Agents acting in the real world are confronted with the problem of making good decisions with limited knowledge of the environment. Partially observable Markov decision processes (POMDPs) model decision problems in which an agent tries to maximize its reward in the face of limited sensor feedback. Recent work has shown empirically that a reinforcement learning (RL) algorithm called Sarsa(A) can efficiently find optimal memoryless policies, which map current observations to actions, for POMDP problems (Loch and Singh 1998). The Sarsa(A) algorithm uses a form of short-term memory called an eligibility trace, which distributes temporally delayed rewards to observation-action pairs which lead up to the reward. This paper explores the effect of eligibility traces on the ability of the Sarsa(A) algorithm to find optimal memoryless policies.

Classifier systems are now viewed disappointing because of their problems such as the rule strength vs rule set performance problem and the credit assignment problem. In order to solve the problems, we have developed a hybrid classifier system: GLS (Generalization Learning System). In designing GLS, we view CSs as model free learning in POMDPs and take a hybrid approach to finding the best generalization, given the total number of rules. GLS uses the policy improvement procedure by Jaakkola et al. for an locally optimal stochastic policy when a set of rule conditions is given. GLS uses GA to search for the best set of rule conditions. 1 INTRODUCTION Classifier systems (CSs) (Holland 1986) have been among the most used in reinforcement learning.

A simple learning rule is derived, the VAPS algorithm, which can be instantiated to generate a wide range of new reinforcementlearning algorithms. These algorithms solve a number of open problems, define several new approaches to reinforcement learning, and unify different approaches to reinforcement learning under a single theory. These algorithms all have guaranteed convergence, and include modifications of several existing algorithms that were known to fail to converge on simple MOPs. These include Q learning, SARSA, and advantage learning. In addition to these value-based algorithms it also generates pure policy-search reinforcement-learning algorithms, which learn optimal policies without learning a value function. In addition, it allows policysearch and value-based algorithms to be combined, thus unifying two very different approaches to reinforcement learning into a single Value and Policy Search (V APS) algorithm.

We describe a real-time computer vision and machine learning system for modeling and recognizing human behaviors in two different scenarios: (1) complex, twohanded action recognition in the martial art of Tai Chi and (2) detection and recognition of individual human behaviors and multiple-person interactions in a visual surveillance task. In the latter case, the system is particularly concerned with detecting when interactions between people occur, and classifying them. Graphical models, such as Hidden Markov Models (HMMs) [6] and Coupled Hidden Markov Models (CHMMs) [3, 2], seem appropriate for modeling and, classifying human behaviors because they offer dynamic time warping, a well-understood training algorithm, and a clear Bayesian semantics for both individual (HMMs) and interacting or coupled (CHMMs) generative processes. A major problem with this data-driven statistical approach, especially when modeling rare or anomalous behaviors, is the limited number of training examples. A major emphasis of our work, therefore, is on efficient Bayesian integration of both prior knowledge with evidence from data. We will show that for situations involving multiple independent (or partially independent) agents the Coupled HMM approach generates much better results than traditional HMM methods. In addition, we have developed a synthetic agent or Alife modeling environment for building and training flexible a priori models of various behaviors using software agents. Simulation with these software agents yields synthetic data that can be used to train prior models. These prior models can then be used recursively in a Bayesian framework to fit real behavioral data.

It is widely observed, for example, that fast speech is more prone to recognition errors than slow speech. A related effect, occurring at the phoneme level, is that consonants (l,re more frequently botched than vowels. Generally speaking, consonants have short-lived, non-stationary acoustic signatures; vowels, just the opposite. Thus, at the phoneme level, we can view the increased confusability of consonants as a consequence of locally fast speech.

We describe Maximum-Likelihood Continuity Mapping (MALCOM), an alternative to hidden Markov models (HMMs) for processing sequence data such as speech. While HMMs have a discrete "hidden" space constrained by a fixed finite-automaton architecture, MALCOM has a continuous hidden space-a continuity map-that is constrained only by a smoothness requirement on paths through the space. MALCOM fits into the same probabilistic framework for speech recognition as HMMs, but it represents a more realistic model of the speech production process. To evaluate the extent to which MALCOM captures speech production information, we generated continuous speech continuity maps for three speakers and used the paths through them to predict measured speech articulator data. The median correlation between the MALCOM paths obtained from only the speech acoustics and articulator measurements was 0.77 on an independent test set not used to train MALCOM or the predictor.

This paper introduces a method for regularization ofHMM systems that avoids parameter overfitting caused by insufficient training data. Regularization is done by augmenting the EM training method by a penalty term that favors simple and smooth HMM systems. The penalty term is constructed as a mixture model of negative exponential distributions that is assumed to generate the state dependent emission probabilities of the HMMs. This new method is the successful transfer of a well known regularization approach in neural networks to the HMM domain and can be interpreted as a generalization of traditional state-tying for HMM systems. The effect of regularization is demonstrated for continuous speech recognition tasks by improving overfitted triphone models and by speaker adaptation with limited training data. 1 Introduction One general problem when constructing statistical pattern recognition systems is to ensure the capability to generalize well, i.e. the system must be able to classify data that is not contained in the training data set.

We introduce a novel framework for simultaneous structure and parameter learning in hidden-variable conditional probability models, based on an en tropic prior and a solution for its maximum a posteriori (MAP) estimator. The MAP estimate minimizes uncertainty in all respects: cross-entropy between model and data; entropy of the model; entropy of the data's descriptive statistics. Iterative estimation extinguishes weakly supported parameters, compressing and sparsifying the model. Trimming operators accelerate this process by removing excess parameters and, unlike most pruning schemes, guarantee an increase in posterior probability. Entropic estimation takes a overcomplete random model and simplifies it, inducing the structure of relations between hidden and observed variables. Applied to hidden Markov models (HMMs), it finds a concise finite-state machine representing the hidden structure of a signal. We entropically model music, handwriting, and video time-series, and show that the resulting models are highly concise, structured, predictive, and interpretable: Surviving states tend to be highly correlated with meaningful partitions of the data, while surviving transitions provide a low-perplexity model of the signal dynamics.

The Expectation-Maximization (EM) algorithm is an iterative procedure for maximum likelihood parameter estimation from data sets with missing or hidden variables [2]. It has been applied to system identification in linear stochastic state-space models, where the state variables are hidden from the observer and both the state and the parameters of the model have to be estimated simultaneously [9]. We present a generalization of the EM algorithm for parameter estimation in nonlinear dynamical systems. The "expectation" step makes use of Extended Kalman Smoothing to estimate the state, while the "maximization" step re-estimates the parameters using these uncertain state estimates. In general, the nonlinear maximization step is difficult because it requires integrating out the uncertainty in the states.

Yule-Walker) are available for learning Auto-Regressive process models of simple, directly observable, dynamical processes. When sensor noise means that dynamics are observed only approximately, learning can still been achieved via Expectation-Maximisation (EM) together with Kalman Filtering. However, this does not handle more complex dynamics, involving multiple classes of motion.