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 Markov Models


On Prediction Using Variable Order Markov Models

Journal of Artificial Intelligence Research

This paper is concerned with algorithms for prediction of discrete sequences over a finite alphabet, using variable order Markov models. The class of such algorithms is large and in principle includes any lossless compression algorithm. We focus on six prominent prediction algorithms, including Context Tree Weighting (CTW), Prediction by Partial Match (PPM) and Probabilistic Suffix Trees (PSTs). We discuss the properties of these algorithms and compare their performance using real life sequences from three domains: proteins, English text and music pieces. The comparison is made with respect to prediction quality as measured by the average log-loss. We also compare classification algorithms based on these predictors with respect to a number of large protein classification tasks. Our results indicate that a ``decomposed'' CTW (a variant of the CTW algorithm) and PPM outperform all other algorithms in sequence prediction tasks. Somewhat surprisingly, a different algorithm, which is a modification of the Lempel-Ziv compression algorithm, significantly outperforms all algorithms on the protein classification problems.


Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions

Journal of Artificial Intelligence Research

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an auction should try to maximize the seller's profit by reasoning about a variety of possibly uncertain pieces of information, such as the maximum prices various buyers might be willing to pay, the possible prices being offered by competing sellers, the rules by which the auction operates, the dynamic arrival and matching of offers to buy and sell, and so on. A naïve application of multiagent reasoning techniques would require the seller's agent to explicitly model all of the other agents through an extended time horizon, rendering the problem intractable for many realistically-sized problems. We have instead devised a new strategy that an agent can use to determine its bid price based on a more tractable Markov chain model of the auction process. We have experimentally identified the conditions under which our new strategy works well, as well as how well it works in comparison to the optimal performance the agent could have achieved had it known the future. Our results show that our new strategy in general performs well, outperforming other tractable heuristic strategies in a majority of experiments, and is particularly effective in a "seller's market," where many buy offers are available.


Decentralized Control of Cooperative Systems: Categorization and Complexity Analysis

Journal of Artificial Intelligence Research

The difficulty in solving optimally such problems arises when the agents lack full observability of the global state of the system when they operate. The general problem has been shown to be NEXP-complete. In this paper, we identify classes of decentralized control problems whose complexity ranges between NEXP and P. In particular, we study problems characterized by independent transitions, independent observations, and goal-oriented objective functions. Two algorithms are shown to solve optimally useful classes of goal-oriented decentralized processes in polynomial time. This paper also studies information sharing among the decision-makers, which can improve their performance. We distinguish between three ways in which agents can exchange information: indirect communication, direct communication and sharing state features that are not controlled by the agents. Our analysis shows that for every class of problems we consider, introducing direct or indirect communication does not change the worst-case complexity. The results provide a better understanding of the complexity of decentralized control problems that arise in practice and facilitate the development of planning algorithms for these problems.


A Comprehensive Trainable Error Model for Sung Music Queries

Journal of Artificial Intelligence Research

We propose a model for errors in sung queries, a variant of the hidden Markov model (HMM). This is a solution to the problem of identifying the degree of similarity between a (typically error-laden) sung query and a potential target in a database of musical works, an important problem in the field of music information retrieval. Similarity metrics are a critical component of `query-by-humming' (QBH) applications which search audio and multimedia databases for strong matches to oral queries. Our model comprehensively expresses the types of {m error} or variation between target and query: cumulative and non-cumulative local errors, transposition, tempo and tempo changes, insertions, deletions and modulation. The model is not only expressive, but automatically trainable, or able to learn and generalize from query examples. We present results of simulations, designed to assess the discriminatory potential of the model, and tests with real sung queries, to demonstrate relevance to real-world applications.


On Polynomial Sized MDP Succinct Policies

Journal of Artificial Intelligence Research

Policies of Markov Decision Processes (MDPs) determine the next action to execute from the current state and, possibly, the history (the past states). When the number of states is large, succinct representations are often used to compactly represent both the MDPs and the policies in a reduced amount of space. In this paper, some problems related to the size of succinctly represented policies are analyzed. Namely, it is shown that some MDPs have policies that can only be represented in space super-polynomial in the size of the MDP, unless the polynomial hierarchy collapses. This fact motivates the study of the problem of deciding whether a given MDP has a policy of a given size and reward. Since some algorithms for MDPs work by finding a succinct representation of the value function, the problem of deciding the existence of a succinct representation of a value function of a given size and reward is also considered.


Competitive Coevolution through Evolutionary Complexification

Journal of Artificial Intelligence Research

Two major goals in machine learning are the discovery and improvement of solutions to complex problems. In this paper, we argue that complexification, i.e. the incremental elaboration of solutions through adding new structure, achieves both these goals. We demonstrate the power of complexification through the NeuroEvolution of Augmenting Topologies (NEAT) method, which evolves increasingly complex neural network architectures. NEAT is applied to an open-ended coevolutionary robot duel domain where robot controllers compete head to head. Because the robot duel domain supports a wide range of strategies, and because coevolution benefits from an escalating arms race, it serves as a suitable testbed for studying complexification. When compared to the evolution of networks with fixed structure, complexifying evolution discovers significantly more sophisticated strategies. The results suggest that in order to discover and improve complex solutions, evolution, and search in general, should be allowed to complexify as well as optimize.


Reinforcement Learning to Play an Optimal Nash Equilibrium in Team Markov Games

Neural Information Processing Systems

Multiagent learning is a key problem in AI. In the presence of multiple Nash equilibria, even agents with non-conflicting interests may not be able to learn an optimal coordination policy. The problem is exaccerbated if the agents do not know the game and independently receive noisy payoffs. So, multiagent reinforfcement learning involves two interrelated problems: identifying the game and learning to play.


An Asynchronous Hidden Markov Model for Audio-Visual Speech Recognition

Neural Information Processing Systems

They are very well suited to handle discrete of continuous sequences of varying sizes. Moreover, an efficient training algorithm (EM) is available, as well as an efficient decoding algorithm (Viterbi), which provides the optimal sequence of states (and the corresponding sequence of high level events) associated with a given sequence of low-level data. On the other hand, multimodal information processing is currently a very challenging framework of applications including multimodal person authentication, multimodal speech recognition, multimodal event analyzers, etc. In that framework, the same sequence of events is represented not only by a single sequence of data but by a series of sequences of data, each of them coming eventually from a different modality: video streams with various viewpoints, audio stream(s), etc. One such task, which will be presented in this paper, is multimodal speech recognition using both a microphone and a camera recording a speaker simultaneously while he (she) speaks.


Prediction and Semantic Association

Neural Information Processing Systems

We explore the consequences of viewing semantic association as the result of attempting to predict the concepts likely to arise in a particular context. We argue that the success of existing accounts of semantic representation comes as a result of indirectly addressing this problem, and show that a closer correspondence to human data can be obtained by taking a probabilistic approach that explicitly models the generative structure of language.


Clustering with the Fisher Score

Neural Information Processing Systems

Recently the Fisher score (or the Fisher kernel) is increasingly used as a feature extractor for classification problems. The Fisher score is a vector of parameter derivatives of loglikelihood of a probabilistic model. This paper gives a theoretical analysis about how class information is preserved in the space of the Fisher score, which turns out that the Fisher score consists of a few important dimensions with class information and many nuisance dimensions. When we perform clustering with the Fisher score, K-Means type methods are obviously inappropriate because they make use of all dimensions. So we will develop a novel but simple clustering algorithm specialized for the Fisher score, which can exploit important dimensions. This algorithm is successfully tested in experiments with artificial data and real data (amino acid sequences).