Markov Models
On the Cluster Admission Problem for Cloud Computing
Dierks, Ludwig, Kash, Ian, Seuken, Sven
Cloud computing providers face the problem of matching heterogeneous customer workloads to resources that will serve them. This is particularly challenging if customers, who are already running a job on a cluster, scale their resource usage up and down over time. The provider therefore has to continuously decide whether she can add additional workloads to a given cluster or if doing so would impact existing workloads’ ability to scale. Currently, this is often done using simple threshold policies to reserve large parts of each cluster, which leads to low efficiency (i.e., low average utilization of the cluster). We propose more sophisticated policies for controlling admission to a cluster and demonstrate that they significantly increase cluster utilization. We first introduce the cluster admission problem and formalize it as a constrained Partially Observable Markov Decision Process (POMDP). As it is infeasible to solve the POMDP optimally, we then systematically design admission policies that estimate moments of each workload’s distribution of future resource usage. Via extensive simulations grounded in a trace from Microsoft Azure, we show that our admission policies lead to a substantial improvement over the simple threshold policy. We then show that substantial further gains are possible if high-quality information is available about arriving workloads. Based on this, we propose an information elicitation approach to incentivize users to provide this information and simulate its effects.
Human Activity Recognition Models in Ontology Networks
Buoncompagni, Luca, Kareem, Syed Yusha, Mastrogiovanni, Fulvio
We present Arianna+, a framework to design networks of ontologies for representing knowledge enabling smart homes to perform human activity recognition online. In the network, nodes are ontologies allowing for various data contextualisation, while edges are general-purpose computational procedures elaborating data. Arianna+ provides a flexible interface between the inputs and outputs of procedures and statements, which are atomic representations of ontological knowledge. Arianna+ schedules procedures on the basis of events by employing logic-based reasoning, i.e., by checking the classification of certain statements in the ontologies. Each procedure involves input and output statements that are differently contextualised in the ontologies based on specific prior knowledge. Arianna+ allows to design networks that encode data within multiple contexts and, as a reference scenario, we present a modular network based on a spatial context shared among all activities and a temporal context specialised for each activity to be recognised. In the paper, we argue that a network of small ontologies is more intelligible and has a reduced computational load than a single ontology encoding the same knowledge. Arianna+ integrates in the same architecture heterogeneous data processing techniques, which may be better suited to different contexts. Thus, we do not propose a new algorithmic approach to activity recognition, instead, we focus on the architectural aspects for accommodating logic-based and data-driven activity models in a context-oriented way. Also, we discuss how to leverage data contextualisation and reasoning for activity recognition, and to support an iterative development process driven by domain experts.
RDMSim: An Exemplar for Evaluation and Comparison of Decision-Making Techniques for Self-Adaptation
Samin, Huma, Paucar, Luis H. Garcia, Bencomo, Nelly, Hurtado, Cesar M. Carranza, Fredericks, Erik M.
Decision-making for self-adaptation approaches need to address different challenges, including the quantification of the uncertainty of events that cannot be foreseen in advance and their effects, and dealing with conflicting objectives that inherently involve multi-objective decision making (e.g., avoiding costs vs. providing reliable service). To enable researchers to evaluate and compare decision-making techniques for self-adaptation, we present the RDMSim exemplar. RDMSim enables researchers to evaluate and compare techniques for decision-making under environmental uncertainty that support self-adaptation. The focus of the exemplar is on the domain problem related to Remote Data Mirroring, which gives opportunity to face the challenges described above. RDMSim provides probe and effector components for easy integration with external adaptation managers, which are associated with decision-making techniques and based on the MAPE-K loop. Specifically, the paper presents (i) RDMSim, a simulator for real-world experimentation, (ii) a set of realistic simulation scenarios that can be used for experimentation and comparison purposes, (iii) data for the sake of comparison.
The Flipped Classroom model for teaching Conditional Random Fields in an NLP course
In this article, we show and discuss our experience in applying the flipped classroom method for teaching Conditional Random Fields in a Natural Language Processing course. We present the activities that we developed together with their relationship to a cognitive complexity model (Bloom's taxonomy). After this, we provide our own reflections and expectations of the model itself. Based on the evaluation got from students, it seems that students learn about the topic and also that the method is rewarding for some students. Additionally, we discuss some shortcomings and we propose possible solutions to them. We conclude the paper with some possible future work.
A learning gap between neuroscience and reinforcement learning
Wauthier, Samuel T., Mazzaglia, Pietro, Çatal, Ozan, De Boom, Cedric, Verbelen, Tim, Dhoedt, Bart
Historically, artificial intelligence has drawn much inspiration from neuroscience to fuel advances in the field. However, current progress in reinforcement learning is largely focused on benchmark problems that fail to capture many of the aspects that are of interest in neuroscience today. We illustrate this point by extending a T-maze task from neuroscience for use with reinforcement learning algorithms, and show that state-of-the-art algorithms are not capable of solving this problem. Finally, we point out where insights from neuroscience could help explain some of the issues encountered.
Learning Good State and Action Representations via Tensor Decomposition
Ni, Chengzhuo, Zhang, Anru, Duan, Yaqi, Wang, Mengdi
The transition kernel of a continuous-state-action Markov decision process (MDP) admits a natural tensor structure. This paper proposes a tensor-inspired unsupervised learning method to identify meaningful low-dimensional state and action representations from empirical trajectories. The method exploits the MDP's tensor structure by kernelization, importance sampling and low-Tucker-rank approximation. This method can be further used to cluster states and actions respectively and find the best discrete MDP abstraction. We provide sharp statistical error bounds for tensor concentration and the preservation of diffusion distance after embedding.
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
Bou-Rabee, Nawaf, Eberle, Andreas
We provide quantitative upper bounds on the total variation mixing time of the Markov chain corresponding to the unadjusted Hamiltonian Monte Carlo (uHMC) algorithm. For two general classes of models and fixed time discretization step size $h$, the mixing time is shown to depend only logarithmically on the dimension. Moreover, we provide quantitative upper bounds on the total variation distance between the invariant measure of the uHMC chain and the true target measure. As a consequence, we show that an $\varepsilon$-accurate approximation of the target distribution $\mu$ in total variation distance can be achieved by uHMC for a broad class of models with $O\left(d^{3/4}\varepsilon^{-1/2}\log (d/\varepsilon )\right)$ gradient evaluations, and for mean field models with weak interactions with $O\left(d^{1/2}\varepsilon^{-1/2}\log (d/\varepsilon )\right)$ gradient evaluations. The proofs are based on the construction of successful couplings for uHMC that realize the upper bounds.
Polynomial-Time Algorithms for Multi-Agent Minimal-Capacity Planning
Cubuktepe, Murat, Blahoudek, František, Topcu, Ufuk
We study the problem of minimizing the resource capacity of autonomous agents cooperating to achieve a shared task. More specifically, we consider high-level planning for a team of homogeneous agents that operate under resource constraints in stochastic environments and share a common goal: given a set of target locations, ensure that each location will be visited infinitely often by some agent almost surely. We formalize the dynamics of agents by consumption Markov decision processes. In a consumption Markov decision process, the agent has a resource of limited capacity. Each action of the agent may consume some amount of the resource. To avoid exhaustion, the agent can replenish its resource to full capacity in designated reload states. The resource capacity restricts the capabilities of the agent. The objective is to assign target locations to agents, and each agent is only responsible for visiting the assigned subset of target locations repeatedly. Moreover, the assignment must ensure that the agents can carry out their tasks with minimal resource capacity. We reduce the problem of finding target assignments for a team of agents with the lowest possible capacity to an equivalent graph-theoretical problem. We develop an algorithm that solves this graph problem in time that is \emph{polynomial} in the number of agents, target locations, and size of the consumption Markov decision process. We demonstrate the applicability and scalability of the algorithm in a scenario where hundreds of unmanned underwater vehicles monitor hundreds of locations in environments with stochastic ocean currents.
Geometric Deep Learning: Grids, Groups, Graphs, Geodesics, and Gauges
Bronstein, Michael M., Bruna, Joan, Cohen, Taco, Veličković, Petar
The last decade has witnessed an experimental revolution in data science and machine learning, epitomised by deep learning methods. Indeed, many high-dimensional learning tasks previously thought to be beyond reach -- such as computer vision, playing Go, or protein folding -- are in fact feasible with appropriate computational scale. Remarkably, the essence of deep learning is built from two simple algorithmic principles: first, the notion of representation or feature learning, whereby adapted, often hierarchical, features capture the appropriate notion of regularity for each task, and second, learning by local gradient-descent type methods, typically implemented as backpropagation. While learning generic functions in high dimensions is a cursed estimation problem, most tasks of interest are not generic, and come with essential pre-defined regularities arising from the underlying low-dimensionality and structure of the physical world. This text is concerned with exposing these regularities through unified geometric principles that can be applied throughout a wide spectrum of applications. Such a 'geometric unification' endeavour, in the spirit of Felix Klein's Erlangen Program, serves a dual purpose: on one hand, it provides a common mathematical framework to study the most successful neural network architectures, such as CNNs, RNNs, GNNs, and Transformers. On the other hand, it gives a constructive procedure to incorporate prior physical knowledge into neural architectures and provide principled way to build future architectures yet to be invented.
Autoregressive Hidden Markov Models with partial knowledge on latent space applied to aero-engines prognostics
Juesas, Pablo, Ramasso, Emmanuel, Drujont, Sébastien, Placet, Vincent
[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM) for fault detection and prognostics of equipments based on sensors' data. It is a particular dynamic Bayesian network that allows to represent the dynamics of a system by means of a Hidden Markov Model (HMM) and an autoregressive (AR) process. The Markov chain assumes that the system is switching back and forth between internal states while the AR process ensures a temporal coherence on sensor measurements. A sound learning procedure of standard ARHMM based on maximum likelihood allows to iteratively estimate all parameters simultaneously. This paper suggests a modification of the learning procedure considering that one may have prior knowledge about the structure which becomes partially hidden. The integration of the prior is based on the Theory of Weighted Distributions which is compatible with the Expectation-Maximization algorithm in the sense that the convergence properties are still satisfied. We show how to apply this model to estimate the remaining useful life based on health indicators. The autoregressive parameters can indeed be used for prediction while the latent structure can be used to get information about the degradation level. The interest of the proposed method for prognostics and health assessment is demonstrated on CMAPSS datasets.