We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006b) allows to express the exact partition function Z of a graphical model as a finite sum of terms that can be evaluated once the belief propagation (BP) solution is known. In general, full summation over all correction terms is intractable. We develop an algorithm for the approach presented in Chertkov et al. (2008) which represents an efficient truncation scheme on planar graphs and a new representation of the series in terms of Pfaffians of matrices. We analyze in detail both the loop series and the Pfaffian series for models with binary variables and pairwise interactions, and show that the first term of the Pfaffian series can provide very accurate approximations. The algorithm outperforms previous truncation schemes of the loop series and is competitive with other state-of-the-art methods for approximate inference.

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm performance-loss bounds for DPP in the presence of approximation/estimation error. The bounds are expressed in terms of the l\infty-norm of the average accumulated error as opposed to the l\infty-norm of the error in the case of the standard approximate value iteration (AVI) and the approximate policy iteration (API). This suggests that DPP can achieve a better performance than AVI and API since it averages out the simulation noise caused by Monte-Carlo sampling throughout the learning process. We examine this theoretical results numerically by com- paring the performance of the approximate variants of DPP with existing reinforcement learning (RL) methods on different problem domains. Our results show that, in all cases, DPP-based algorithms outperform other RL methods by a wide margin.