How, Jonathan
Collective Online Learning via Decentralized Gaussian Processes in Massive Multi-Agent Systems
Hoang, Trong Nghia, Hoang, Quang Minh, Low, Kian Hsiang, How, Jonathan
Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical distributed system is usually implemented with a central server that collects data statistics from multiple independent machines operating on different subsets of data to build a global analytic model. This centralized communication architecture however exposes a single choke point for operational failure and places severe bottlenecks on the server's communication and computation capacities as it has to process a growing volume of communication from a crowd of learning agents. To mitigate these bottlenecks, this paper introduces a novel Collective Online Learning Gaussian Process framework for massive distributed systems that allows each agent to build its local model, which can be exchanged and combined efficiently with others via peer-to-peer communication to converge on a global model of higher quality. Finally, our empirical results consistently demonstrate the efficiency of our framework on both synthetic and real-world datasets.
Dynamic Clustering Algorithms via Small-Variance Analysis of Markov Chain Mixture Models
Campbell, Trevor, Kulis, Brian, How, Jonathan
Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning algorithms that capture much of the flexibility of Bayesian nonparametric inference algorithms, but are simpler to implement and less computationally expensive. Past work on small-variance analysis of Bayesian nonparametric inference algorithms has exclusively considered batch models trained on a single, static dataset, which are incapable of capturing time evolution in the latent structure of the data. This work presents a small-variance analysis of the maximum a posteriori filtering problem for a temporally varying mixture model with a Markov dependence structure, which captures temporally evolving clusters within a dataset. Two clustering algorithms result from the analysis: D-Means, an iterative clustering algorithm for linearly separable, spherical clusters; and SD-Means, a spectral clustering algorithm derived from a kernelized, relaxed version of the clustering problem. Empirical results from experiments demonstrate the advantages of using D-Means and SD-Means over contemporary clustering algorithms, in terms of both computational cost and clustering accuracy.
Batch-iFDD for Representation Expansion in Large MDPs
Geramifard, Alborz, Walsh, Thomas J., Roy, Nicholas, How, Jonathan
Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch incremental feature dependency discovery (Batch-iFDD) as an MP method that inherits a provable convergence property. Additionally, Batch-iFDD does not require a large pool of features, leading to lower computational complexity. Empirical policy evaluation results across three domains with up to one million states highlight the scalability of Batch-iFDD over the previous state of the art MP algorithm.
Actor-Critic Policy Learning in Cooperative Planning
Redding, Joshua (Massachusetts Institute of Technology) | Geramifard, Alborz (Massachusetts Institute of Technology) | How, Jonathan (Massachusetts Institute of Technology)
In this paper, we introduce a method for learning and adapting cooperative control strategies in real-time stochastic domains. Our framework is an instance of the intelligent cooperative control architecture (iCCA). The agent starts by following the "safe" plan calculated by the planning module and incrementally adapting the policy to maximize rewards. Actor-critic and consensus-based bundle algorithm (CBBA) were employed as the building blocks of the iCCA framework. We demonstrate the performance of our approach by simulating limited fuel unmanned aerial vehicles aiming for stochastic targets. The integrated framework boosted the optimality of the solution by 10 percent compared to running each of the modules individually.