Panella, Alessandro (University of Illinois at Chicago)

When operating in stochastic, partially observable, multiagent settings, it is crucial to accurately predict the actions of other agents. In my thesis work, I propose methodologies for learning the policy of external agents from their observed behavior, in the form of finite state controllers. To perform this task, I adopt Bayesian learning algorithms based on nonparametric prior distributions, that provide the flexibility required to infer models of unknown complexity. These methods are to be embedded in decision making frameworks for autonomous planning in partially observable multiagent systems.

We analyze the asymptotic behavior of agents engaged in an infinite horizon partially observable stochastic game as formalized by the interactive POMDP framework. We show that when agents' initial beliefs satisfy a truth compatibility condition, their behavior converges to a subjective ɛ-equilibrium in a finite time, and subjective equilibrium in the limit. This result is a generalization of a similar result in repeated games, to partially observable stochastic games. However, it turns out that the equilibrating process is difficult to demonstrate computationally because of the difficulty in coming up with initial beliefs that are both natural and satisfy the truth compatibility condition. Our results, therefore, shed some negative light on using equilibria as a solution concept for decision making in partially observable stochastic games.

Wang, Nan, Melchior, Jan, Wiskott, Laurenz

We present a theoretical analysis of Gaussian-binary restricted Boltzmann machines (GRBMs) from the perspective of density models. The key aspect of this analysis is to show that GRBMs can be formulated as a constrained mixture of Gaussians, which gives a much better insight into the model's capabilities and limitations. We show that GRBMs are capable of learning meaningful features both in a two-dimensional blind source separation task and in modeling natural images. Further, we show that reported difficulties in training GRBMs are due to the failure of the training algorithm rather than the model itself. Based on our analysis we are able to propose several training recipes, which allowed successful and fast training in our experiments. Finally, we discuss the relationship of GRBMs to several modifications that have been proposed to improve the model.

Holsclaw, Tracy, Greene, Arthur M., Robertson, Andrew W., Smyth, Padhraic

Discrete-time hidden Markov models are a broadly useful class of latent-variable models with applications in areas such as speech recognition, bioinformatics, and climate data analysis. It is common in practice to introduce temporal non-homogeneity into such models by making the transition probabilities dependent on time-varying exogenous input variables via a multinomial logistic parametrization. We extend such models to introduce additional non-homogeneity into the emission distribution using a generalized linear model (GLM), with data augmentation for sampling-based inference. However, the presence of the logistic function in the state transition model significantly complicates parameter inference for the overall model, particularly in a Bayesian context. To address this we extend the recently-proposed Polya-Gamma data augmentation approach to handle non-homogeneous hidden Markov models (NHMMs), allowing the development of an efficient Markov chain Monte Carlo (MCMC) sampling scheme. We apply our model and inference scheme to 30 years of daily rainfall in India, leading to a number of insights into rainfall-related phenomena in the region. Our proposed approach allows for fully Bayesian analysis of relatively complex NHMMs on a scale that was not possible with previous methods. Software implementing the methods described in the paper is available via the R package NHMM.

Saeedi, Ardavan, Bouchard-côté, Alexandre

We introduce the Gamma-Exponential Process (GEP), a prior over a large family ofcontinuous time stochastic processes. A hierarchical version of this prior (HGEP; the Hierarchical GEP) yields a useful model for analyzing complex time series. Models based on HGEPs display many attractive properties: conjugacy, exchangeability and closed-form predictive distribution for the waiting times, and exact Gibbs updates for the time scale parameters. After establishing these properties, weshow how posterior inference can be carried efficiently using Particle MCMC methods [1]. This yields a MCMC algorithm that can resample entire sequences atomicallywhile avoiding the complications of introducing slice and stick auxiliary variables of the beam sampler [2]. We applied our model to the problem of estimating the disease progression in multiple sclerosis [3], and to RNA evolutionary modeling[4]. In both domains, we found that our model outperformed the standard rate matrix estimation approach.