutations are ubiquitous in many real world problems, such as voting, rankings and data association. Representing uncertainty over permutations is challenging, since there are n! possibilities, and typical compact representations such as graphical models cannot efficiently capture the mutual exclusivity constraints associated with permutations. In this paper, we use the "low-frequency" terms of a Fourier decomposition to represent such distributions compactly.


Collective Inference on Markov Models for Modeling Bird Migration

Neural Information Processing Systems

We investigate a family of inference problems on Markov models, where many sample paths are drawn from a Markov chain and partial information is revealed to an observer who attempts to reconstruct the sample paths. We present algorithms and hardness results for several variants of this problem which arise by revealing different information to the observer and imposing different requirements for the reconstruction of sample paths. Our algorithms are analogous to the classical Viterbi algorithm for Hidden Markov Models, which finds the single most probable sample path given a sequence of observations. Our work is motivated by an important application in ecology: inferring bird migration paths from a large database of observations.


Theoretical Analysis of Heuristic Search Methods for Online POMDPs

Neural Information Processing Systems

Planning in partially observable environments remains a challenging problem, despite significant recent advances in offline approximation techniques. A few online methods have also been proposed recently, and proven to be remarkably scalable, but without the theoretical guarantees of their offline counterparts. Thus it seems natural to try to unify offline and online techniques, preserving the theoretical properties of the former, and exploiting the scalability of the latter. In this paper, we provide theoretical guarantees on an anytime algorithm for POMDPs which aims to reduce the error made by approximate offline value iteration algorithms through the use of an efficient online searching procedure. The algorithm uses search heuristics based on an error analysis of lookahead search, to guide the online search towards reachable beliefs with the most potential to reduce error. We provide a general theorem showing that these search heuristics are admissible, and lead to complete and epsilon-optimal algorithms. This is, to the best of our knowledge, the strongest theoretical result available for online POMDP solution methods. We also provide empirical evidence showing that our approach is also practical, and can find (provably) near-optimal solutions in reasonable time.


A probabilistic model for generating realistic lip movements from speech

Neural Information Processing Systems

The present work aims to model the correspondence between facial motion and speech. The face and sound are modelled separately, with phonemes being the link between both. We propose a sequential model and evaluate its suitability for the generation of the facial animation from a sequence of phonemes, which we obtain from speech. We evaluate the results both by computing the error between generated sequences and real video, as well as with a rigorous double-blind test with human subjects. Experiments show that our model compares favourably to other existing methods and that the sequences generated are comparable to real video sequences.