Statistical Learning
Formulating LUTI Calibration as an Optimisation Problem: Estimation of Tranus Shadow Price and Substitution Parameters
Capelle, Thomas (Inria and Université Grenoble Alpes) | Sturm, Peter (Inria and Université Grenoble Alpes) | Vidard, Arthur (Inria and Université Grenoble Alpes) | Morton, Brian (University of North Carolina at Chapel Hill)
Cities and their employment catchment areas are focus points of economic activity, transportation, and social interactions. The need for land use and transport inte- grated modelling (LUTI modelling) as a decision aid tool in urban planning, has become apparent. Instanti- ating such models on cities, requires a substantial data collection, model structuring and parameter estimation effort; for conciseness, the latter is referred to here as calibration. This work is a partial effort towards the integrated calibration of LUTI models. It considers one of the most widely used LUTI models and softwares, Tranus. The usual calibration approach for Tranus is briefly reviewed. It is then reformulated as an optimisa- tion problem, in order to make it amenable to the sys- tematic incorporation of constraints on parameters and additional data and to form a clear basis for future fully integrated calibration. The problem at hand concerns a dynamic system; an approach is shown how to “elimi- nate” parts of the dynamics in order to ease the param- eter optimisation. We also discuss how to validate cali- bration results and propose to use synthetic data gener- ated from real world problems in order to assess conver- gence properties and accuracy of calibration methods.
Coarse Models for Bird Migrations Using Clustering and Non-Stationary Markov Chains
Jain, Nitin (Georgia Institute of Technology) | Dilkina, Bistra (Georgia Institute of Technology)
While great strides have been made in collecting presence data and developing accurate species distribution models, much less is known about the migratory process that guides the spatio-temporal changes in distributions for migrating species, especially birds. In this work, we address a challenging inference task, where given only aggregate and noisy data of the volume of birds for each spatial pixel and time window, we predict the likely transition links with their associated probabilities. We propose a framework to build such migration networks for different bird species and present a real world example of constructing a network using our approach.
Forecasting Uncertainty in Electricity Demand
Wijaya, Tri Kurniawan (EPFL) | Sinn, Mathieu (IBM Research) | Chen, Bei (IBM Research)
Generalized Additive Models (GAM) are a widely popular class of regression models to forecast electricity demand, due to their high accuracy, flexibility and interpretability. However, the residuals of the fitted GAM are typically heteroscedastic and leptokurtic caused by the nature of energy data. In this paper we propose a novel approach to estimate the time-varying conditional variance of the GAM residuals, which we call the GAM2 algorithm. It allows utility companies and network operators to assess the uncertainty of future electricity demand and incorporate it into their planning processes. The basic idea of our algorithm is to apply another GAM to the squared residuals to explain the dependence of uncertainty on exogenous variables. Empirical evidence shows that the residuals rescaled by the estimated conditional variance are approximately normal. We combine our modeling approach with online learning algorithms that adjust for dynamic changes in the distributions of demand. We illustrate our method by a case study on data from RTE, the operator of the French transmission grid.
A Unified View of Large-Scale Zero-Sum Equilibrium Computation
Waugh, Kevin (Carnegie Mellon University) | Bagnell, James Andrew (Carnegie Mellon University)
The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and seemingly different approaches emerged---one an application of no-regret online learning, the other a sophisticated gradient method applied to a convex-concave saddle-point formulation. Since then, both approaches have grown in relative isolation with advancements on one side not effecting the other. In this paper, we rectify this by dissecting and, in a sense, unify the two views.
Discovering Hotspots and Coldspots of Species Richness in eBird Data
Moore, Travis (Oregon State University) | Wong, Weng-Keen (Oregon State University)
Quantifying biodiversity is an important task related to ecological research. One way to measure biodiversity is through species richness, which measures the number of unique species found in an area. Recently, citizen science biodiversity datasets such as eBird allow the calculation of species richness over an unprecedented spatial and temporal extent. However, several confounding factors associated with the unstructured observation process, such as observer effort, affect the number of species reported by citizen scientists. In this work, we develop an algorithm for discovering hotspots and coldspots of species richness using eBird data while accounting for these confounding factors.
Sustainable Building Design: A Challenge at the Intersection of Machine Learning and Design Optimization
Gilan, Siamak Safarzadegan (Georgia Institute of Technology) | Dilkina, Bistra (Georgia Institute of Technology)
Residential and commercial buildings are responsible for about 40% of primary energy consumption in the United States, hence improving their energy efficiency could have important sustainability benefits. The design of a building has tremendous effect on its energy profile, and recently there has been an increased interest in developing optimization methods that support the design of high performance buildings. Previous approaches are either based on simulation optimization or on training an accurate predictive model that is queried during the optimization. We propose a method that more tightly integrates the machine learning and optimization components, by employing active learning during optimization. In particular, we use a Gaussian Process (GP) model for the prediction and active learning and multi-objective genetic algorithm NSGA-II for the optimization. We develop a comprehensive and publicly available benchmark for building design optimization. We evaluate 5 machine learning approaches on our dataset, and show that the GP model is competitive, in addition to being well-suited for the active learning setting. We compare our optimization approach against the 2-stage approach and simulation optimization. Our results show that our approach produces solutions at the Pareto frontier compared to the other two approaches, while using only a fraction of the simulations and time.
Solving Games with Functional Regret Estimation
Waugh, Kevin (Carnegie Mellon University) | Morrill, Dustin (University of Alberta) | Bagnell, James Andrew (Carnegie Mellon University) | Bowling, Michael (University of Alberta)
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these estimates in place of the true regrets to define a sequence of policies. We prove the approach sound by providing a bound relating the quality of the function approximation and regret of the algorithm. A corollary being that the method is guaranteed to converge to a Nash equilibrium in self-play so long as the regrets are ultimately realizable by the function approximator. Our technique can be understood as a principled generalization of existing work on abstraction in large games; in our work, both the abstraction as well as the equilibrium are learned during self-play. We demonstrate empirically the method achieves higher quality strategies than state-of-the-art abstraction techniques given the same resources.
Decision-Theoretic Clustering of Strategies
Bard, Nolan (University of Alberta) | Nicholas, Deon (University of Waterloo) | Szepesvári, Csaba (University of Alberta) | Bowling, Michael (University of Alberta)
Clustering agents by their behaviour can be crucial for building effective agent models. Traditional clustering typically aims to group entities together based on a distance metric, where a desirable clustering is one where the entities in a cluster are spatially close together. Instead, one may desire to cluster based on actionability, or the capacity for the clusters to suggest how an agent should respond to maximize their utility with respect to the entities. Segmentation problems examine this decision-theoretic clustering task. Although finding optimal solutions to these problems is computationally hard, greedy-based approximation algorithms exist. However, in settings where the agent has a combinatorially large number of candidate responses whose utilities must be considered, these algorithms are often intractable. In this work, we show that in many cases the utility function can be factored to allow for an efficient greedy algorithm even when there are exponentially large response spaces. We evaluate our technique theoretically, proving approximation bounds, and empirically using extensive-form games by clustering opponent strategies in toy poker games. Our results demonstrate that these techniques yield dramatically improved clusterings compared to a traditional distance-based clustering approach in terms of both subjective quality and utility obtained by responding to the clusters.
Contract Bridge Bidding by Learning
Ho, Chun-Yen (National Taiwan University) | Lin, Hsuan-Tien (National Taiwan University)
Contract bridge is an example of an incomplete information game for which computers typically do not perform better than expert human bridge players. In particular, the typical bidding decisions of human bridge players are difficult to mimic with a computer program, and thus automatic bridge bidding remains to be a challenging research problem. Currently, the possibility of automatic bidding without mimicking human players has not been fully studied. In this work, we take an initiative to study such a possibility for the specific problem of bidding without competition. We propose a novel learning framework to let a computer program learn its own bidding decisions. The framework transforms the bidding problem into a learning problem, and then solves the problem with a carefully designed model that consists of cost-sensitive classifiers and upper-confidence-bound algorithms. We validate the proposed model and find that it performs competitively to the champion computer bridge program that mimics human bidding decisions.
Real-Time Optimal Selection of Multirobot Coalition Formation Algorithms Using Conceptual Clustering
Sen, Sayan Dev (Vanderbilt University) | Adams, Julie Ann (Vanderbilt University)
The presented framework is the The multirobot coalition formation problem seeks to intelligently first to leverage a conceptual clustering technique to partition partition a team of heterogeneous robots into any set of coalition formation algorithms in order to derive coalitions for a set of real-world tasks. Besides being N Pan optimal hierarchy classification tree, given any classification complete (Sandholm et al. 1999), the problem is also hard taxonomy. The results contribute to the state-ofthe-art to approximate (Service and Adams 2011a). Traditional approaches in multiagent systems by demonstrating the existence to solving the problem include a number of greedy of crucial patterns and intricate relationships among existing algorithms (Shehory and Kraus 1998; Vig and Adams coalition algorithms.