Bayesian Reinforcement Learning has generated substantial interest recently, as it provides an elegant solution to the exploration-exploitation trade-off in reinforce- ment learning. Our goal is to extend these ideas to the more general Partially Observable MDP (POMDP) framework, where the state is a hidden variable. To address this problem, we in- troduce a new mathematical model, the Bayes-Adaptive POMDP. This new model allows us to (1) improve knowledge of the POMDP domain through interaction with the environment, and (2) plan optimal sequences of actions which can trade- off between improving the model, identifying the state, and gathering reward. We show how the model can be finitely approximated while preserving the value func- tion.

Planning in partially observable environments remains a challenging problem, despite significant recent advances in offline approximation techniques. A few online methods have also been proposed recently, and proven to be remarkably scalable, but without the theoretical guarantees of their offline counterparts. Thus it seems natural to try to unify offline and online techniques, preserving the theoretical properties of the former, and exploiting the scalability of the latter. In this paper, we provide theoretical guarantees on an anytime algorithm for POMDPs which aims to reduce the error made by approximate offline value iteration algorithms through the use of an efficient online searching procedure. The algorithm uses search heuristics based on an error analysis of lookahead search, to guide the online search towards reachable beliefs with the most potential to reduce error.

We explore a new Bayesian model for probabilistic grammars, a family of distributions over discrete structures that includes hidden Markov models and probabilistic context-free grammars. Our model extends the correlated topic model framework to probabilistic grammars, exploiting the logistic normal distribution as a prior over the grammar parameters. We derive a variational EM algorithm for that model, and then experiment with the task of unsupervised grammar induction for natural language dependency parsing. We show that our model achieves superior results over previous models that use different priors.

Neural activity is non-stationary and varies across time. Hidden Markov Models (HMMs) have been used to track the state transition among quasi-stationary discrete neural states. Within this context, independent Poisson models have been used for the output distribution of HMMs; hence, the model is incapable of tracking the change in correlation without modulating the firing rate. To achieve this, we applied a multivariate Poisson distribution with correlation terms for the output distribution of HMMs. We formulated a Variational Bayes (VB) inference for the model.

We present a mixture model whose components are Restricted Boltzmann Machines (RBMs). This possibility has not been considered before because computing the partition function of an RBM is intractable, which appears to make learning a mixture of RBMs intractable as well. Surprisingly, when formulated as a third-order Boltzmann machine, such a mixture model can be learned tractably using contrastive divergence. The energy function of the model captures three-way interactions among visible units, hidden units, and a single hidden multinomial unit that represents the cluster labels. The distinguishing feature of this model is that, unlike other mixture models, the mixing proportions are not explicitly parameterized.

Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirected Markov chains to model complex hierarchical, nested Markov processes. It is parameterised in a discriminative framework and has polynomial time algorithms for learning and inference. Importantly, we develop efficient algorithms for learning and constrained inference in a partially-supervised setting, which is important issue in practice where labels can only be obtained sparsely. We demonstrate the HSCRF in two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. We show that the HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.

The Temporal Restricted Boltzmann Machine (TRBM) is a probabilistic model for sequences that is able to successfully model (i.e., generate nice-looking samples of) several very high dimensional sequences, such as motion capture data and the pixels of low resolution videos of balls bouncing in a box. The major disadvantage of the TRBM is that exact inference is extremely hard, since even computing a Gibbs update for a single variable of the posterior is exponentially expensive. This difficulty has necessitated the use of a heuristic inference procedure, that nonetheless was accurate enough for successful learning. In this paper we introduce the Recurrent TRBM, which is a very slight modification of the TRBM for which exact inference is very easy and exact gradient learning is almost tractable. We demonstrate that the RTRBM is better than an analogous TRBM at generating motion capture and videos of bouncing balls.

Classical Game Theoretic approaches that make strong rationality assumptions have difficulty modeling observed behaviour in Economic games of human subjects. We investigate the role of finite levels of iterated reasoning and non-selfish utility functions in a Partially Observable Markov Decision Process model that incorporates Game Theoretic notions of interactivity. We invert the generative process for a recognition model that is used to classify 200 subjects playing an Investor-Trustee game against randomly matched opponents.

Our setting is a Partially Observable Markov Decision Process with continuous state, observation and action spaces. Decisions are based on a Particle Filter for estimating the belief state given past observations. We consider a policy gradient approach for parameterized policy optimization. For that purpose, we investigate sensitivity analysis of the performance measure with respect to the parameters of the policy, focusing on Finite Difference (FD) techniques. We show that the naive FD is subject to variance explosion because of the non-smoothness of the resampling procedure.

Compressive Sensing (CS) combines sampling and compression into a single sub-Nyquist linear measurement process for sparse and compressible signals. In this paper, we extend the theory of CS to include signals that are concisely represented in terms of a graphical model. In particular, we use Markov Random Fields (MRFs) to represent sparse signals whose nonzero coefficients are clustered. Our new model-based reconstruction algorithm, dubbed Lattice Matching Pursuit (LaMP), stably recovers MRF-modeled signals using many fewer measurements and computations than the current state-of-the-art algorithms.