Bayesian Inference
Probabilistic inverse reinforcement learning in unknown environments
Tossou, Aristide C. Y., Dimitrakakis, Christos
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for inverse reinforcement learning in known MDPs to the case of unknown dynamics or opponents. We do this by deriving two simplified probabilistic models of the demonstrator's policy and utility. For tractability, we use maximum a posteriori estimation rather than full Bayesian inference. Under a flat prior, this results in a convex optimisation problem. We find that the resulting algorithms are highly competitive against a variety of other methods for inverse reinforcement learning that do have knowledge of the dynamics.
On-line Bayesian parameter estimation in general non-linear state-space models: A tutorial and new results
Tulsyan, Aditya, Huang, Biao, Gopaluni, R. Bhushan, Forbes, J. Fraser
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.
A Kernel Density Estimate-Based Approach to Component Goodness Modeling
Cardoso, Nuno (University of Porto / HASLab - INESC Tec) | Abreu, Rui (University of Porto / HASLab - INESC Tec)
Intermittent fault localization approaches account for the fact that faulty components may fail intermittently by considering a parameter (known as goodness) that quantifies the probability that faulty components may still exhibit correct behavior. Current, state-of-the-art approaches (1) assume that this goodness probability is context independent and (2) do not provide means for integrating past diagnosis experience in the diagnostic mechanism. In this paper, we present a novel approach, coined Non-linear Feedback-based Goodness Estimate (NFGE), that uses kernel density estimations (KDE) to address such limitations. We evaluated the approach with both synthetic and real data, yielding lower estimation errors, thus increasing the diagnosis performance.
Using Bayesian Networks for Daily Activity Prediction
Nazerfard, Ehsan (Washington State University) | Cook, Diane J. (Washington State University)
In spite of the significant work that has been done todiscover and recognize activities in the smart home re-search, less attention has been paid to predict the futureactivities that the resident is likely to perform. An ac-tivity prediction module can play a major role in designof a smart home. For instance, by taking advantage ofan activity prediction module, a smart home can learncontext-aware rules to prompt individuals to initiate im-portant activities. In this paper, we propose an activityprediction approach using Bayesian networks. We pro-pose a novel two-step inference process to predict thenext activity features and then to predict the next activ-ity label. We also propose an approach to predict thestart time of the next activity which is based on model-ing the relative start time of the predicted activity usinga continuous normal distribution and outlier detection.We evaluate our proposed models using real data col-lected from two smart home apartments.
Using Bayesian Networks to Model a Poker Player
Heiberg, Andrew (University of California, San Diego)
Opponents are characterized by a Bayesian network intended to guide Monte-Carlo Tree Search through the game tree of No-Limit Texas Hold'em Poker. By using a probabilistic model of opponents, the network is able to integrate all available sources of information, including the infrequent revelations of hidden beliefs. These revelations are biased, and as such are difficult to incorporate into action prediction. The proposed network mitigates this bias via the expectation maximization algorithm and a probabilistic characterization of the hidden variables that generate observations.
From Interest to Function: Location Estimation in Social Media
Chen, Yan (Beihang University) | Zhao, Jichang (Beihang University) | Hu, Xia (Arizona State University) | Zhang, Xiaoming (Beihang University) | Li, Zhoujun (Beihang University) | Chua, Tat-Seng (National University of Singapore)
Recent years have witnessed the tremendous development of social media, which attracts a vast number of Internet users. The high-dimension content generated by these users provides an unique opportunity to understand their behavior deeply. As one of the most fundamental topics, location estimation attracts more and more research efforts. Different from the previous literature, we find that user's location is strongly related to user interest. Based on this, we first build a detection model to mine user interest from short text. We then establish the mapping between location function and user interest before presenting an efficient framework to predict the user's location with convincing fidelity. Thorough evaluations and comparisons on an authentic data set show that our proposed model significantly outperforms the state-of-the-arts approaches. Moreover, the high efficiency of our model also guarantees its applicability in real-world scenarios.
GiSS: Combining Gibbs Sampling and SampleSearch for Inference in Mixed Probabilistic and Deterministic Graphical Models
Venugopal, Deepak (The University of Texas at Dallas) | Gogate, Vibhav (The University of Texas at Dallas)
Mixed probabilistic and deterministic graphical models are ubiquitous in real-world applications. Unfortunately, Gibbs sampling, a popular MCMC technique, does not converge to the correct answers in presence of determinism and therefore cannot be used for inference in such models. In this paper, we propose to remedy this problem by combining Gibbs sampling with SampleSearch, an advanced importance sampling technique which leverages complete SAT/CSP solvers to generate high quality samples from hard deterministic spaces. We call the resulting algorithm, GiSS. Unlike Gibbs sampling which yields unweighted samples, GiSS yields weighted samples. Computing these weights exactly can be computationally expensive and therefore we propose several approximations. We show that our approximate weighting schemes yield consistent estimates and demonstrate experimentally that GiSS is competitive in terms of accuracy with state-of-the-art algorithms such as SampleSearch, MC-SAT and Belief propagation.
A Hierarchical Aspect-Sentiment Model for Online Reviews
Kim, Suin (KAIST) | Zhang, Jianwen (Microsoft Research Asia) | Chen, Zheng (Microsoft Research Asia) | Oh, Alice (KAIST) | Liu, Shixia (Microsoft Research Asia)
To help users quickly understand the major opinions from massive online reviews, it is important to automatically reveal the latent structure of the aspects, sentiment polarities, and the association between them. However, there is little work available to do this effectively. In this paper, we propose a hierarchical aspect sentiment model (HASM) to discover a hierarchical structure of aspect-based sentiments from unlabeled online reviews. In HASM, the whole structure is a tree. Each node itself is a two-level tree, whose root represents an aspect and the children represent the sentiment polarities associated with it. Each aspect or sentiment polarity is modeled as a distribution of words. To automatically extract both the structure and parameters of the tree, we use a Bayesian nonparametric model, recursive Chinese Restaurant Process (rCRP), as the prior and jointly infer the aspect-sentiment tree from the review texts. Experiments on two real datasets show that our model is comparable to two other hierarchical topic models in terms of quantitative measures of topic trees. It is also shown that our model achieves better sentence-level classification accuracy than previously proposed aspect-sentiment joint models.
Approximate Bayesian Inference for Reconstructing Velocities of Migrating Birds from Weather Radar
Sheldon, Daniel (University of Massachusetts Amherst) | Farnsworth, Andrew (Cornell Lab of Ornithology) | Irvine, Jed W. (Oregon State University) | Doren, Benjamin Van (Cornell University) | Webb, Kevin F. (Cornell Lab of Ornithology) | Dietterich, Thomas G. (Oregon State University) | Kelling, Steve (Cornell Lab of Ornithology)
Archived data from the WSR-88D network of weather radars in the US hold detailed information about the continent-scale migratory movements of birds over the last 20 years. However, significant technical challenges must be overcome to understand this information and harness its potential for science and conservation. We present an approximate Bayesian inference algorithm to reconstruct the velocity fields of birds migrating in the vicinity of a radar station. This is part of a larger project to quantify bird migration at large scales using weather radar data.
Complexity of Inferences in Polytree-shaped Semi-Qualitative Probabilistic Networks
Campos, Cassio Polpo de (Dalle Molle Institute for Artificial Intelligence) | Cozman, Fabio Gagliardi (University of Sao Paulo)
Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the Bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that inferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is constructive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynomial-time algorithm for SQPNs. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.