Markov Models
Low-Frequency Load Identification using CNN-BiLSTM Attention Mechanism
Azzam, Amanie, Sanami, Saba, Aghdam, Amir G.
Non-intrusive Load Monitoring (NILM) is an established technique for effective and cost-efficient electricity consumption management. The method is used to estimate appliance-level power consumption from aggregated power measurements. This paper presents a hybrid learning approach, consisting of a convolutional neural network (CNN) and a bidirectional long short-term memory (BILSTM), featuring an integrated attention mechanism, all within the context of disaggregating low-frequency power data. While prior research has been mainly focused on high-frequency data disaggregation, our study takes a distinct direction by concentrating on low-frequency data. The proposed hybrid CNN-BILSTM model is adept at extracting both temporal (time-related) and spatial (location-related) features, allowing it to precisely identify energy consumption patterns at the appliance level. This accuracy is further enhanced by the attention mechanism, which aids the model in pinpointing crucial parts of the data for more precise event detection and load disaggregation. We conduct simulations using the existing low-frequency REDD dataset to assess our model performance. The results demonstrate that our proposed approach outperforms existing methods in terms of accuracy and computation time.
Corruption-Robust Offline Reinforcement Learning with General Function Approximation
Ye, Chenlu, Yang, Rui, Gu, Quanquan, Zhang, Tong
We investigate the problem of corruption robustness in offline reinforcement learning (RL) with general function approximation, where an adversary can corrupt each sample in the offline dataset, and the corruption level $\zeta\geq0$ quantifies the cumulative corruption amount over $n$ episodes and $H$ steps. Our goal is to find a policy that is robust to such corruption and minimizes the suboptimality gap with respect to the optimal policy for the uncorrupted Markov decision processes (MDPs). Drawing inspiration from the uncertainty-weighting technique from the robust online RL setting \citep{he2022nearly,ye2022corruptionrobust}, we design a new uncertainty weight iteration procedure to efficiently compute on batched samples and propose a corruption-robust algorithm for offline RL. Notably, under the assumption of single policy coverage and the knowledge of $\zeta$, our proposed algorithm achieves a suboptimality bound that is worsened by an additive factor of $\mathcal O(\zeta \cdot (\text{CC}(\lambda,\hat{\mathcal F},\mathcal Z_n^H))^{1/2} (C(\hat{\mathcal F},\mu))^{-1/2} n^{-1})$ due to the corruption. Here $\text{CC}(\lambda,\hat{\mathcal F},\mathcal Z_n^H)$ is the coverage coefficient that depends on the regularization parameter $\lambda$, the confidence set $\hat{\mathcal F}$, and the dataset $\mathcal Z_n^H$, and $C(\hat{\mathcal F},\mu)$ is a coefficient that depends on $\hat{\mathcal F}$ and the underlying data distribution $\mu$. When specialized to linear MDPs, the corruption-dependent error term reduces to $\mathcal O(\zeta d n^{-1})$ with $d$ being the dimension of the feature map, which matches the existing lower bound for corrupted linear MDPs. This suggests that our analysis is tight in terms of the corruption-dependent term.
Phase Transitions of Civil Unrest across Countries and Time
Phase transitions, characterized by abrupt shifts between macroscopic patterns of organization, are ubiquitous in complex systems. Despite considerable research in the physical and natural sciences, the empirical study of this phenomenon in societal systems is relatively underdeveloped. The goal of this study is to explore whether the dynamics of collective civil unrest can be plausibly characterized as a sequence of recurrent phase shifts, with each phase having measurable and identifiable latent characteristics. Building on previous efforts to characterize civil unrest as a self-organized critical system, we introduce a macro-level statistical model of civil unrest and evaluate its plausibility using a comprehensive dataset of civil unrest events in 170 countries from 1946 to 2017. Our findings demonstrate that the macro-level phase model effectively captures the characteristics of civil unrest data from diverse countries globally and that universal mechanisms may underlie certain aspects of the dynamics of civil unrest. We also introduce a scale to quantify a country's long-term unrest per unit of time and show that civil unrest events tend to cluster geographically, with the magnitude of civil unrest concentrated in specific regions. Our approach has the potential to identify and measure phase transitions in various collective human phenomena beyond civil unrest, contributing to a better understanding of complex social systems.
Future-Dependent Value-Based Off-Policy Evaluation in POMDPs
Uehara, Masatoshi, Kiyohara, Haruka, Bennett, Andrew, Chernozhukov, Victor, Jiang, Nan, Kallus, Nathan, Shi, Chengchun, Sun, Wen
We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in POMDPs. To circumvent this problem, we develop a novel model-free OPE method by introducing future-dependent value functions that take future proxies as inputs. Future-dependent value functions play similar roles as classical value functions in fully-observable MDPs. We derive a new Bellman equation for future-dependent value functions as conditional moment equations that use history proxies as instrumental variables. We further propose a minimax learning method to learn future-dependent value functions using the new Bellman equation. We obtain the PAC result, which implies our OPE estimator is consistent as long as futures and histories contain sufficient information about latent states, and the Bellman completeness. Finally, we extend our methods to learning of dynamics and establish the connection between our approach and the well-known spectral learning methods in POMDPs.
How to Do Machine Learning with Small Data? -- A Review from an Industrial Perspective
Kraljevski, Ivan, Ju, Yong Chul, Ivanov, Dmitrij, Tschรถpe, Constanze, Wolff, Matthias
Artificial intelligence experienced a technological breakthrough in science, industry, and everyday life in the recent few decades. The advancements can be credited to the ever-increasing availability and miniaturization of computational resources that resulted in exponential data growth. However, because of the insufficient amount of data in some cases, employing machine learning in solving complex tasks is not straightforward or even possible. As a result, machine learning with small data experiences rising importance in data science and application in several fields. The authors focus on interpreting the general term of "small data" and their engineering and industrial application role. They give a brief overview of the most important industrial applications of machine learning and small data. Small data is defined in terms of various characteristics compared to big data, and a machine learning formalism was introduced. Five critical challenges of machine learning with small data in industrial applications are presented: unlabeled data, imbalanced data, missing data, insufficient data, and rare events. Based on those definitions, an overview of the considerations in domain representation and data acquisition is given along with a taxonomy of machine learning approaches in the context of small data.
Learning Adversarial Low-rank Markov Decision Processes with Unknown Transition and Full-information Feedback
Zhao, Canzhe, Yang, Ruofeng, Wang, Baoxiang, Zhang, Xuezhou, Li, Shuai
In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the loss functions may change adversarially but are revealed to the learner at the end of each episode. We propose a policy optimization-based algorithm POLO, and we prove that it attains the $\widetilde{O}(K^{\frac{5}{6}}A^{\frac{1}{2}}d\ln(1+M)/(1-\gamma)^2)$ regret guarantee, where $d$ is rank of the transition kernel (and hence the dimension of the unknown representations), $A$ is the cardinality of the action space, $M$ is the cardinality of the model class, and $\gamma$ is the discounted factor. Notably, our algorithm is oracle-efficient and has a regret guarantee with no dependence on the size of potentially arbitrarily large state space. Furthermore, we also prove an $\Omega(\frac{\gamma^2}{1-\gamma} \sqrt{d A K})$ regret lower bound for this problem, showing that low-rank MDPs are statistically more difficult to learn than linear MDPs in the regret minimization setting. To the best of our knowledge, we present the first algorithm that interleaves representation learning, exploration, and exploitation to achieve the sublinear regret guarantee for RL with nonlinear function approximation and adversarial losses.
A Tightly Coupled Bi-Level Coordination Framework for CAVs at Road Intersections
Li, Donglin, Zhang, Tingting, Luo, Jiping, Liang, Tianhao, Cao, Bin, Wu, Xuanli, Zhang, Qinyu
Since the traffic administration at road intersections determines the capacity bottleneck of modern transportation systems, intelligent cooperative coordination for connected autonomous vehicles (CAVs) has shown to be an effective solution. In this paper, we try to formulate a Bi-Level CAV intersection coordination framework, where coordinators from High and Low levels are tightly coupled. In the High-Level coordinator where vehicles from multiple roads are involved, we take various metrics including throughput, safety, fairness and comfort into consideration. Motivated by the time consuming space-time resource allocation framework in [1], we try to give a low complexity solution by transforming the complicated original problem into a sequential linear programming one. Based on the "feasible tunnels" (FT) generated from the High-Level coordinator, we then propose a rapid gradient-based trajectory optimization strategy in the Low-Level planner, to effectively avoid collisions beyond High-level considerations, such as the pedestrian or bicycles. Simulation results and laboratory experiments show that our proposed method outperforms existing strategies. Moreover, the most impressive advantage is that the proposed strategy can plan vehicle trajectory in milliseconds, which is promising in realworld deployments. A detailed description include the coordination framework and experiment demo could be found at the supplement materials, or online at https://youtu.be/MuhjhKfNIOg.
Mixture of Coupled HMMs for Robust Modeling of Multivariate Healthcare Time Series
Poyraz, Onur, Marttinen, Pekka
Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability and quantification of uncertainty are critically important. Here, we propose a novel class of models, a mixture of coupled hidden Markov models (M-CHMM), and demonstrate how it elegantly overcomes these challenges. To make the model learning feasible, we derive two algorithms to sample the sequences of the latent variables in the CHMM: samplers based on (i) particle filtering and (ii) factorized approximation. Compared to existing inference methods, our algorithms are computationally tractable, improve mixing, and allow for likelihood estimation, which is necessary to learn the mixture model. Experiments on challenging real-world epidemiological and semi-synthetic data demonstrate the advantages of the M-CHMM: improved data fit, capacity to efficiently handle missing and noisy measurements, improved prediction accuracy, and ability to identify interpretable subsets in the data.
Automatic Identification of Driving Maneuver Patterns using a Robust Hidden Semi-Markov Models
Aguirre, Matthew, Sun, Wenbo, Jionghua, null, Jin, null, Chen, Yang
There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as eco-driving, road safety, and intelligent vehicles. One such model capable of modeling these patterns is the Hierarchical Dirichlet Process Hidden Semi-Markov Model (HDP-HSMM), as it is often used to estimate data segmentation, state duration, and transition probabilities. While this model is a powerful tool for automatically clustering observed sequential data, the existing HDP-HSMM estimation suffers from an inherent tendency to overestimate the number of states. This can result in poor estimation, which can potentially impact impact transportation research through incorrect inference of driving patterns. In this paper, a new robust HDP-HSMM (rHDP-HSMM) method is proposed to reduce the number of redundant states and improve the consistency of the model's estimation. Both a simulation study and a case study using naturalistic driving data are presented to demonstrate the effectiveness of the proposed rHDP-HSMM in identifying and inference of driving maneuver patterns.
ConservationBots: Autonomous Aerial Robot for Fast Robust Wildlife Tracking in Complex Terrains
Chen, Fei, Van Nguyen, Hoa, Taggart, David A., Falkner, Katrina, Rezatofighi, S. Hamid, Ranasinghe, Damith C.
Radio tagging and tracking are fundamental to understanding the movements and habitats of wildlife in their natural environments. Today, the most widespread, widely applicable technology for gathering data relies on experienced scientists armed with handheld radio telemetry equipment to locate low-power radio transmitters attached to wildlife from the ground. Although aerial robots can transform labor-intensive conservation tasks, the realization of autonomous systems for tackling task complexities under real-world conditions remains a challenge. We developed ConservationBots-- small aerial robots for tracking multiple, dynamic, radio-tagged wildlife. The aerial robot achieves robust localization performance and fast task completion times--significant for energy-limited aerial systems while avoiding close encounters with potential, counter-productive disturbances to wildlife. Our approach overcomes the technical and practical problems posed by combining a lightweight sensor with new concepts: i) planning to determine both trajectory and measurement actions guided by an information-theoretic objective, which allows the robot to strategically select near-instantaneous range-only measurements to achieve faster localization, and time-consuming sensor rotation actions to acquire bearing measurements and achieve robust tracking performance; ii) a bearing detector more robust to noise and iii) a tracking algorithm formulation robust to missed and false detections experienced in real-world conditions. We conducted extensive studies: simulations built upon complex signal propagation over high-resolution elevation data on diverse geographical terrains; field testing; studies with wombats (Lasiorhinus latifrons; nocturnal, vulnerable species dwelling in underground warrens) and tracking comparisons with a highly experienced biologist to validate the effectiveness of our aerial robot and demonstrate the significant advantages over the manual method.