Patrascu, Relu
Direct value-approximation for factored MDPs
Schuurmans, Dale, Patrascu, Relu
We present a simple approach for computing reasonable policies for factored Markov decision processes (MDPs), when the optimal value function can be approximated by a compact linear form. Our method is based on solving a single linear program that approximates the best linear fit to the optimal value function. By applying an efficient constraint generation procedure we obtain an iterative solution method that tackles concise linear programs. This direct linear programming approach experimentally yields a significant reduction in computation time over approximate value-and policy-iteration methods (sometimes reducing several hours to a few seconds). However, the quality of the solutions produced by linear programming is weaker-usually about twice the approximation error for the same approximating class. Nevertheless, the speed advantage allows one to use larger approximation classes to achieve similar error in reasonable time.
Direct value-approximation for factored MDPs
Schuurmans, Dale, Patrascu, Relu
Sequentially Fitting ``Inclusive'' Trees for Inference in Noisy-OR Networks
Frey, Brendan J., Patrascu, Relu, Jaakkola, Tommi, Moran, Jodi
Exact inference in large, richly connected noisy-OR networks is intractable, and most approximate inference algorithms tend to concentrate on a small number of most probable configurations of the hidden variables under the posterior. We presented an "inclusive" variational method for bipartite noisy-OR networks that favors including all probable configurations, at the cost of including some improbable configurations. The method fits a tree to the posterior distribution sequentially, i.e., one observation at a time. Results on an ensemble of QMR-DT type networks show that the method performs better than local probability propagation and a variational upper bound for ranking most probable diseases.
Sequentially Fitting ``Inclusive'' Trees for Inference in Noisy-OR Networks
Frey, Brendan J., Patrascu, Relu, Jaakkola, Tommi, Moran, Jodi
Forexample, in medical diagnosis, the presence of a symptom can be expressed as a noisy-OR of the diseases that may cause the symptom - on some occasions, a disease may fail to activate the symptom. Inference in richly-connected noisy-OR networks is intractable, butapproximate methods (e .g., variational techniques) are showing increasing promise as practical solutions. One problem withmost approximations is that they tend to concentrate on a relatively small number of modes in the true posterior, ignoring otherplausible configurations of the hidden variables.