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 Markov Models


Learning DAGs with continuous optimization

AIHub

As datasets continually increase in size and complexity, our ability to uncover meaningful insights from unstructured and unlabeled data is crucial. At the same time, a premium has been placed on delivering simple, human-interpretable, and trustworthy inferential models of data. One promising class of such models are graphical models, which have been used to extract relational information from massive datasets arising from a wide variety of domains including biology, medicine, business, and finance, just to name a few. Graphical models are families of multivariate distributions with compact representations expressed as graphs. In both undirected (Markov networks) and directed (Bayesian networks) graphical models, the graph structure guides the factorization of the joint distribution into smaller local specifications such as clique potentials or local conditionals of a variable given its "parent" variables.


Activity Detection from Wearable Electromyogram Sensors using Hidden Markov Model

arXiv.org Machine Learning

Surface electromyography (sEMG) has gained significant importance during recent advancements in consumer electronics for healthcare systems, gesture analysis and recognition and sign language communication. For such a system, it is imperative to determine the regions of activity in a continuously recorded sEMG signal. The proposed work provides a novel activity detection approach based on Hidden Markov Models (HMM) using sEMG signals recorded when various hand gestures are performed. Detection procedure is designed based on a probabilistic outlook by making use of mathematical models. The requirement of a threshold for activity detection is obviated making it subject and activity independent. Correctness of the predicted outputs is asserted by classifying the signal segments around the detected transition regions as activity or rest. Classified outputs are compared with the transition regions in a stimulus given to the subject to perform the activity. The activity onsets are detected with an average of 96.25% accuracy whereas the activity termination regions with an average of 87.5% accuracy with the considered set of six activities and four subjects.



Verification of Markov Decision Processes with Risk-Sensitive Measures

arXiv.org Artificial Intelligence

We develop a method for computing policies in Markov decision processes with risk-sensitive measures subject to temporal logic constraints. Specifically, we use a particular risk-sensitive measure from cumulative prospect theory, which has been previously adopted in psychology and economics. The nonlinear transformation of the probabilities and utility functions yields a nonlinear programming problem, which makes computation of optimal policies typically challenging. We show that this nonlinear weighting function can be accurately approximated by the difference of two convex functions. This observation enables efficient policy computation using convex-concave programming. We demonstrate the effectiveness of the approach on several scenarios.


Macro-Action-Based Deep Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

In real-world multi-robot systems, performing high-quality, collaborative behaviors requires robots to asynchronously reason about high-level action selection at varying time durations. Macro-Action Decentralized Partially Observable Markov Decision Processes (MacDec-POMDPs) provide a general framework for asynchronous decision making under uncertainty in fully cooperative multi-agent tasks. However, multi-agent deep reinforcement learning methods have only been developed for (synchronous) primitive-action problems. This paper proposes two Deep Q-Network (DQN) based methods for learning decentralized and centralized macro-action-value functions with novel macro-action trajectory replay buffers introduced for each case. Evaluations on benchmark problems and a larger domain demonstrate the advantage of learning with macro-actions over primitive-actions and the scalability of our approaches.


Deep Reinforcement Learning for Adaptive Learning Systems

arXiv.org Machine Learning

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive learning systems as a Markov decision process (MDP). We assume latent traits to be continuous with an unknown transition model. We apply a model-free deep reinforcement learning algorithm---the deep Q-learning algorithm---that can effectively find the optimal learning policy from data on learners' learning process without knowing the actual transition model of the learners' continuous latent traits. To efficiently utilize available data, we also develop a transition model estimator that emulates the learner's learning process using neural networks. The transition model estimator can be used in the deep Q-learning algorithm so that it can more efficiently discover the optimal learning policy for a learner. Numerical simulation studies verify that the proposed algorithm is very efficient in finding a good learning policy, especially with the aid of a transition model estimator, it can find the optimal learning policy after training using a small number of learners.


F2A2: Flexible Fully-decentralized Approximate Actor-critic for Cooperative Multi-agent Reinforcement Learning

arXiv.org Artificial Intelligence

Traditional centralized multi-agent reinforcement learning (MARL) algorithms are sometimes unpractical in complicated applications, due to non-interactivity between agents, curse of dimensionality and computation complexity. Hence, several decentralized MARL algorithms are motivated. However, existing decentralized methods only handle the fully cooperative setting where massive information needs to be transmitted in training. The block coordinate gradient descent scheme they used for successive independent actor and critic steps can simplify the calculation, but it causes serious bias. In this paper, we propose a flexible fully decentralized actor-critic MARL framework, which can combine most of actor-critic methods, and handle large-scale general cooperative multi-agent setting. A primal-dual hybrid gradient descent type algorithm framework is designed to learn individual agents separately for decentralization. From the perspective of each agent, policy improvement and value evaluation are jointly optimized, which can stabilize multi-agent policy learning. Furthermore, our framework can achieve scalability and stability for large-scale environment and reduce information transmission, by the parameter sharing mechanism and a novel modeling-other-agents methods based on theory-of-mind and online supervised learning. Sufficient experiments in cooperative Multi-agent Particle Environment and StarCraft II show that our decentralized MARL instantiation algorithms perform competitively against conventional centralized and decentralized methods.


Destination Prediction Based on Partial Trajectory Data

arXiv.org Artificial Intelligence

Two-thirds of the people who buy a new car prefer to use a substitute instead of the built-in navigation system. However, for many applications, knowledge about a user's intended destination and route is crucial. For example, suggestions for available parking spots close to the destination can be made or ride-sharing opportunities along the route are facilitated. Our approach predicts probable destinations and routes of a vehicle, based on the most recent partial trajectory and additional contextual data. The approach follows a three-step procedure: First, a $k$-d tree-based space discretization is performed, mapping GPS locations to discrete regions. Secondly, a recurrent neural network is trained to predict the destination based on partial sequences of trajectories. The neural network produces destination scores, signifying the probability of each region being the destination. Finally, the routes to the most probable destinations are calculated. To evaluate the method, we compare multiple neural architectures and present the experimental results of the destination prediction. The experiments are based on two public datasets of non-personalized, timestamped GPS locations of taxi trips. The best performing models were able to predict the destination of a vehicle with a mean error of 1.3 km and 1.43 km respectively.


Reinforcement Learning in a Physics-Inspired Semi-Markov Environment

arXiv.org Artificial Intelligence

Reinforcement learning (RL) has been demonstrated to have great potential in many applications of scientific discovery and design. Recent work includes, for example, the design of new structures and compositions of molecules for therapeutic drugs. Much of the existing work related to the application of RL to scientific domains, however, assumes that the available state representation obeys the Markov property. For reasons associated with time, cost, sensor accuracy, and gaps in scientific knowledge, many scientific design and discovery problems do not satisfy the Markov property. Thus, something other than a Markov decision process (MDP) should be used to plan / find the optimal policy. In this paper, we present a physics-inspired semi-Markov RL environment, namely the phase change environment. In addition, we evaluate the performance of value-based RL algorithms for both MDPs and partially observable MDPs (POMDPs) on the proposed environment. Our results demonstrate deep recurrent Q-networks (DRQN) significantly outperform deep Q-networks (DQN), and that DRQNs benefit from training with hindsight experience replay. Implications for the use of semi-Markovian RL and POMDPs for scientific laboratories are also discussed.


K-spin Hamiltonian for quantum-resolvable Markov decision processes

arXiv.org Artificial Intelligence

The Markov decision process is the mathematical formalization underlying the modern field of reinforcement learning when transition and reward functions are unknown. We derive a pseudo-Boolean cost function that is equivalent to a K-spin Hamiltonian representation of the discrete, finite, discounted Markov decision process with infinite horizon. This K-spin Hamiltonian furnishes a starting point from which to solve for an optimal policy using heuristic quantum algorithms such as adiabatic quantum annealing and the quantum approximate optimization algorithm on near-term quantum hardware. In proving that the variational minimization of our Hamiltonian is equivalent to the Bellman optimality condition we establish an interesting analogy with classical field theory. Along with proof-of-concept calculations to corroborate our formulation by simulated and quantum annealing against classical Q-Learning, we analyze the scaling of physical resources required to solve our Hamiltonian on quantum hardware.