The Partially Observable Markov Decision Process (POMDP) framework has proven useful in planning domains that require balancing actions that increase an agents knowledge and actions that increase an agents reward. Unfortunately, most POMDPs are complex structures with a large number of parameters. In many realworld problems, both the structure and the parameters are difficult to specify from domain knowledge alone. Recent work in Bayesian reinforcement learning has made headway in learning POMDP models; however, this work has largely focused on learning the parameters of the POMDP model. We define an infinite POMDP (iPOMDP) model that does not require knowledge of the size of the state space; instead, it assumes that the number of visited states will grow as the agent explores its world and explicitly models only visited states.

Our setting is a Partially Observable Markov Decision Process with continuous state, observation and action spaces. Decisions are based on a Particle Filter for estimating the belief state given past observations. We consider a policy gradient approach for parameterized policy optimization. For that purpose, we investigate sensitivity analysis of the performance measure with respect to the parameters of the policy, focusing on Finite Difference (FD) techniques. We show that the naive FD is subject to variance explosion because of the non-smoothness of the resampling procedure.

This paper considers a sensitivity analysis in Hidden Markov Models with continuous state and observation spaces. We propose an Infinitesimal Perturbation Analysis (IPA) on the filtering distribution with respect to some parameters of the model. We describe a methodology for using any algorithm that estimates the filtering density, such as Sequential Monte Carlo methods, to design an algorithm that estimates its gradient. The resulting IPA estimator is proven to be asymptotically unbiased, consistent and has computational complexity linear in the number of particles. We consider an application of this analysis to the problem of identifying unknown parameters of the model given a sequence of observations.

A fundamental objective in reinforcement learning is the maintenance of a proper balance between exploration and exploitation. This problem becomes more challenging when the agent can only partially observe the states of its environment. In this paper we propose a dual-policy method for jointly learning the agent behavior and the balance between exploration exploitation, in partially observable environments. The method subsumes traditional exploration, in which the agent takes actions to gather information about the environment, and active learning, in which the agent queries an oracle for optimal actions (with an associated cost for employing the oracle). The form of the employed exploration is dictated by the specific problem.

We present a system which constructs a topological map of an environment given a sequence of images. This system includes a novel image similarity score which uses dynamic programming to match images using both the appearance and relative positions of local features simultaneously. Additionally an MRF is constructed to model the probability of loop-closures. A locally optimal labeling is found using Loopy-BP. Finally we outline a method to generate a topological map from loop closure data.

We present an algorithm for learning high-treewidth Markov networks where inference is still tractable. This is made possible by exploiting context specific independence and determinism in the domain. The class of models our algorithm can learn has the same desirable properties as thin junction trees: polynomial inference, closed form weight learning, etc., but is much broader. Our algorithm searches for a feature that divides the state space into subspaces where the remaining variables decompose into independent subsets (conditioned on the feature or its negation) and recurses on each subspace/subset of variables until no useful new features can be found. We provide probabilistic performance guarantees for our algorithm under the assumption that the maximum feature length is k (the treewidth can be much larger) and dependences are of bounded strength.

Straightforward application of Deep Belief Nets (DBNs) to acoustic modeling produces a rich distributed representation of speech data that is useful for recognition and yields impressive results on the speaker-independent TIMIT phone recognition task. However, the first-layer Gaussian-Bernoulli Restricted Boltzmann Machine (GRBM) has an important limitation, shared with mixtures of diagonal-covariance Gaussians: GRBMs treat different components of the acoustic input vector as conditionally independent given the hidden state. The mean-covariance restricted Boltzmann machine (mcRBM), first introduced for modeling natural images, is a much more representationally efficient and powerful way of modeling the covariance structure of speech data. Every configuration of the precision units of the mcRBM specifies a different precision matrix for the conditional distribution over the acoustic space. In this work, we use the mcRBM to learn features of speech data that serve as input into a standard DBN.

Continuous Markov random fields are a general formalism to model joint probability distributions over events with continuous outcomes. We prove that marginal computation for constrained continuous MRFs is #P-hard in general and present a polynomial-time approximation scheme under mild assumptions on the structure of the random field. Moreover, we introduce a sampling algorithm to compute marginal distributions and develop novel techniques to increase its efficiency. Continuous MRFs are a general purpose probabilistic modeling tool and we demonstrate how they can be applied to statistical relational learning. On the problem of collective classification, we evaluate our algorithm and show that the standard deviation of marginals serves as a useful measure of confidence.

Accurate short-term wind forecasts (STWFs), with time horizons from 0.5 to 6 hours, are essential for efficient integration of wind power to the electrical power grid. Physical models based on numerical weather predictions are currently not competitive, and research on machine learning approaches is ongoing. Two major challenges confronting these efforts are missing observations and weather-regime induced dependency shifts among wind variables at geographically distributed sites. In this paper we introduce approaches that address both of these challenges. We describe a new regime-aware approach to STWF that use auto-regressive hidden Markov models (AR-HMM), a subclass of conditional linear Gaussian (CLG) models.

Unfortunately, some problems cannot be modeled with state-dependent reward functions, e.g., problems whose objective explicitly implies reducing the uncertainty on the state. To that end, we introduce rho-POMDPs, an extension of POMDPs where the reward function rho depends on the belief state. We show that, under the common assumption that rho is convex, the value function is also convex, what makes it possible to (1) approximate rho arbitrarily well with a piecewise linear and convex (PWLC) function, and (2) use state-of-the-art exact or approximate solving algorithms with limited changes. Papers published at the Neural Information Processing Systems Conference.