In Passive POMDPs actions do not affect the world state, but still incur costs. When the agent is bounded by information-processing constraints, it can only keep an approximation of the belief. We present a variational principle for the problem of maintaining the information which is most useful for minimizing the cost, and introduce an efficient and simple algorithm for finding an optimum.

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric modeling where the emission distributions are a mixture of parametric distributions is proposed to get a higher flexibility. We show that the classical EM algorithm can be adapted to infer the model parameters. For the initialisation step, starting from a large number of components, a hierarchical method to combine them into the hidden states is proposed. Three likelihood-based criteria to select the components to be combined are discussed. To estimate the number of hidden states, BIC-like criteria are derived. A simulation study is carried out both to determine the best combination between the merging criteria and the model selection criteria and to evaluate the accuracy of classification. The proposed method is also illustrated using a biological dataset from the model plant Arabidopsis thaliana. A R package HMMmix is freely available on the CRAN.

In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expensive cross-validation to find the optimal regularization parameter. Moreover, the model's predictive performance may degrade dramatically with a suboptimal value of the regularization parameter (which is sometimes desirable to induce sparseness). We propose a fully Bayesian approach based on a "spike and slab" prior (similar to L0 regularization) that does not suffer from these shortcomings. We develop an approximate MCMC method combining Langevin dynamics and reversible jump MCMC to conduct inference in this model. Experiments show that the proposed model learns a good combination of the structure and parameter values without the need for separate hyper-parameter tuning. Moreover, the model's predictive performance is much more robust than L1-based methods with hyper-parameter settings that induce highly sparse model structures.

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The algorithm's aim is to find a reward function such that the resulting optimal policy matches well the expert's observed behavior. The main difficulty is that the mapping from the parameters to policies is both nonsmooth and highly redundant. Resorting to subdifferentials solves the first difficulty, while the second one is over- come by computing natural gradients. We tested the proposed method in two artificial domains and found it to be more reliable and efficient than some previous methods.

Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of observations from exponential to polynomial. We derive error bounds on solution quality with respect to this new approximation and analyze the convergence behavior. To evaluate the effectiveness of the improvements, we introduce a new, larger benchmark problem. Experimental results show that despite the high complexity of decentralized POMDPs, scalable solution techniques such as MBDP perform surprisingly well.

Combining first-order logic and probability has long been a goal of AI. Markov logic (Richardson & Domingos, 2006) accomplishes this by attaching weights to first-order formulas and viewing them as templates for features of Markov networks. Unfortunately, it does not have the full power of first-order logic, because it is only defined for finite domains. This paper extends Markov logic to infinite domains, by casting it in the framework of Gibbs measures (Georgii, 1988). We show that a Markov logic network (MLN) admits a Gibbs measure as long as each ground atom has a finite number of neighbors. Many interesting cases fall in this category. We also show that an MLN admits a unique measure if the weights of its non-unit clauses are small enough. We then examine the structure of the set of consistent measures in the non-unique case. Many important phenomena, including systems with phase transitions, are represented by MLNs with non-unique measures. We relate the problem of satisfiability in first-order logic to the properties of MLN measures, and discuss how Markov logic relates to previous infinite models.

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the value iteration algorithm. However, exact versions of more complex algorithms, including policy iteration, have not been developed or analyzed. The paper investigates this potential and makes several contributions. First we observe two anomalies for relational representations showing that the value of some policies is not well defined or cannot be calculated for restricted representation schemes used in the literature. On the other hand, we develop a variant of policy iteration that can get around these anomalies. The algorithm includes an aspect of policy improvement in the process of policy evaluation and thus differs from the original algorithm. We show that despite this difference the algorithm converges to the optimal policy.

Relational Markov Random Fields are a general and flexible framework for reasoning about the joint distribution over attributes of a large number of interacting entities. The main computational difficulty in learning such models is inference. Even when dealing with complete data, where one can summarize a large domain by sufficient statistics, learning requires one to compute the expectation of the sufficient statistics given different parameter choices. The typical solution to this problem is to resort to approximate inference procedures, such as loopy belief propagation. Although these procedures are quite efficient, they still require computation that is on the order of the number of interactions (or features) in the model. When learning a large relational model over a complex domain, even such approximations require unrealistic running time. In this paper we show that for a particular class of relational MRFs, which have inherent symmetry, we can perform the inference needed for learning procedures using a template-level belief propagation. This procedure's running time is proportional to the size of the relational model rather than the size of the domain. Moreover, we show that this computational procedure is equivalent to sychronous loopy belief propagation. This enables a dramatic speedup in inference and learning time. We use this procedure to learn relational MRFs for capturing the joint distribution of large protein-protein interaction networks.

We present the mixture-of-parents maximum entropy Markov model (MoP-MEMM), a class of directed graphical models extending MEMMs. The MoP-MEMM allows tractable incorporation of long-range dependencies between nodes by restricting the conditional distribution of each node to be a mixture of distributions given the parents. We show how to efficiently compute the exact marginal posterior node distributions, regardless of the range of the dependencies. This enables us to model non-sequential correlations present within text documents, as well as between interconnected documents, such as hyperlinked web pages. We apply the MoP-MEMM to a named entity recognition task and a web page classification task. In each, our model shows significant improvement over the basic MEMM, and is competitive with other long-range sequence models that use approximate inference.

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a nonlinear program, leveraging powerful existing nonlinear optimization techniques for solving the problem. While existing solvers only guarantee locally optimal solutions, we show that our formulation produces higher quality controllers than the state-of-the-art approach. We also incorporate a shared source of randomness in the form of a correlation device to further increase solution quality with only a limited increase in space and time. Our experimental results show that nonlinear optimization can be used to provide high quality, concise solutions to decentralized decision problems under uncertainty.