Undirected Networks
On the Convergence of Bound Optimization Algorithms
Salakhutdinov, Ruslan R, Roweis, Sam T, Ghahramani, Zoubin
Many practitioners who use the EM algorithm complain that it is sometimes slow. When does this happen, and what can be done about it? In this paper, we study the general class of bound optimization algorithms - including Expectation-Maximization, Iterative Scaling and CCCP - and their relationship to direct optimization algorithms such as gradient-based methods for parameter learning. We derive a general relationship between the updates performed by bound optimization methods and those of gradient and second-order methods and identify analytic conditions under which bound optimization algorithms exhibit quasi-Newton behavior, and conditions under which they possess poor, first-order convergence. Based on this analysis, we consider several specific algorithms, interpret and analyze their convergence properties and provide some recipes for preprocessing input to these algorithms to yield faster convergence behavior. We report empirical results supporting our analysis and showing that simple data preprocessing can result in dramatically improved performance of bound optimizers in practice.
Efficiently Inducing Features of Conditional Random Fields
Conditional Random Fields (CRFs) are undirected graphical models, a special case of which correspond to conditionally-trained finite state machines. A key advantage of these models is their great flexibility to include a wide array of overlapping, multi-granularity, non-independent features of the input. In face of this freedom, an important question that remains is, what features should be used? This paper presents a feature induction method for CRFs. Founded on the principle of constructing only those feature conjunctions that significantly increase log-likelihood, the approach is based on that of Della Pietra et al [1997], but altered to work with conditional rather than joint probabilities, and with additional modifications for providing tractability specifically for a sequence model. In comparison with traditional approaches, automated feature induction offers both improved accuracy and more than an order of magnitude reduction in feature count; it enables the use of richer, higher-order Markov models, and offers more freedom to liberally guess about which atomic features may be relevant to a task. The induction method applies to linear-chain CRFs, as well as to more arbitrary CRF structures, also known as Relational Markov Networks [Taskar & Koller, 2002]. We present experimental results on a named entity extraction task.
The Revisiting Problem in Mobile Robot Map Building: A Hierarchical Bayesian Approach
Stewart, Benjamin, Ko, Jonathan, Fox, Dieter, Konolige, Kurt
We present an application of hierarchical Bayesian estimation to robot map building. The revisiting problem occurs when a robot has to decide whether it is seeing a previously-built portion of a map, or is exploring new territory. This is a difficult decision problem, requiring the probability of being outside of the current known map. To estimate this probability, we model the structure of a "typical" environment as a hidden Markov model that generates sequences of views observed by a robot navigating through the environment. A Dirichlet prior over structural models is learned from previously explored environments. Whenever a robot explores a new environment, the posterior over the model is estimated by Dirichlet hyperparameters. Our approach is implemented and tested in the context of multi-robot map merging, a particularly difficult instance of the revisiting problem. Experiments with robot data show that the technique yields strong improvements over alternative methods.
Optimal Limited Contingency Planning
Meuleau, Nicolas, Smith, David
For a given problem, the optimal Markov policy can be considerred as a conditional or contingent plan containing a (potentially large) number of branches. Unfortunately, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. For example, it may be that plans must later undergo more detailed simulation to verify correctness and safety, or that they must be simple enough to be understood and analyzed by humans. As a result, it may be necessary to limit consideration to plans with only a small number of branches. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning (OKP). It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a Partially Observable Markov Decision Process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.
Policy-contingent abstraction for robust robot control
Pineau, Joelle, Gordon, Geoffrey, Thrun, Sebastian
This paper presents a scalable control algorithm that enables a deployed mobile robot to make high-level control decisions under full consideration of its probabilistic belief. We draw on insights from the rich literature of structured robot controllers and hierarchical MDPs to propose PolCA, a hierarchical probabilistic control algorithm which learns both subtask-specific state abstractions and policies. The resulting controller has been successfully implemented onboard a mobile robotic assistant deployed in a nursing facility. To the best of our knowledge, this work is a unique instance of applying POMDPs to highlevel robotic control problems.
Implementation and Comparison of Solution Methods for Decision Processes with Non-Markovian Rewards
Gretton, Charles, Price, David, Thiebaux, Sylvie
This paper examines a number of solution methods for decision processes with non-Markovian rewards (NMRDPs). They all exploit a temporal logic specification of the reward function to automatically translate the NMRDP into an equivalent Markov decision process (MDP) amenable to well-known MDP solution methods. They differ however in the representation of the target MDP and the class of MDP solution methods to which they are suited. As a result, they adopt different temporal logics and different translations. Unfortunately, no implementation of these methods nor experimental let alone comparative results have ever been reported. This paper is the first step towards filling this gap. We describe an integrated system for solving NMRDPs which implements these methods and several variants under a common interface; we use it to compare the various approaches and identify the problem features favoring one over the other.
Approximate Inference and Constrained Optimization
Heskes, Tom, Albers, Kees, Kappen, Hilbert
Loopy and generalized belief propagation are popular algorithms for approximate inference in Markov random fields and Bayesian networks. Fixed points of these algorithms correspond to extrema of the Bethe and Kikuchi free energy. However, belief propagation does not always converge, which explains the need for approaches that explicitly minimize the Kikuchi/Bethe free energy, such as CCCP and UPS. Here we describe a class of algorithms that solves this typically nonconvex constrained minimization of the Kikuchi free energy through a sequence of convex constrained minimizations of upper bounds on the Kikuchi free energy. Intuitively one would expect tighter bounds to lead to faster algorithms, which is indeed convincingly demonstrated in our simulations. Several ideas are applied to obtain tight convex bounds that yield dramatic speed-ups over CCCP.
Probabilistic Reasoning about Actions in Nonmonotonic Causal Theories
Eiter, Thomas, Lukasiewicz, Thomas
We present the language {m P}{cal C}+ for probabilistic reasoning about actions, which is a generalization of the action language {cal C}+ that allows to deal with probabilistic as well as nondeterministic effects of actions. We define a formal semantics of {m P}{cal C}+ in terms of probabilistic transitions between sets of states. Using a concept of a history and its belief state, we then show how several important problems in reasoning about actions can be concisely formulated in our formalism.
Symbolic Generalization for On-line Planning
Feng, Zhengzhu, Hansen, Eric A., Zilberstein, Shlomo
Symbolic representations have been used successfully in off-line planning algorithms for Markov decision processes. We show that they can also improve the performance of on-line planners. In addition to reducing computation time, symbolic generalization can reduce the amount of costly real-world interactions required for convergence. We introduce Symbolic Real-Time Dynamic Programming (or sRTDP), an extension of RTDP. After each step of on-line interaction with an environment, sRTDP uses symbolic model-checking techniques to generalizes its experience by updating a group of states rather than a single state. We examine two heuristic approaches to dynamic grouping of states and show that they accelerate the planning process significantly in terms of both CPU time and the number of steps of interaction with the environment.
Closed-Form Learning of Markov Networks from Dependency Networks
Markov networks (MNs) are a powerful way to compactly represent a joint probability distribution, but most MN structure learning methods are very slow, due to the high cost of evaluating candidates structures. Dependency networks (DNs) represent a probability distribution as a set of conditional probability distributions. DNs are very fast to learn, but the conditional distributions may be inconsistent with each other and few inference algorithms support DNs. In this paper, we present a closed-form method for converting a DN into an MN, allowing us to enjoy both the efficiency of DN learning and the convenience of the MN representation. When the DN is consistent, this conversion is exact. For inconsistent DNs, we present averaging methods that significantly improve the approximation. In experiments on 12 standard datasets, our methods are orders of magnitude faster than and often more accurate than combining conditional distributions using weight learning.