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.

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.

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.

Teh, Yee W., Jordan, Michael I., Beal, Matthew J., Blei, David M.

We propose the hierarchical Dirichlet process (HDP), a nonparametric Bayesian model for clustering problems involving multiple groups of data. Each group of data is modeled with a mixture, with the number of components being open-ended and inferred automatically by the model. Further, components can be shared across groups, allowing dependencies across groups to be modeled effectively as well as conferring generalization tonew groups. Such grouped clustering problems occur often in practice, e.g. in the problem of topic discovery in document corpora. We report experimental results on three text corpora showing the effective and superior performance of the HDP over previous models.

Changye, Wu, Robert, Christian P.

Markov chain Monte Carlo (MCMC) algorithm, a generic sampling method, is ubiquitous in modern statistics, especially in Bayesian fields. MCMC algorithms require only the evaluation of the target pointwise, up to a multiple constant, in order to sample from it. In Bayesian analysis, the object of main interest is the posterior, which is not in closed form in general, and MCMC has become a standard tool in this domain. However, MCMC is difficult to scale and its applications are limited when the observation size is very large, for it needs to sweep over the entire observations set in order to evaluate the likelihood function at each iteration. Recently, many methods have been proposed to better scale MCMC algorithms for big data sets and these can be roughly classified into two groups Bardenet et al. (2017): divide-and-conquer methods and subsampling-based methods. For divide-and-conquer methods, one splits the whole data set into subsets, runs MCMC over each subset to generate samples of parameters and combine these to produce an approximation of the true posterior. Depending on how MCMC is handled over the subsets, these methods can be further classified into two sub-categories.