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 Markov Models


Extreme heatwave sampling and prediction with analog Markov chain and comparisons with deep learning

arXiv.org Artificial Intelligence

We present a data-driven emulator, stochastic weather generator (SWG), suitable for estimating probabilities of prolonged heatwaves in France and Scandinavia. This emulator is based on the method of analogs of circulation to which we add temperature and soil moisture as predictor fields. We train the emulator on an intermediate complexity climate model run and show that it is capable of predicting conditional probabilities (forecasting) of heatwaves out of sample. Special attention is payed that this prediction is evaluated using proper score appropriate for rare events. To accelerate the computation of analogs dimensionality reduction techniques are applied and the performance is evaluated. The probabilistic prediction achieved with SWG is compared with the one achieved with Convolutional Neural Network (CNN). With the availability of hundreds of years of training data CNNs perform better at the task of probabilistic prediction. In addition, we show that the SWG emulator trained on 80 years of data is capable of estimating extreme return times of order of thousands of years for heatwaves longer than several days more precisely than the fit based on generalised extreme value distribution. Finally, the quality of its synthetic extreme teleconnection patterns obtained with stochastic weather generator is studied. We showcase two examples of such synthetic teleconnection patterns for heatwaves in France and Scandinavia that compare favorably to the very long climate model control run.


Joint Service Caching, Communication and Computing Resource Allocation in Collaborative MEC Systems: A DRL-based Two-timescale Approach

arXiv.org Artificial Intelligence

Meeting the strict Quality of Service (QoS) requirements of terminals has imposed a signiffcant challenge on Multiaccess Edge Computing (MEC) systems, due to the limited multidimensional resources. To address this challenge, we propose a collaborative MEC framework that facilitates resource sharing between the edge servers, and with the aim to maximize the long-term QoS and reduce the cache switching cost through joint optimization of service caching, collaborative offfoading, and computation and communication resource allocation. The dual timescale feature and temporal recurrence relationship between service caching and other resource allocation make solving the problem even more challenging. To solve it, we propose a deep reinforcement learning (DRL)-based dual timescale scheme, called DGL-DDPG, which is composed of a short-term genetic algorithm (GA) and a long short-term memory network-based deep deterministic policy gradient (LSTM-DDPG). In doing so, we reformulate the optimization problem as a Markov decision process (MDP) where the small-timescale resource allocation decisions generated by an improved GA are taken as the states and input into a centralized LSTM-DDPG agent to generate the service caching decision for the large-timescale. Simulation results demonstrate that our proposed algorithm outperforms the baseline algorithms in terms of the average QoS and cache switching cost.


Scaling Laws for Imitation Learning in NetHack

arXiv.org Artificial Intelligence

Imitation Learning (IL) is one of the most widely used methods in machine learning. Yet, while powerful, many works find it is often not able to fully recover the underlying expert behavior [1-3]. However, none of these works deeply investigate the role of scaling up the model and data size. Inspired by recent work in Natural Language Processing (NLP) [4, 5] where "scaling up" has resulted in increasingly more capable LLMs, we investigate whether carefully scaling up model and data size can bring similar improvements in the imitation learning setting. To demonstrate our findings, we focus on the game of NetHack, a challenging environment featuring procedural generation, stochasticity, long-term dependencies, and partial observability. We find IL loss and mean return scale smoothly with the compute budget and are strongly correlated, resulting in power laws for training compute-optimal IL agents with respect to model size and number of samples. We forecast and train several NetHack agents with IL and find they outperform prior state-of-the-art by at least 2x in all settings. Our work both demonstrates the scaling behavior of imitation learning in a challenging domain, as well as the viability of scaling up current approaches for increasingly capable agents in NetHack, a game that remains elusively hard for current AI systems.


Hidden Markov Models with Random Restarts vs Boosting for Malware Detection

arXiv.org Artificial Intelligence

Effective and efficient malware detection is at the forefront of research into building secure digital systems. As with many other fields, malware detection research has seen a dramatic increase in the application of machine learning algorithms. One machine learning technique that has been used widely in the field of pattern matching in general-and malware detection in particular-is hidden Markov models (HMMs). HMM training is based on a hill climb, and hence we can often improve a model by training multiple times with different initial values. In this research, we compare boosted HMMs (using AdaBoost) to HMMs trained with multiple random restarts, in the context of malware detection. These techniques are applied to a variety of challenging malware datasets. We find that random restarts perform surprisingly well in comparison to boosting. Only in the most difficult "cold start" cases (where training data is severely limited) does boosting appear to offer sufficient improvement to justify its higher computational cost in the scoring phase.


Non-Stationary Policy Learning for Multi-Timescale Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

In multi-timescale multi-agent reinforcement learning (MARL), agents interact across different timescales. In general, policies for time-dependent behaviors, such as those induced by multiple timescales, are non-stationary. Learning non-stationary policies is challenging and typically requires sophisticated or inefficient algorithms. Motivated by the prevalence of this control problem in real-world complex systems, we introduce a simple framework for learning non-stationary policies for multi-timescale MARL. Our approach uses available information about agent timescales to define a periodic time encoding. In detail, we theoretically demonstrate that the effects of non-stationarity introduced by multiple timescales can be learned by a periodic multi-agent policy. To learn such policies, we propose a policy gradient algorithm that parameterizes the actor and critic with phase-functioned neural networks, which provide an inductive bias for periodicity. The framework's ability to effectively learn multi-timescale policies is validated on a gridworld and building energy management environment.


Reflections from the Workshop on AI-Assisted Decision Making for Conservation

arXiv.org Artificial Intelligence

In this white paper, we synthesize key points made during presentations and discussions from the AI-Assisted Decision Making for Conservation workshop, hosted by the Center for Research on Computation and Society at Harvard University on October 20-21, 2022. We identify key open research questions in resource allocation, planning, and interventions for biodiversity conservation, highlighting conservation challenges that not only require AI solutions, but also require novel methodological advances. In addition to providing a summary of the workshop talks and discussions, we hope this document serves as a call-to-action to orient the expansion of algorithmic decision-making approaches to prioritize real-world conservation challenges, through collaborative efforts of ecologists, conservation decision-makers, and AI researchers.


Robotic Exploration for Mapping

arXiv.org Artificial Intelligence

Robotic Exploration has evolved rapidly in the past two decades as new and more complex techniques have been created to explore unknown regions efficiently. Exciting advancements in exploration, autonomous navigation, and sensor technology have created opportunities for robots to be utilized in new environments and for new objectives ranging from mapping of abandon mines and deep oceans to the efficient creation of indoor models for navigation and search. In this paper we present and discuss a number of examples in research literature of these recent advancements, specifically focusing on robotic exploration algorithms for unmanned vehicles.


Airway Label Prediction in Video Bronchoscopy: Capturing Temporal Dependencies Utilizing Anatomical Knowledge

arXiv.org Artificial Intelligence

Purpose: Navigation guidance is a key requirement for a multitude of lung interventions using video bronchoscopy. State-of-the-art solutions focus on lung biopsies using electromagnetic tracking and intraoperative image registration w.r.t. preoperative CT scans for guidance. The requirement of patient-specific CT scans hampers the utilisation of navigation guidance for other applications such as intensive care units. Methods: This paper addresses navigation guidance solely incorporating bronchosopy video data. In contrast to state-of-the-art approaches we entirely omit the use of electromagnetic tracking and patient-specific CT scans. Guidance is enabled by means of topological bronchoscope localization w.r.t. an interpatient airway model. Particularly, we take maximally advantage of anatomical constraints of airway trees being sequentially traversed. This is realized by incorporating sequences of CNN-based airway likelihoods into a Hidden Markov Model. Results: Our approach is evaluated based on multiple experiments inside a lung phantom model. With the consideration of temporal context and use of anatomical knowledge for regularization, we are able to improve the accuracy up to to 0.98 compared to 0.81 (weighted F1: 0.98 compared to 0.81) for a classification based on individual frames. Conclusion: We combine CNN-based single image classification of airway segments with anatomical constraints and temporal HMM-based inference for the first time. Our approach renders vision-only guidance for bronchoscopy interventions in the absence of electromagnetic tracking and patient-specific CT scans possible.


Self-Repellent Random Walks on General Graphs -- Achieving Minimal Sampling Variance via Nonlinear Markov Chains

arXiv.org Artificial Intelligence

We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of Markov chain Monte Carlo (MCMC) procedures. Given any Markov chain corresponding to a target probability distribution, we design a self-repellent random walk (SRRW) which is less likely to transition to nodes that were highly visited in the past, and more likely to transition to seldom visited nodes. For a class of SRRWs parameterized by a positive real {\alpha}, we prove that the empirical distribution of the process converges almost surely to the the target (stationary) distribution of the underlying Markov chain kernel. We then provide a central limit theorem and derive the exact form of the arising asymptotic co-variance matrix, which allows us to show that the SRRW with a stronger repellence (larger {\alpha}) always achieves a smaller asymptotic covariance, in the sense of Loewner ordering of co-variance matrices. Especially for SRRW-driven MCMC algorithms, we show that the decrease in the asymptotic sampling variance is of the order O(1/{\alpha}), eventually going down to zero. Finally, we provide numerical simulations complimentary to our theoretical results, also empirically testing a version of SRRW with {\alpha} increasing in time to combine the benefits of smaller asymptotic variance due to large {\alpha}, with empirically observed faster mixing properties of SRRW with smaller {\alpha}.


A policy gradient approach for Finite Horizon Constrained Markov Decision Processes

arXiv.org Artificial Intelligence

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such problems, the optimal policies are time-varying in general. Another setting that has become popular in recent times is of Constrained Reinforcement Learning, where the agent maximizes its rewards while it also aims to satisfy some given constraint criteria. However, this setting has only been studied in the context of infinite horizon MDPs where stationary policies are optimal. We present an algorithm for constrained RL in the Finite Horizon Setting where the horizon terminates after a fixed (finite) time. We use function approximation in our algorithm which is essential when the state and action spaces are large or continuous and use the policy gradient method to find the optimal policy. The optimal policy that we obtain depends on the stage and so is non-stationary in general. To the best of our knowledge, our paper presents the first policy gradient algorithm for the finite horizon setting with constraints. We show the convergence of our algorithm to a constrained optimal policy. We also compare and analyze the performance of our algorithm through experiments and show that our algorithm performs better than some other well known algorithms.