Undirected Networks
Non-Intrusive Load Monitoring Using Prior Models of General Appliance Types
Parson, Oliver (University of Southampton) | Ghosh, Siddhartha (University of Southampton) | Weal, Mark (University of Southampton) | Rogers, Alex (University of Southampton)
Non-intrusive appliance load monitoring is the process of disaggregating a household's total electricity consumption into its contributing appliances. In this paper we propose an approach by which individual appliances can be iteratively separated from an aggregate load. Unlike existing approaches, our approach does not require training data to be collected by sub-metering individual appliances, nor does it assume complete knowledge of the appliances present in the household. Instead, we propose an approach in which prior models of general appliance types are tuned to specific appliance instances using only signatures extracted from the aggregate load. The tuned appliance models are then used to estimate each appliance's load, which is subsequently subtracted from the aggregate load. This process is applied iteratively until all appliances for which prior behaviour models are known have been disaggregated. We evaluate the accuracy of our approach using the REDD data set, and show the disaggregation performance when using our training approach is comparable to when sub-metered training data is used. We also present a deployment of our system as a live application and demonstrate the potential for personalised energy saving feedback.
Global Climate Model Tracking Using Geospatial Neighborhoods
McQuade, Scott (The George Washington University) | Monteleoni, Claire (The George Washington University)
A key problem in climate science is how to combine the predictions of the multi-model ensemble of global climate models. Recent work in machine learning (Monteleoni et al. 2011) showed the promise of an algorithm for online learning with experts for this task.We extend the Tracking Climate Models (TCM) approach to (1) take into account climate model predictions at higher spatial resolutions and (2) to model geospatial neighborhood influence between regions. Our algorithm enables neighborhood influence by modifying the transition dynamics of the Hidden Markov Model used by TCM, allowing the performance of spatial neighbors to influence the temporal switching probabilities for the best expert (climate model) at a given location. In experiments on historical data at a variety of spatial resolutions, our algorithm demonstrates improvements over TCM, when tracking global temperature anomalies.
MOMDPs: A Solution for Modelling Adaptive Management Problems
Chades, Iadine (CSIRO Ecosystem Sciences) | Carwardine, Josie (CSIRO Ecosystem Sciences) | Martin, Tara G. (CSIRO Ecosystem Sciences) | Nicol, Samuel (University of Alaska Fairbanks) | Sabbadin, Regis (INRA) | Buffet, Olivier (INRIA / Universite de Lorraine)
In conservation biology and natural resource management, adaptive management is an iterative process of improving management by reducing uncertainty via monitoring. Adaptive management is the principal tool for conserving endangered species under global change, yet adaptive management problems suffer from a poor suite of solution methods. The common approach used to solve an adaptive management problem is to assume the system state is known and the system dynamics can be one of a set of pre-defined models. The solution method used is unsatisfactory, employing value iteration on a discretized belief MDP which restricts the study to very small problems. We show how to overcome this limitation by modelling an adaptive management problem as a restricted Mixed Observability MDP called hidden model MDP (hmMDP). We demonstrate how to simplify the value function, the backup operator and the belief update computation. We show that, although a simplified case of POMDPs, hm-MDPs are PSPACE-complete in the finite-horizon case. We illustrate the use of this model to manage a population of the threatened Gouldian finch, a bird species endemic to Northern Australia. Our simple modelling approach is an important step towards efficient algorithms for solving adaptive management problems.
Dynamically Switching between Synergistic Work๏ฌows for Crowdsourcing
Lin, Christopher H. (University of Washington) | Mausam, Mausam (University of Washington) | Weld, Daniel S. (University of Washington)
To ensure quality results from unreliable crowdsourced workers, task designers often construct complex workflows and aggregate worker responses from redundant runs. Frequently, they experiment with several alternative workflows to accomplish the task, and eventually deploy the one that achieves the best performance during early trials. Surprisingly, this seemingly natural design paradigm does not achieve the full potential of crowdsourcing. In particular, using a single workflow (even the best) to accomplish a task is suboptimal. We show that alternative workflows can compose synergistically to yield much higher quality output. We formalize the insight with a novel probabilistic graphical model. Based on this model, we design and implement AGENTHUNT, a POMDP-based controller that dynamically switches between these workflows to achieve higher returns on investment. Additionally, we design offline and online methods for learning model parameters. Live experiments on Amazon Mechanical Turk demonstrate the superiority of AGENTHUNT for the task of generating NLP training data, yielding up to 50% error reduction and greater net utility compared to previous methods.
Parameter and Structure Learning in Nested Markov Models
Shpitser, Ilya, Richardson, Thomas S., Robins, James M., Evans, Robin
The constraints arising from DAG models with latent variables can be naturally represented by means of acyclic directed mixed graphs (ADMGs). Such graphs contain directed and bidirected arrows, and contain no directed cycles. DAGs with latent variables imply independence constraints in the distribution resulting from a 'fixing' operation, in which a joint distribution is divided by a conditional. This operation generalizes marginalizing and conditioning. Some of these constraints correspond to identifiable 'dormant' independence constraints, with the well known 'Verma constraint' as one example. Recently, models defined by a set of the constraints arising after fixing from a DAG with latents, were characterized via a recursive factorization and a nested Markov property. In addition, a parameterization was given in the discrete case. In this paper we use this parameterization to describe a parameter fitting algorithm, and a search and score structure learning algorithm for these nested Markov models. We apply our algorithms to a variety of datasets.
Expectation-Propagation for Likelihood-Free Inference
Barthelmรฉ, Simon, Chopin, Nicolas
Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Bayesian Computation (ABC) algorithm. Although many refinements have been suggested, ABC inference is still far from routine. ABC is often excruciatingly slow due to very low acceptance rates. In addition, ABC requires introducing a vector of "summary statistics", the choice of which is relatively arbitrary, and often require some trial and error, making the whole process quite laborious for the user. We introduce in this work the EP-ABC algorithm, which is an adaptation to the likelihood-free context of the variational approximation algorithm known as Expectation Propagation (Minka, 2001). The main advantage of EP-ABC is that it is faster by a few orders of magnitude than standard algorithms, while producing an overall approximation error which is typically negligible. A second advantage of EP-ABC is that it replaces the usual global ABC constraint on the vector of summary statistics computed on the whole dataset, by n local constraints of the form that apply separately to each data-point. As a consequence, it is often possible to do away with summary statistics entirely. In that case, EP-ABC approximates directly the evidence (marginal likelihood) of the model. Comparisons are performed in three real-world applications which are typical of likelihood-free inference, including one application in neuroscience which is novel, and possibly too challenging for standard ABC techniques.
Modelling Observation Correlations for Active Exploration and Robust Object Detection
Velez, J., Hemann, G., Huang, A. S., Posner, I., Roy, N.
Today, mobile robots are expected to carry out increasingly complex tasks in multifarious, real-world environments. Often, the tasks require a certain semantic understanding of the workspace. Consider, for example, spoken instructions from a human collaborator referring to objects of interest; the robot must be able to accurately detect these objects to correctly understand the instructions. However, existing object detection, while competent, is not perfect. In particular, the performance of detection algorithms is commonly sensitive to the position of the sensor relative to the objects in the scene. This paper presents an online planning algorithm which learns an explicit model of the spatial dependence of object detection and generates plans which maximize the expected performance of the detection, and by extension the overall plan performance. Crucially, the learned sensor model incorporates spatial correlations between measurements, capturing the fact that successive measurements taken at the same or nearby locations are not independent. We show how this sensor model can be incorporated into an efficient forward search algorithm in the information space of detected objects, allowing the robot to generate motion plans efficiently. We investigate the performance of our approach by addressing the tasks of door and text detection in indoor environments and demonstrate significant improvement in detection performance during task execution over alternative methods in simulated and real robot experiments.
Dynamical Systems Trees
Howard, Andrew, Jebara, Tony S.
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact as communities and sub-communities in a tree structure that is unrolled in time. To accommodate nonlinear temporal activity, each individual leaf process is modeled as a dynamical system containing discrete and/or continuous hidden states with discrete and/or Gaussian emissions. Subsequent higher level parent processes act like hidden Markov models and mediate the interaction between leaf processes or between other parent processes in the hierarchy. Aggregator chains are parents of child processes that they combine and mediate, yielding a compact overall parameterization. We provide tractable inference and learning algorithms for arbitrary DST topologies via an efficient structured mean-field algorithm. The diverse applicability of DSTs is demonstrated by experiments on gene expression data and by modeling group behavior in the setting of an American football game.
Conditional Chow-Liu Tree Structures for Modeling Discrete-Valued Vector Time Series
Kirshner, Sergey, Smyth, Padhraic, Robertson, Andrew
We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are introduced, as an extension to standard Chow-Liu trees, for modeling conditional rather than joint densities. We describe learning algorithms for such models and show how they can be used to learn parsimonious representations for the output distributions in hidden Markov models. These models are applied to the important problem of simulating and forecasting daily precipitation occurrence for networks of rain stations. To demonstrate the effectiveness of the models, we compare their performance versus a number of alternatives using historical precipitation data from Southwestern Australia and the Western United States. We illustrate how the structure and parameters of the models can be used to provide an improved meteorological interpretation of such data.
Exponential Families for Conditional Random Fields
Altun, Yasemin, Smola, Alex, Hofmann, Thomas
In this paper we define conditional random fields in reproducing kernel Hilbert spaces and show connections to Gaussian Process classification. More specifically, we prove decomposition results for undirected graphical models and we give constructions for kernels. Finally we present efficient means of solving the optimization problem using reduced rank decompositions and we show how stationarity can be exploited efficiently in the optimization process.