Goto

Collaborating Authors

 Markov Models


Analytic Properties of Trackable Weak Models

arXiv.org Machine Learning

We present several new results on the feasibility of inferring the hidden states in strongly-connected trackable weak models. Here, a weak model is a directed graph in which each node is assigned a set of colors which may be emitted when that node is visited. A hypothesis is a node sequence which is consistent with a given color sequence. A weak model is said to be trackable if the worst case number of such hypotheses grows as a polynomial in the sequence length. We show that the number of hypotheses in strongly-connected trackable models is bounded by a constant and give an expression for this constant. We also consider the problem of reconstructing which branch was taken at a node with same-colored out-neighbors, and show that it is always eventually possible to identify which branch was taken if the model is strongly connected and trackable. We illustrate these properties by assigning transition probabilities and employing standard tools for analyzing Markov chains. In addition, we present new results for the entropy rates of weak models according to whether they are trackable or not. These theorems indicate that the combination of trackability and strong connectivity dramatically simplifies the task of reconstructing which nodes were visited. This work has implications for any problem which can be described in terms of an agent traversing a colored graph, such as the reconstruction of hidden states in a hidden Markov model (HMM).


Self-guided Approximate Linear Programs

arXiv.org Machine Learning

Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain heuristic policies and lower bounds on the optimal policy cost of Markov decision processes (MDPs). The ALP VFA is a linear combination of predefined basis functions that are chosen using domain knowledge and updated heuristically if the ALP optimality gap is large. We side-step the need for such basis function engineering in ALP -- an implementation bottleneck -- by proposing a sequence of ALPs that embed increasing numbers of random basis functions obtained via inexpensive sampling. We provide a sampling guarantee and show that the VFAs from this sequence of models converge to the exact value function. Nevertheless, the performance of the ALP policy can fluctuate significantly as more basis functions are sampled. To mitigate these fluctuations, we "self-guide" our convergent sequence of ALPs using past VFA information such that a worst-case measure of policy performance is improved. We perform numerical experiments on perishable inventory control and generalized joint replenishment applications, which, respectively, give rise to challenging discounted-cost MDPs and average-cost semi-MDPs. We find that self-guided ALPs (i) significantly reduce policy cost fluctuations and improve the optimality gaps from an ALP approach that employs basis functions tailored to the former application, and (ii) deliver optimality gaps that are comparable to a known adaptive basis function generation approach targeting the latter application. More broadly, our methodology provides application-agnostic policies and lower bounds to benchmark approaches that exploit application structure.


Scalable Hybrid HMM with Gaussian Process Emission for Sequential Time-series Data Clustering

arXiv.org Machine Learning

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is used for GP emission, we call this model as a hybrid HMM-GPSM. This model can effectively model the sequence of time-series data. However, because of a large number of parameters for the SM kernel, this model can not effectively be trained with a large volume of data having (1) long sequence for state transition and 2) a large number of time-series dataset in each sequence. This paper proposes a scalable learning method for HMM-GPSM. To effectively train the model with a long sequence, the proposed method employs a Stochastic Variational Inference (SVI) approach. Also, to effectively process a large number of data point each time-series data, we approximate the SM kernel using Reparametrized Random Fourier Feature (R-RFF). The combination of these two techniques significantly reduces the training time. We validate the proposed learning method in terms of its hidden-sate estimation accuracy and computation time using large-scale synthetic and real data sets with missing values.


An Exploration of Embodied Visual Exploration

arXiv.org Artificial Intelligence

Embodied computer vision considers perception for robots in general, unstructured environments. Of particular importance is the embodied visual exploration problem: how might a robot equipped with a camera scope out a new environment? Despite the progress thus far, many basic questions pertinent to this problem remain unanswered: (i) What does it mean for an agent to explore its environment well? (ii) Which methods work well, and under which assumptions and environmental settings? (iii) Where do current approaches fall short, and where might future work seek to improve? Seeking answers to these questions, we perform a thorough empirical study of four state-of-the-art paradigms on two photorealistic simulated 3D environments. We present a taxonomy of key exploration methods and a standard framework for benchmarking visual exploration algorithms. Our experimental results offer insights, and suggest new performance metrics and baselines for future work in visual exploration.


Exploring Unknown Universes in Probabilistic Relational Models

arXiv.org Artificial Intelligence

Large probabilistic models are often shaped by a pool of known individuals (a universe) and relations between them. Lifted inference algorithms handle sets of known individuals for tractable inference. Universes may not always be known, though, or may only described by assumptions such as "small universes are more likely". Without a universe, inference is no longer possible for lifted algorithms, losing their advantage of tractable inference. The aim of this paper is to define a semantics for models with unknown universes decoupled from a specific constraint language to enable lifted and thereby, tractable inference. Introduction At the heart of many machine learning algorithms lie large probabilistic models that use random variables (randvars) to describe behaviour or structure hidden in data. After a surge in effective machine learning algorithms, efficient algorithms for inference come into focus to make use of the models learned or to optimise machine learning algorithms further (LeCun 2018). Often, a model is shaped by a pool of known individuals (constants), i.e., a known universe, and relations between them. Handling sets of individuals enables tractable inference (Niepert and V an den Broeck 2014).


Experimental Analysis of Reinforcement Learning Techniques for Spectrum Sharing Radar

arXiv.org Machine Learning

Abstract--In this work, we first describe a framework for the application of Reinforcement Learning (RL) control to a radar system that operates in a congested spectral setting. We then compare the utility of several RL algorithms through a discussion of experiments performed on Commercial off-the -shelf (COTS) hardware. Each RL technique is evaluated in terms of convergence, radar detection performance achieved in a con gested spectral environment, and the ability to share 100MHz spect rum with an uncooperative communications system. We examine po licy iteration, which solves an environment posed as a Markov Dec ision Process (MDP) by directly solving for a stochastic mapping between environmental states and radar waveforms, as well a s Deep RL techniques, which utilize a form of Q -Learning to approximate a parameterized function that is used by the rad ar to select optimal actions. We show that RL techniques are benefi cial over a Sense-and-A void (SAA) scheme and discuss the conditi ons under which each approach is most effective. The Third Generation Partnership Project (3GPP) has recently received FCC approval to support 5G New Radio (NR) operation in sub-6 GHz frequency bands that are heavily utilized by radar systems [1], [2]. Thus, there is a significa nt need for radar systems capable of dynamic spectrum sharing.


Artificial Intelligence for Social Good: A Survey

arXiv.org Artificial Intelligence

Its impact is drastic and real: Youtube's AIdriven recommendation system would present sports videos for days if one happens to watch a live baseball game on the platform [1]; email writing becomes much faster with machine learning (ML) based auto-completion [2]; many businesses have adopted natural language processing based chatbots as part of their customer services [3]. AI has also greatly advanced human capabilities in complex decision-making processes ranging from determining how to allocate security resources to protect airports [4] to games such as poker [5] and Go [6]. All such tangible and stunning progress suggests that an "AI summer" is happening. As some put it, "AI is the new electricity" [7]. Meanwhile, in the past decade, an emerging theme in the AI research community is the so-called "AI for social good" (AI4SG): researchers aim at developing AI methods and tools to address problems at the societal level and improve the wellbeing of the society.


Flexible Log File Parsing using Hidden Markov Models

arXiv.org Machine Learning

We aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistic al model which learns and a dapts processing and parsing rules. First, we l imit the amount of unstructured text by focusing only on those frequent patterns which lead to the desired output table similar to Vaarandi [ 10 ]. Second, we transfo rm the found frequent patterns and the output stating the parsed table into a Hidden Markov Model (HMM). We use this HMM as a specific, however, flexible representation of a pattern for log file processing. With changes in th e raw log file distort ing learned patterns, we aim the model to adapt automa tically in order to maintain high quality outpu t . After training our model on one system type, applying the model and the resulting parsing rule to a different system with slightly different log file patterns, we achieve an accuracy over 99%. Predominantly with the goal of monitoring, almost any computer system produces log files containing information about procedures, events, issues, and errors . These log files ar e generated during operatio n mostly in the form of text or xml files .


A Hoeffding Inequality for Finite State Markov Chains and its Applications to Markovian Bandits

arXiv.org Machine Learning

This paper develops a Hoeffding inequality for the partial sums null n k 1f ( X k), where { X k} k Z 0 is an irreducible Markov chain on a finite state space S, and f: S [ a, b] is a real-valued function. Our bound is simple, general, since it only assumes irreducibility and finiteness of the state space, and powerful. In order to demonstrate its usefulness we provide two applications in multi-armed bandit problems. The first is about identifying an approximately best Markovian arm, while the second is concerned with regret minimization in the context of Markovian bandits. 1 Introduction Let {X k} k Z 0 be a Markov chain on a finite state space S, with initial distribution q, and irreducible transition probability matrix P, governed by the probability law P q. Let π be its stationary distribution, and f: S [a,b ] be a real-valued function on the state space.


User Profiling Using Hinge-loss Markov Random Fields

arXiv.org Machine Learning

A variety of approaches have been proposed to automatically infer the profiles of users from their digital footprint in social media. Most of the proposed approaches focus on mining a single type of information, while ignoring other sources of available user-generated content (UGC). In this paper, we propose a mechanism to infer a variety of user characteristics, such as, age, gender and personality traits, which can then be compiled into a user profile. To this end, we model social media users by incorporating and reasoning over multiple sources of UGC as well as social relations. Our model is based on a statistical relational learning framework using Hinge-loss Markov Random Fields (HL-MRFs), a class of probabilistic graphical models that can be defined using a set of first-order logical rules. We validate our approach on data from Facebook with more than 5k users and almost 725k relations. We show how HL-MRFs can be used to develop a generic and extensible user profiling framework by leveraging textual, visual, and relational content in the form of status updates, profile pictures and Facebook page likes. Our experimental results demonstrate that our proposed model successfully incorporates multiple sources of information and outperforms competing methods that use only one source of information or an ensemble method across the different sources for modeling of users in social media.