Markov Models
Data Smashing 2.0: Sequence Likelihood (SL) Divergence For Fast Time Series Comparison
Huang, Yi, Chattopadhyay, Ishanu
Abstract--Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data streams, resulting in a new efficiently computable universal metric for time series. The proposed metric is universal in the sense that we can compare and contrast data streams regardless of where and how they are generated, and without any feature engineering step. The approach proposed in this paper is conceptually distinct from our previous work on data smashing [4], and vastly improves discrimination performance and computing speed. The core idea here is the generalization of the notion of KL divergence often used to compare probability distributions to a notion of divergence in time series. We call this the sequence likelihood (SL) divergence, which may be used to measure deviations within a well-defined class of discrete-valued stochastic processes. We devise efficient estimators of SL divergence from finite sample paths, and subsequently formulate a universal metric useful for computing distance between time series produced by hidden stochastic generators. We illustrate the superior performance of the new smash2.0 Pattern disambiguation in two distinct applications involving electroencephalogram data and gait recognition is also illustrated. We are hopeful that the smash2.0 Effi ciently learning stochastic processes is a key challenge in analyzing time-dependency in domains where randomness cannot be ignored. For such learning to occur, we need todefine a distance metric to compare and contrast time series. However these distance metrics mentioned all have either or both of the following limitations: first, dimensionality reduction and feature selection heavily relies on domain knowledge and inevitably incur trade-o ff between precision and computability. Secondly, when dealing with data from nontrivial stochastic process dynamics, state of the art techniques might fail to correctly estimate the similarity or lack thereof between exemplars.
RecSim: A Configurable Simulation Platform for Recommender Systems
Ie, Eugene, Hsu, Chih-wei, Mladenov, Martin, Jain, Vihan, Narvekar, Sanmit, Wang, Jing, Wu, Rui, Boutilier, Craig
We propose RecSim, a configurable platform for authoring simulation environments for recommender systems (RSs) that naturally supports sequential interaction with users. RecSim allows the creation of new environments that reflect particular aspects of user behavior and item structure at a level of abstraction well-suited to pushing the limits of current reinforcement learning (RL) and RS techniques in sequential interactive recommendation problems. Environments can be easily configured that vary assumptions about: user preferences and item familiarity; user latent state and its dynamics; and choice models and other user response behavior. We outline how RecSim offers value to RL and RS researchers and practitioners, and how it can serve as a vehicle for academic-industrial collaboration.
"Good Robot!": Efficient Reinforcement Learning for Multi-Step Visual Tasks via Reward Shaping
Hundt, Andrew, Killeen, Benjamin, Kwon, Heeyeon, Paxton, Chris, Hager, Gregory D.
In order to learn effectively, robots must be able to extract the intangible context by which task progress and mistakes are defined. In the domain of reinforcement learning, much of this information is provided by the reward function. Hence, reward shaping is a necessary part of how we can achieve state-of-the-art results on complex, multi-step tasks. However, comparatively little work has examined how reward shaping should be done so that it captures task context, particularly in scenarios where the task is long-horizon and failure is highly consequential. Our Schedule for Positive Task (SPOT) reward trains our Efficient Visual Task (EVT) model to solve problems that require an understanding of both task context and workspace constraints of multi-step block arrangement tasks. In simulation EVT can completely clear adversarial arrangements of objects by pushing and grasping in 99% of cases vs an 82% baseline in prior work. For random arrangements EVT clears 100% of test cases at 86% action efficiency vs 61% efficiency in prior work. EVT + SPOT is also able to demonstrate context understanding and complete stacks in 74% of trials compared to a baseline of 5% with EVT alone. To our knowledge, this is the first instance of a Reinforcement Learning based algorithm successfully completing such a challenge. Code is available at https://github.com/jhu-lcsr/good_robot .
PCMC-Net: Feature-based Pairwise Choice Markov Chains
Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like framing effects and asymmetric dominance. The inference approach that estimates the transition rates between each possible pair of alternatives via maximum likelihood suffers when the examples of each alternative are scarce and is inappropriate when new alternatives can be observed at test time. In this work, we propose an amortized inference approach for PCMC by embedding its definition into a neural network that represents transition rates as a function of the alternatives' and individual's features. We apply our construction to the complex case of airline itinerary booking where singletons are common (due to varying prices and individual-specific itineraries), and asymmetric dominance and behaviors strongly dependent on market segments are observed. Experiments show our network significantly outperforming, in terms of prediction accuracy and logarithmic loss, feature engineered standard and latent class Multinomial Logit models as well as recent machine learning approaches.
Data Mapping for Restricted Boltzmann Machine
R estricted Boltzmann machine (RBM) is two - layer neural nets constructed as a probabilistic model and i t s training is to maximiz e a product of probabilities by the contrastive divergence (CD) scheme . In this paper a data mapping is used to describe the relationship between visible and hidden layer s and the training is to minimize a squared error of the reconstructed visible layer by the gradient descent or a finite difference approximation . T his paper presents three new findings: 1) nodes on visible and hidden layers can take real - valued matrix dat a without a probabilistic interpretation; 2) the famous CD1 is a finite difference approximation of gradient descent after ignoring the second - order error; 3) activation can take non - sigmoid function s such as identity, relu and softsign. The data mapping p rovides a unified framework on dimensionality reduction, feature extraction and data representation pioneered and developed by Hinton and his colleagues . As an approximation of gradient descent, the finite difference learning is applicable to both directed and undirected graphs. N umerical results are performed to confirm these new findings on very low dimensionality reduction, matrix data and flexible activation s . Keywords: Restricted Boltzmann machine, data mapping, squared error, contrastive divergence, gradient descent and finite difference .
Environment Sound Classification using Multiple Feature Channels and Deep Convolutional Neural Networks
Sharma, Jivitesh, Granmo, Ole-Christoffer, Goodwin, Morten
--In this paper, we propose a model for the Environment Sound Classification T ask (ESC) that consists of multiple feature channels given as input to a Deep Convolutional Neural Network (CNN). The novelty of the paper lies in using multiple feature channels consisting of Mel-Frequency Cepstral Coefficients (MFCC), Gammatone Frequency Cepstral Coefficients (GFCC), the Constant Q-transform (CQT) and Chromagram. Such multiple features have never been used before for signal or audio processing. Also, we employ a deeper CNN (DCNN) compared to previous models, consisting of 2D separable convolutions working on time and feature domain separately. The model also consists of max pooling layers that downsample time and feature domain separately. We use some data augmentation techniques to further boost performance. Our model is able to achieve state-of- the-art performance on all three benchmark environment sound classification datasets, i.e. the UrbanSound8K (97.35%), T o the best of our knowledge, this is the first time that a single environment sound classification model is able to achieve state-of-the-art results on all three datasets. For ESC-10 and ESC-50 datasets, the accuracy achieved by the proposed model is beyond human accuracy of 95.7% and 81.3% respectively. I NTRODUCTION T HERE are many important applications related to speech and audio processing. One of the most important application is the Environment Sound Classification (ESC) that deals with distinguishing between sounds from the real environment. It is a complex task that involves classifying a sound event into an appropriate class such as siren, dog barking, airplane, people talking etc. This task is quite different compared to Automatic Speech Recognition (ASR) [1], since environment sound features differ drastically from speech sounds. In ASR, speech is converted to text. However, in ESC, there is no such thing as speech, just sounds. So, ESC models are quite different compared to ASR models.
Offline identification of surgical deviations in laparoscopic rectopexy
Huaulmรฉ, Arnaud, Voros, Sandrine, Reche, Fabian, Faucheron, Jean-Luc, Moreau-Gaudry, Alexandre, Jannin, Pierre
Objective: A median of 14.4% of patient undergone at least one adverse event during surgery and a third of them are preventable. The occurrence of adverse events forces surgeons to implement corrective strategies and, thus, deviate from the standard surgical process. Therefore, it is clear that the automatic identification of adverse events is a major challenge for patient safety. In this paper, we have proposed a method enabling us to identify such deviations. We have focused on identifying surgeons' deviations from standard surgical processes due to surgical events rather than anatomic specificities. This is particularly challenging, given the high variability in typical surgical procedure workflows. Methods: We have introduced a new approach designed to automatically detect and distinguish surgical process deviations based on multi-dimensional non-linear temporal scaling with a hidden semi-Markov model using manual annotation of surgical processes. The approach was then evaluated using cross-validation. Results: The best results have over 90% accuracy. Recall and precision were superior at 70%. We have provided a detailed analysis of the incorrectly-detected observations. Conclusion: Multi-dimensional non-linear temporal scaling with a hidden semi-Markov model provides promising results for detecting deviations. Our error analysis of the incorrectly-detected observations offers different leads in order to further improve our method. Significance: Our method demonstrated the feasibility of automatically detecting surgical deviations that could be implemented for both skill analysis and developing situation awareness-based computer-assisted surgical systems.
Avoidance Learning Using Observational Reinforcement Learning
Venuto, David, Boussioux, Leonard, Wang, Junhao, Dali, Rola, Chakravorty, Jhelum, Bengio, Yoshua, Precup, Doina
Imitation learning seeks to learn an expert policy from sampled demonstrations. However, in the real world, it is often difficult to find a perfect expert and avoiding dangerous behaviors becomes relevant for safety reasons. We present the idea of \textit{learning to avoid}, an objective opposite to imitation learning in some sense, where an agent learns to avoid a demonstrator policy given an environment. We define avoidance learning as the process of optimizing the agent's reward while avoiding dangerous behaviors given by a demonstrator. In this work we develop a framework of avoidance learning by defining a suitable objective function for these problems which involves the \emph{distance} of state occupancy distributions of the expert and demonstrator policies. We use density estimates for state occupancy measures and use the aforementioned distance as the reward bonus for avoiding the demonstrator. We validate our theory with experiments using a wide range of partially observable environments. Experimental results show that we are able to improve sample efficiency during training compared to state of the art policy optimization and safety methods.
Active Goal Recognition
Amato, Christopher, Baisero, Andrea
To coordinate with other systems, agents must be able to determine what the systems are currently doing and predict what they will be doing in the future---plan and goal recognition. There are many methods for plan and goal recognition, but they assume a passive observer that continually monitors the target system. Real-world domains, where information gathering has a cost (e.g., moving a camera or a robot, or time taken away from another task), will often require a more active observer. We propose to combine goal recognition with other observer tasks in order to obtain \emph{active goal recognition} (AGR). We discuss this problem and provide a model and preliminary experimental results for one form of this composite problem. As expected, the results show that optimal behavior in AGR problems balance information gathering with other actions (e.g., task completion) such as to achieve all tasks jointly and efficiently. We hope that our formulation opens the door for extensive further research on this interesting and realistic problem.
Demystifying active inference
Sajid, Noor, Ball, Philip J., Friston, Karl J.
Active inference is a first (Bayesian) principles account of how autonomous agents might operate in dynamic, non-stationary environments. The optimization of congruent formulations of the free energy functional (variational and expected), in active inference, enables agents to make inferences about the environment and select optimal behaviors. The agent achieves this by evaluating (sensory) evidence in relation to its internal generative model that entails beliefs about future (hidden) states and sequence of actions that it can choose. In contrast to analogous frameworks $-$ by operating in a pure belief-based setting (free energy functional of beliefs about states) $-$ active inference agents can carry out epistemic exploration and naturally account for uncertainty about their environment. Through this review, we disambiguate these properties, by providing a condensed overview of the theory underpinning active inference. A T-maze simulation is used to demonstrate how these behaviors emerge naturally, as the agent makes inferences about the observed outcomes and optimizes its generative model (via belief updating). Additionally, the discrete state-space and time formulation presented provides an accessible guide on how to derive the (variational and expected) free energy equations and belief updating rules. We conclude by noting that this formalism can be applied in other engineering applications; e.g., robotic arm movement, playing Atari games, etc., if appropriate underlying probability distributions (i.e. generative model) can be formulated.