Learning Graphical Models
Run-Time Improvement of Point-Based POMDP Policies
Wang, Minlue (University of Birmingham) | Dearden, Richard (University of Birmingham)
The most successful recent approaches to partially observable Markov decision problem (POMDP) solving have largely been point-based approximation algorithms. These work by selecting a finite number of belief points, computing alpha-vectors for those points, and using the resulting policy everywhere. However, if during execution the belief state is far from the points, there is no guarantee that the policy will be good. This case occurs either when the points are chosen poorly or there are too few points to capture the whole optimal policy, for example in domains where there are many low probability transitions, such as faults or exogenous events. In this paper we explore the use of an on-line plan repair approach to overcome this difficulty. The idea is to split computation between off-line plan creation and, if necessary, on-line plan repair. We evaluate a variety of heuristics used to determine when plan repair might be useful, and then repair the plan by sampling a small number of additional belief points and recomputing the policy. We show in several domains that the approach is more effective than either off-line planning alone even with much more computation time, or a purely on-line planning based on forward search. We also show that the overhead of checking the heuristics is very small when replanning is unnecessary.
Conditional Restricted Boltzmann Machines for Negotiations in Highly Competitive and Complex Domains
Chen, Siqi (Maastricht University) | Ammar, Haitham Bou (Maastricht University) | Tuyls, Karl (Maastricht University) | Weiss, Gerhard (Maastricht University)
Learning in automated negotiations, while useful, is hard because of the indirect way the target function can be observed and the limited amount of experience available to learn from. This paper proposes two novel opponent modeling techniques based on deep learning methods. Moreover, to improve the learning efficacy of negotiating agents, the second approach is also capable of transferring knowledge efficiently between negotiation tasks. Transfer is conducted by automatically mapping the source knowledge to the target in a rich feature space. Experiments show that using these techniques the proposed strategies outperform existing state-of-the-art agents in highly competitive and complex negotiation domains. Furthermore, the empirical game theoretic analysis reveals the robustness of the proposed strategies.
Adaptive Thresholding in Structure Learning of a Bayesian Network
Lerner, Boaz (Ben-Gurion University of the Negev) | Afek, Michal (Ben-Gurion University of the Negev) | Bojmel, Rafi (Ben-Gurion University of the Negev)
Thresholding a measure in conditional independence (CI) tests using a fixed value enables learning and removing edges as part of learning a Bayesian network structure. However, the learned structure is sensitive to the threshold that is commonly selected: 1) arbitrarily; 2) irrespective of characteristics of the domain; and 3) fixed for all CI tests. We analyze the impact on mutual information – a CI measure – of factors, such as sample size, degree of variable dependence, and variables’ cardinalities. Following, we suggest to adaptively threshold individual tests based on the factors. We show that adaptive thresholds better distinguish between pairs of dependent variables and pairs of independent variables and enable learning structures more accurately and quickly than when using fixed thresholds.
Interactive Value Iteration for Markov Decision Processes with Unknown Rewards
Weng, Paul (LIP6, UPMC) | Zanuttini, Bruno (University of Caen)
To tackle the potentially hard task of defining the reward function in a Markov Decision Process, we propose a new approach, based on Value Iteration, which interweaves the elicitation and optimization phases. We assume that rewards whose numeric values are unknown can only be ordered, and that a tutor is present to help comparing sequences of re- wards. We first show how the set of possible reward functions for a given preference relation can be rep- resented as a polytope. Then our algorithm, called Interactive Value Iteration, searches for an optimal policy while refining its knowledge about the pos- sible reward functions, by querying a tutor when necessary. We prove that the number of queries needed before finding an optimal policy is upper- bounded by a polynomial in the size of the problem, and we present experimental results which demon- strate that our approach is efficient in practice.
Interactive POMDP Lite: Towards Practical Planning to Predict and Exploit Intentions for Interacting with Self-Interested Agents
Hoang, Trong Nghia (National University of Singapore) | Low, Kian Hsiang (National University of Singapore)
A key challenge in non-cooperative multi-agent systems is that of developing efficient planning algorithms for intelligent agents to interact and perform effectively among boundedly rational, self-interested agents (e.g., humans). The practicality of existing works addressing this challenge is being undermined due to either the restrictive assumptions of the other agents' behavior, the failure in accounting for their rationality, or the prohibitively expensive cost of modeling and predicting their intentions. To boost the practicality of research in this field, we investigate how intention prediction can be efficiently exploited and made practical in planning, thereby leading to efficient intention-aware planning frameworks capable of predicting the intentions of other agents and acting optimally with respect to their predicted intentions. We show that the performance losses incurred by the resulting planning policies are linearly bounded by the error of intention prediction. Empirical evaluations through a series of stochastic games demonstrate that our policies can achieve better and more robust performance than the state-of-the-art algorithms.
Annealed Importance Sampling for Structure Learning in Bayesian Networks
Niinimäki, Teppo Mikael (University of Helsinki) | Koivisto, Mikko (University of Helsinki)
We present a new sampling approach to Bayesian learning of the Bayesian network structure. Like some earlier sampling methods, we sample linear orders on nodes rather than directed acyclic graphs (DAGs). The key difference is that we replace the usual Markov chain Monte Carlo (MCMC) method by the method of annealed importance sampling (AIS). We show that AIS is not only competitive to MCMC in exploring the posterior, but also superior to MCMC in two ways: it enables easy and efficient parallelization, due to the independence of the samples, and lower-bounding of the marginal likelihood of the model with good probabilistic guarantees. We also provide a principled way to correct the bias due to order-based sampling, by implementing a fast algorithm for counting the linear extensions of a given partial order.
Optimally Solving Dec-POMDPs as Continuous-State MDPs
Dibangoye, Jilles Steeve (INRIA) | Amato, Christopher (Massachusetts Institute of Technology) | Buffet, Olivier (INRIA) | Charpillet, Francois (INRIA)
Optimally solving decentralized partially observable Markov decision processes (Dec-POMDPs) is a hard combinatorial problem. Current algorithms search through the space of full histories for each agent. Because of the doubly exponential growth in the number of policies in this space as the planning horizon increases, these methods quickly become intractable. However, in real world problems, computing policies over the full history space is often unnecessary. True histories experienced by the agents often lie near a structured, low-dimensional manifold embedded into the history space. We show that by transforming a Dec-POMDP into a continuous-state MDP, we are able to find and exploit these low-dimensional representations. Using this novel transformation, we can then apply powerful techniques for solving POMDPs and continuous-state MDPs. By combining a general search algorithm and dimension reduction based on feature selection, we introduce a novel approach to optimally solve problems with significantly longer planning horizons than previous methods.
Scalable Dynamic Nonparametric Bayesian Models of Content and Users
Ahmed, Amr (Research at Google) | Xing, Eric P. (Carnegie Mellon University)
Online content have become an important medium to disseminate information and express opinions. With their proliferation, users are faced with the problem of missing the big picture in a sea of irrelevant and/or diverse content. In this paper, we addresses the problem of information organization of online document collections, and provide algorithms that create a structured representation of the otherwise unstructured content. We leverage the expressiveness of latent probabilistic models (e.g., topic models) and non-parametric Bayes techniques (e.g., Dirichlet processes), and give online and distributed inference algorithms that scale to terabyte datasets and adapt the inferred representation with the arrival of new documents. This paper is an extended abstract of the 2012 ACM SIGKDD best doctoral dissertation award of Ahmed [2011].
Adaptive Management of Migratory Birds Under Sea Level Rise
Nicol, Samuel (CSIRO Ecosystem Sciences) | Buffet, Olivier (LORIA/INRIA, Universite de Lorraine) | Iwamura, Takuya (Stanford University) | Chades, Iadine (CSIRO Ecosystem Sciences)
The best practice method for managing ecological systems under uncertainty is adaptive management (AM), an iterative process of reducing uncertainty while simultaneously optimizing a management objective. Existing solution methods used for AM problems assume that the system dynamics are stationary, i.e., described by one of a set of pre-defined models. In reality ecological systems are rarely stationary and evolve over time. Importantly, the effects of climate change on populations are unlikely to be captured by stationary models. Practitioners need efficient algorithms to implement AM on real-world problems. AM can be formulated as a hidden model Markov Decision Process (hmMDP), which allows the state space to be factored and shows promise for the rapid resolution of large problems. We provide an ecological dataset and performance metrics for the AM of a network of shorebird species utilizing the East Asian-Australasian flyway given uncertainty about the rate of sea level rise. The non-stationary system is modelled as a stationary POMDP containing hidden alternative models with known probabilities of transition between them. We challenge the POMDP community to exploit the simplifications allowed by structuring the AM problem as an hmMDP and improve our benchmark solutions.
Online Expectation Maximization for Reinforcement Learning in POMDPs
Liu, Miao (Duke University) | Liao, Xuejun (Duke University) | Carin, Lawrence (Duke University)
We present online nested expectation maximization for model-free reinforcement learning in a POMDP. The algorithm evaluates the policy only in the current learning episode, discarding the episode after the evaluation and memorizing the sufficient statistic, from which the policy is computed in closed-form. As a result, the online algorithm has a time complexity O ( n ) and a memory complexity O (1), compared to O ( n 2 ) and O ( n ) for the corresponding batch-mode algorithm, where $n$ is the number of learning episodes. The online algorithm, which has a provable convergence, is demonstrated on five benchmark POMDP problems.