Markov Models
Kirchoff Law Markov Fields for Analog Circuit Design
Three contributions to developing an algorithm for assisting engineers in designing analog circuits are provided in this paper. First, a method for representing highly nonlinear and noncontinuous analog circuits using Kirchoff current law potential functions within the context of a Markov field is described. Second, a relatively efficient algorithm for optimizing the Markov field objective function is briefly described and the convergence proof is briefly sketched. And third, empirical results illustrating the strengths and limitations of the approach are provided within the context of a JFET transistor design problem. The proposed algorithm generated a set of circuit components for the JFET circuit model that accurately generated the desired characteristic curves. 1 Analog circuit design using Markov random fields
Coastal Navigation with Mobile Robots
Roy, Nicholas, Thrun, Sebastian
The problem that we address in this paper is how a mobile robot can plan in order to arrive at its goal with minimum uncertainty. Traditional motion planning algorithms often assume that a mobile robot can track its position reliably, however, in real world situations, reliable localization may not always be feasible. Partially Observable Markov Decision Processes (POMDPs) provide one way to maximize the certainty of reaching the goal state, but at the cost of computational intractability for large state spaces. The method we propose explicitly models the uncertainty of the robot's position as a state variable, and generates trajectories through the augmented pose-uncertainty space. By minimizing the positional uncertainty at the goal, the robot reduces the likelihood it becomes lost. We demonstrate experimentally that coastal navigation reduces the uncertainty at the goal, especially with degraded localization.
Constrained Hidden Markov Models
By thinking of each state in a hidden Markov model as corresponding to some spatial region of a fictitious topology space it is possible to naturally define neighbouring states as those which are connected in that space. The transition matrix can then be constrained to allow transitions only between neighbours; this means that all valid state sequences correspond to connected paths in the topology space. I show how such constrained HMMs can learn to discover underlying structure in complex sequences of high dimensional data, and apply them to the problem of recovering mouth movements from acoustics in continuous speech.
Bayesian Map Learning in Dynamic Environments
We consider the problem of learning a grid-based map using a robot with noisy sensors and actuators. We compare two approaches: online EM, where the map is treated as a fixed parameter, and Bayesian inference, where the map is a (matrix-valued) random variable. We show that even on a very simple example, online EM can get stuck in local minima, which causes the robot to get "lost" and the resulting map to be useless. By contrast, the Bayesian approach, by maintaining multiple hypotheses, is much more robust. We then introduce a method for approximating the Bayesian solution, called Rao-Blackwellised particle filtering. We show that this approximation, when coupled with an active learning strategy, is fast but accurate.
Learning Factored Representations for Partially Observable Markov Decision Processes
The problem of reinforcement learning in a non-Markov environment is explored using a dynamic Bayesian network, where conditional independence assumptions between random variables are compactly represented by network parameters. The parameters are learned online, and approximations are used to perform inference and to compute the optimal value function. The relative effects of inference and value function approximations on the quality of the final policy are investigated, by learning to solve a moderately difficult driving task. The two value function approximations, linear and quadratic, were found to perform similarly, but the quadratic model was more sensitive to initialization. Both performed below the level of human performance on the task. The dynamic Bayesian network performed comparably to a model using a localist hidden state representation, while requiring exponentially fewer parameters.
Bayesian Modelling of fMRI lime Series
Hรธjen-Sรธrensen, Pedro A. d. F. R., Hansen, Lars Kai, Rasmussen, Carl Edward
We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial tMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte Carlo (MCMC) sampling techniques. The advantage of this method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments.
Hierarchical Image Probability (H1P) Models
We formulate a model for probability distributions on image spaces. We show that any distribution of images can be factored exactly into conditional distributions of feature vectors at one resolution (pyramid level) conditioned on the image information at lower resolutions. We would like to factor this over positions in the pyramid levels to make it tractable, but such factoring may miss long-range dependencies. To fix this, we introduce hidden class labels at each pixel in the pyramid. The result is a hierarchical mixture of conditional probabilities, similar to a hidden Markov model on a tree. The model parameters can be found with maximum likelihood estimation using the EM algorithm. We have obtained encouraging preliminary results on the problems of detecting various objects in SAR images and target recognition in optical aerial images. 1 Introduction
An Environment Model for Nonstationary Reinforcement Learning
Choi, Samuel P. M., Yeung, Dit-Yan, Zhang, Nevin Lianwen
Reinforcement learning in nonstationary environments is generally regarded as an important and yet difficult problem. This paper partially addresses the problem by formalizing a subclass of nonstationary environments. The environment model, called hidden-mode Markov decision process (HM-MDP), assumes that environmental changes are always confined to a small number of hidden modes.
Policy Gradient Methods for Reinforcement Learning with Function Approximation
Sutton, Richard S., McAllester, David A., Singh, Satinder P., Mansour, Yishay
Function approximation is essential to reinforcement learning, but the standard approach of approximating a value function and determining a policy from it has so far proven theoretically intractable. In this paper we explore an alternative approach in which the policy is explicitly represented by its own function approximator, independent of the value function, and is updated according to the gradient of expected reward with respect to the policy parameters. Williams's REINFORCE method and actor-critic methods are examples of this approach. Our main new result is to show that the gradient can be written in a form suitable for estimation from experience aided by an approximate action-value or advantage function. Using this result, we prove for the first time that a version of policy iteration with arbitrary differentiable function approximation is convergent to a locally optimal policy.
Actor-Critic Algorithms
Konda, Vijay R., Tsitsiklis, John N.
We propose and analyze a class of actor-critic algorithms for simulation-based optimization of a Markov decision process over a parameterized family of randomized stationary policies. These are two-time-scale algorithms in which the critic uses TD learning with a linear approximation architecture and the actor is updated in an approximate gradient direction based on information provided by the critic. We show that the features for the critic should span a subspace prescribed by the choice of parameterization of the actor. We conclude by discussing convergence properties and some open problems.