Markov Models
Inference from Stationary Time Sequences via Learned Factor Graphs
Shlezinger, Nir, Farsad, Nariman, Eldar, Yonina C., Goldsmith, Andrea J.
The design of methods for inference from time sequences has traditionally relied on statistical models that describe the relation between a latent desired sequence and the observed one. A broad family of model-based algorithms have been derived to carry out inference at controllable complexity using recursive computations over the factor graph representing the underlying distribution. An alternative model-agnostic approach utilizes machine learning (ML) methods. Here we propose a framework that combines model-based inference algorithms and data-driven ML tools for stationary time sequences. In the proposed approach, neural networks are developed to separately learn specific components of a factor graph describing the distribution of the time sequence, rather than the complete inference task. By exploiting stationary properties of this distribution, the resulting approach can be applied to sequences of varying temporal duration. Additionally, this approach facilitates the use of compact neural networks which can be trained with small training sets, or alternatively, can be used to improve upon existing deep inference systems. We present an inference algorithm based on learned stationary factor graphs, referred to as StaSPNet, which learns to implement the sum product scheme from labeled data, and can be applied to sequences of different lengths. Our experimental results demonstrate the ability of the proposed StaSPNet to learn to carry out accurate inference from small training sets for sleep stage detection using the Sleep-EDF dataset, as well as for symbol detection in digital communications with unknown channels.
Advanced AI: Deep Reinforcement Learning in Python
Online Courses Udemy Advanced AI: Deep Reinforcement Learning in Python, The Complete Guide to Mastering Artificial Intelligence using Deep Learning and Neural Networks Created by Lazy Programmer Team, Lazy Programmer Inc. English [Auto-generated], Indonesian [Auto-generated], 5 more Students also bought Deep Learning: Convolutional Neural Networks in Python Deep Learning: Recurrent Neural Networks in Python Unsupervised Machine Learning Hidden Markov Models in Python Bayesian Machine Learning in Python: A/B Testing Data Science: Supervised Machine Learning in Python Preview this course GET COUPON CODE Description This course is all about the application of deep learning and neural networks to reinforcement learning. If you've taken my first reinforcement learning class, then you know that reinforcement learning is on the bleeding edge of what we can do with AI. Specifically, the combination of deep learning with reinforcement learning has led to AlphaGo beating a world champion in the strategy game Go, it has led to self-driving cars, and it has led to machines that can play video games at a superhuman level. Reinforcement learning has been around since the 70s but none of this has been possible until now. The world is changing at a very fast pace.
DASC: Towards A Road Damage-Aware Social-Media-Driven Car Sensing Framework for Disaster Response Applications
Rashid, Md Tahmid, Daniel, null, Zhang, null, Wang, Dong
While vehicular sensor networks (VSNs) have earned the stature of a mobile sensing paradigm utilizing sensors built into cars, they have limited sensing scopes since car drivers only opportunistically discover new events. Conversely, social sensing is emerging as a new sensing paradigm where measurements about the physical world are collected from humans. In contrast to VSNs, social sensing is more pervasive, but one of its key limitations lies in its inconsistent reliability stemming from the data contributed by unreliable human sensors. In this paper, we present DASC, a road Damage-Aware Social-media-driven Car sensing framework that exploits the collective power of social sensing and VSNs for reliable disaster response applications. However, integrating VSNs with social sensing introduces a new set of challenges: i) How to leverage noisy and unreliable social signals to route the vehicles to accurate regions of interest? ii) How to tackle the inconsistent availability (e.g., churns) caused by car drivers being rational actors? iii) How to efficiently guide the cars to the event locations with little prior knowledge of the road damage caused by the disaster, while also handling the dynamics of the physical world and social media? The DASC framework addresses the above challenges by establishing a novel hybrid social-car sensing system that employs techniques from game theory, feedback control, and Markov Decision Process (MDP). In particular, DASC distills signals emitted from social media and discovers the road damages to effectively drive cars to target areas for verifying emergency events. We implement and evaluate DASC in a reputed vehicle simulator that can emulate real-world disaster response scenarios. The results of a real-world application demonstrate the superiority of DASC over current VSNs-based solutions in detection accuracy and efficiency.
Hidden Markov models are recurrent neural networks: A disease progression modeling application
Baucum, Matt, Khojandi, Anahita, Papamarkou, Theodore
Hidden Markov models (HMMs) are commonly used for sequential data modeling when the true state of the system is not fully known. We formulate a special case of recurrent neural networks (RNNs), which we name hidden Markov recurrent neural networks (HMRNNs), and prove that each HMRNN has the same likelihood function as a corresponding discrete-observation HMM. We experimentally validate this theoretical result on synthetic datasets by showing that parameter estimates from HMRNNs are numerically close to those obtained from HMMs via the Baum-Welch algorithm. We demonstrate our method's utility in a case study on Alzheimer's disease progression, in which we augment HMRNNs with other predictive neural networks. The augmented HMRNN yields parameter estimates that offer a novel clinical interpretation and fit the patient data better than HMM parameter estimates from the Baum-Welch algorithm.
Visual Transfer for Reinforcement Learning via Wasserstein Domain Confusion
We introduce Wasserstein Adversarial Proximal Policy Optimization (WAPPO), a novel algorithm for visual transfer in Reinforcement Learning that explicitly learns to align the distributions of extracted features between a source and target task. WAPPO approximates and minimizes the Wasserstein-1 distance between the distributions of features from source and target domains via a novel Wasserstein Confusion objective. WAPPO outperforms the prior state-of-the-art in visual transfer and successfully transfers policies across Visual Cartpole and two instantiations of 16 OpenAI Procgen environments.
Kernel Taylor-Based Value Function Approximation for Continuous-State Markov Decision Processes
Xu, Junhong, Yin, Kai, Liu, Lantao
We propose a principled kernel-based policy iteration algorithm to solve the continuous-state Markov Decision Processes (MDPs). In contrast to most decision-theoretic planning frameworks, which assume fully known state transition models, we design a method that eliminates such a strong assumption, which is oftentimes extremely difficult to engineer in reality. To achieve this, we first apply the second-order Taylor expansion of the value function. The Bellman optimality equation is then approximated by a partial differential equation, which only relies on the first and second moments of the transition model. By combining the kernel representation of value function, we then design an efficient policy iteration algorithm whose policy evaluation step can be represented as a linear system of equations characterized by a finite set of supporting states. We have validated the proposed method through extensive simulations in both simplified and realistic planning scenarios, and the experiments show that our proposed approach leads to a much superior performance over several baseline methods.
Maximizing Cumulative User Engagement in Sequential Recommendation: An Online Optimization Perspective
Zhao, Yifei, Zhou, Yu-Hang, Ou, Mingdong, Xu, Huan, Li, Nan
To maximize cumulative user engagement (e.g. cumulative clicks) in sequential recommendation, it is often needed to tradeoff two potentially conflicting objectives, that is, pursuing higher immediate user engagement (e.g., click-through rate) and encouraging user browsing (i.e., more items exposured). Existing works often study these two tasks separately, thus tend to result in sub-optimal results. In this paper, we study this problem from an online optimization perspective, and propose a flexible and practical framework to explicitly tradeoff longer user browsing length and high immediate user engagement. Specifically, by considering items as actions, user's requests as states and user leaving as an absorbing state, we formulate each user's behavior as a personalized Markov decision process (MDP), and the problem of maximizing cumulative user engagement is reduced to a stochastic shortest path (SSP) problem. Meanwhile, with immediate user engagement and quit probability estimation, it is shown that the SSP problem can be efficiently solved via dynamic programming. Experiments on real-world datasets demonstrate the effectiveness of the proposed approach. Moreover, this approach is deployed at a large E-commerce platform, achieved over 7% improvement of cumulative clicks.
Quantifying the Uncertainty in Model Parameters Using Gaussian Process-Based Markov Chain Monte Carlo: An Application to Cardiac Electrophysiological Models
Dhamala, Jwala, Sapp, John L., Horácek, B. Milan, Wang, Linwei
Estimation of patient-specific model parameters is important for personalized modeling, although sparse and noisy clinical data can introduce significant uncertainty in the estimated parameter values. This importance source of uncertainty, if left unquantified, will lead to unknown variability in model outputs that hinder their reliable adoptions. Probabilistic estimation model parameters, however, remains an unresolved challenge because standard Markov Chain Monte Carlo sampling requires repeated model simulations that are computationally infeasible. A common solution is to replace the simulation model with a computationally-efficient surrogate for a faster sampling. However, by sampling from an approximation of the exact posterior probability density function (pdf) of the parameters, the efficiency is gained at the expense of sampling accuracy. In this paper, we address this issue by integrating surrogate modeling into Metropolis Hasting (MH) sampling of the exact posterior pdfs to improve its acceptance rate. It is done by first quickly constructing a Gaussian process (GP) surrogate of the exact posterior pdfs using deterministic optimization. This efficient surrogate is then used to modify commonly-used proposal distributions in MH sampling such that only proposals accepted by the surrogate will be tested by the exact posterior pdf for acceptance/rejection, reducing unnecessary model simulations at unlikely candidates. Synthetic and real-data experiments using the presented method show a significant gain in computational efficiency without compromising the accuracy. In addition, insights into the non-identifiability and heterogeneity of tissue properties can be gained from the obtained posterior distributions.
Spatial-Temporal Mitosis Detection in Phase-Contrast Microscopy via Likelihood Map Estimation by 3DCNN
Nishimura, Kazuya, Bise, Ryoma
Automated mitotic detection in time-lapse phasecontrast microscopy provides us much information for cell behavior analysis, and thus several mitosis detection methods have been proposed. However, these methods still have two problems; 1) they cannot detect multiple mitosis events when there are closely placed. 2) they do not consider the annotation gaps, which may occur since the appearances of mitosis cells are very similar before and after the annotated frame. In this paper, we propose a novel mitosis detection method that can detect multiple mitosis events in a candidate sequence and mitigate the human annotation gap via estimating a spatiotemporal likelihood map by 3DCNN. In this training, the loss gradually decreases with the gap size between ground truth and estimation. This mitigates the annotation gaps. Our method outperformed the compared methods in terms of F1- score using a challenging dataset that contains the data under four different conditions.
Sequence to Point Learning Based on Bidirectional Dilated Residual Network for Non Intrusive Load Monitoring
Jia, Ziyue, Yang, Linfeng, Zhang, Zhenrong, Liu, Hui, Kong, Fannie
Non-Intrusive Load Monitoring (NILM) or Energy Disaggregation (ED), seeks to save energy by decomposing corresponding appliances power reading from an aggregate power reading of the whole house. It is a single channel blind source separation problem (SCBSS) and difficult prediction problem because it is unidentifiable. Recent research shows that deep learning has become a growing popularity for NILM problem. The ability of neural networks to extract load features is closely related to its depth. However, deep neural network is difficult to train because of exploding gradient, vanishing gradient and network degradation. To solve these problems, we propose a sequence to point learning framework based on bidirectional (non-casual) dilated convolution for NILM. To be more convincing, we compare our method with the state of art method--Seq2point (Zhang) directly and compare with existing algorithms indirectly via two same datasets and metrics. Experiments based on REDD and UK-DALE data sets show that our proposed approach is far superior to existing approaches in all appliances.