Markov Models
Online Human Activity Recognition Employing Hierarchical Hidden Markov Models
Asghari, Parviz, Soelimani, Elnaz, Nazerfard, Ehsan
In the last few years there has been a growing interest in Human Activity Recognition~(HAR) topic. Sensor-based HAR approaches, in particular, has been gaining more popularity owing to their privacy preserving nature. Furthermore, due to the widespread accessibility of the internet, a broad range of streaming-based applications such as online HAR, has emerged over the past decades. However, proposing sufficiently robust online activity recognition approach in smart environment setting is still considered as a remarkable challenge. This paper presents a novel online application of Hierarchical Hidden Markov Model in order to detect the current activity on the live streaming of sensor events. Our method consists of two phases. In the first phase, data stream is segmented based on the beginning and ending of the activity patterns. Also, on-going activity is reported with every receiving observation. This phase is implemented using Hierarchical Hidden Markov models. The second phase is devoted to the correction of the provided label for the segmented data stream based on statistical features. The proposed model can also discover the activities that happen during another activity - so-called interrupted activities. After detecting the activity pane, the predicted label will be corrected utilizing statistical features such as time of day at which the activity happened and the duration of the activity. We validated our proposed method by testing it against two different smart home datasets and demonstrated its effectiveness, which is competing with the state-of-the-art methods.
On the Pitfalls of Measuring Emergent Communication
Lowe, Ryan, Foerster, Jakob, Boureau, Y-Lan, Pineau, Joelle, Dauphin, Yann
How do we know if communication is emerging in a multi-agent system? The vast majority of recent papers on emergent communication show that adding a communication channel leads to an increase in reward or task success. This is a useful indicator, but provides only a coarse measure of the agent's learned communication abilities. As we move towards more complex environments, it becomes imperative to have a set of finer tools that allow qualitative and quantitative insights into the emergence of communication. This may be especially useful to allow humans to monitor agents' behaviour, whether for fault detection, assessing performance, or even building trust. In this paper, we examine a few intuitive existing metrics for measuring communication, and show that they can be misleading. Specifically, by training deep reinforcement learning agents to play simple matrix games augmented with a communication channel, we find a scenario where agents appear to communicate (their messages provide information about their subsequent action), and yet the messages do not impact the environment or other agent in any way. We explain this phenomenon using ablation studies and by visualizing the representations of the learned policies. We also survey some commonly used metrics for measuring emergent communication, and provide recommendations as to when these metrics should be used.
Markov Networks: Undirected Graphical Models
This article briefs you about Markov Networks which falls under the family of Undirected Graphical Models (UGM). This article is a follow-up to Bayesian Network, which is a type of Directed Graphical Models. Key Motivation behind these networks is to parameterize the Joint Probability Distribution based on Local Independencies between Random Variables. Generally, Bayesian Network requires to pre-define a directionality to assert an influence of random variable. But there might be cases where interaction between nodes ( or random variables) are symmetric in nature, and we would like to have a model which can represent this symmetricity without directional influence.
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks
Sezer, Omer Berat, Ozbayoglu, Ahmet Murat
Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. However, in this study we decided to use 2-D stock bar chart images directly without introducing any additional time series associated with the underlying stock. We propose a novel algorithmic trading model CNN-BI (Convolutional Neural Network with Bar Images) using a 2-D Convolutional Neural Network. We generated 2-D images of sliding windows of 30-day bar charts for Dow 30 stocks and trained a deep Convolutional Neural Network (CNN) model for our algorithmic trading model. We tested our model separately between 2007-2012 and 2012-2017 for representing different market conditions. The results indicate that the model was able to outperform Buy and Hold strategy, especially in trendless or bear markets. Since this is a preliminary study and probably one of the first attempts using such an unconventional approach, there is always potential for improvement. Overall, the results are promising and the model might be integrated as part of an ensemble trading model combined with different strategies.
Rethinking System Health Management
Balaban, Edward, Johnson, Stephen B., Kochenderfer, Mykel J.
Health management of complex dynamic systems has traditionally evolved separately from automated control, planning, and scheduling (generally referred to in the paper as decision making). A goal of Integrated System Health Management has been to enable coordination between system health management and decision making, although successful practical implementations have remained limited. This paper proposes that, rather than being treated as connected, yet distinct entities, system health management and decision making should be unified in their formulations. Enabled by advances in modeling and computing, we argue that the unified approach will increase a system's operational effectiveness and may also lead to a lower overall system complexity. We overview the prevalent system health management methodology and illustrate its limitations through numerical examples. We then describe the proposed unification approach and show how it accommodates the typical system health management concepts.
The Promise of Hierarchical Reinforcement Learning
This top-down planning approach decides what a good subgoal is before planning to achieve it." "For complex, high-dimensional Markov Decision Processes (MDPs), it may be necessary to represent the policy with function approximation. A problem is mis- specified whenever, the representation cannot express any policy with acceptable performance.
Scene Memory Transformer for Embodied Agents in Long-Horizon Tasks
Fang, Kuan, Toshev, Alexander, Fei-Fei, Li, Savarese, Silvio
Many robotic applications require the agent to perform long-horizon tasks in partially observable environments. In such applications, decision making at any step can depend on observations received far in the past. Hence, being able to properly memorize and utilize the long-term history is crucial. In this work, we propose a novel memory-based policy, named Scene Memory Transformer (SMT). The proposed policy embeds and adds each observation to a memory and uses the attention mechanism to exploit spatio-temporal dependencies. This model is generic and can be efficiently trained with reinforcement learning over long episodes. On a range of visual navigation tasks, SMT demonstrates superior performance to existing reactive and memory-based policies by a margin.
Nonlinear Markov Random Fields Learned via Backpropagation
Brudfors, Mikael, Balbastre, Yaël, Ashburner, John
Although convolutional neural networks (CNNs) currently dominate competitions on image segmentation, for neuroimaging analysis tasks, more classical generative approaches based on mixture models are still used in practice to parcellate brains. To bridge the gap between the two, in this paper we propose a marriage between a probabilistic generative model, which has been shown to be robust to variability among magnetic resonance (MR) images acquired via different imaging protocols, and a CNN. The link is in the prior distribution over the unknown tissue classes, which are classically modelled using a Markov random field. In this work we model the interactions among neighbouring pixels by a type of recurrent CNN, which can encode more complex spatial interactions. We validate our proposed model on publicly available MR data, from different centres, and show that it generalises across imaging protocols. This result demonstrates a successful and principled inclusion of a CNN in a generative model, which in turn could be adapted by any probabilistic generative approach for image segmentation.
Learning Quantum Graphical Models using Constrained Gradient Descent on the Stiefel Manifold
Adhikary, Sandesh, Srinivasan, Siddarth, Boots, Byron
Quantum graphical models (QGMs) extend the classical framework for reasoning about uncertainty by incorporating the quantum mechanical view of probability. Prior work on QGMs has focused on hidden quantum Markov models (HQMMs), which can be formulated using quantum analogues of the sum rule and Bayes rule used in classical graphical models. Despite the focus on developing the QGM framework, there has been little progress in learning these models from data. The existing state-of-the-art approach randomly initializes parameters and iteratively finds unitary transformations that increase the likelihood of the data. While this algorithm demonstrated theoretical strengths of HQMMs over HMMs, it is slow and can only handle a small number of hidden states. In this paper, we tackle the learning problem by solving a constrained optimization problem on the Stiefel manifold using a well-known retraction-based algorithm. We demonstrate that this approach is not only faster and yields better solutions on several datasets, but also scales to larger models that were prohibitively slow to train via the earlier method.
Lifted Weight Learning of Markov Logic Networks Revisited
Kuzelka, Ondrej, Kungurtsev, Vyacheslav
In this paper, we complete the work of [14] by answering We study lifted weight learning of Markov whether maximum-likelihood learning of MLNs logic networks. We show that there is an algorithm can be done in time polynomial in the size of the domain for maximum-likelihood learning of for 2-variable MLNs. We give a positive answer 2-variable Markov logic networks which runs to this question (Theorem 11), under consideration of in time polynomial in the domain size. Our the dependence of the runtime bounds on how extreme results are based on existing lifted-inference the statistics of the training data are. To arrive at this algorithms and recent algorithmic results on positive result, we need to combine results from three computing maximum entropy distributions.