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 Learning Graphical Models






AdaptiveOnlinePacking-guidedSearchforPOMDPs

Neural Information Processing Systems

Thepartially observableMarkovdecision process (POMDP) provides ageneral framework for modeling an agent's decision process with state uncertainty, and online planning plays a pivotal role in solving it. A belief is a distribution of states representing state uncertainty. Methods forlarge-scale POMDP problems rely on the same idea of sampling both states and observations.




An Algorithm for Learning Switched Linear Dynamics from Data Guillaume Berger Monal Narasimhamurthy

Neural Information Processing Systems

We present an algorithm for learning switched linear dynamical systems in discrete time from noisy observations of the system's full state or output. Switched linear systems use multiple linear dynamical modes to fit the data within some desired tolerance. They arise quite naturally in applications to robotics and cyberphysical systems. Learning switched systems from data is a NP-hard problem that is nearly identical to the k-linear regression problem of fitting k > 1 linear models to the data. A direct mixed-integer linear programming (MILP) approach yields time complexity that is exponential in the number of data points. In this paper, we modify the problem formulation to yield an algorithm that is linear in the size of the data while remaining exponential in the number of state variables and the desired number of modes. To do so, we combine classic ideas from the ellipsoidal method for solving convex optimization problems, and well-known oracle separation results in non-smooth optimization. We demonstrate our approach on a set of microbenchmarks and a few interesting real-world problems. Our evaluation suggests that the benefits of this algorithm can be made practical even against highly optimized off-the-shelf MILP solvers.