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Carnegie Mellon University


Learning and Utilizing Interaction Patterns among Neighborhood-Based Heuristics

AAAI Conferences

This paper proposes a method for learning and utilizing potentially useful interaction patterns among neighborhood-based heuristics. It is built upon a previously proposed framework designed for facilitating the task of combining multiple neighborhood-based heuristics. Basically, an algorithm derived from this framework will operate by chaining the heuristics in a pipelined fashion. Conceptually, we can view this framework as an algorithmic template that contains two user-defined components: 1) the policy H for selecting heuristics, and 2) the policy L for choosing the length of the pipeline that chains the selected heuristics. In this paper, we will develop a method that automatically derives a policy H by analyzing the experience collected from running a baseline algorithm. This analysis will distill potentially useful patterns of interactions among heuristics, and give an estimate for the frequency of using each pattern. The empirical results on three problem domains show the effectiveness of the proposed approach.


A-MHA*: Anytime Multi-Heuristic A*

AAAI Conferences

Designing good heuristic functions for graph search requires adequate domain knowledge. It is often easy to design heuristics that perform well and correlate with the underlying true cost-to-go values in certain parts of the search space but these may not be admissible throughout the domain thereby affecting the optimality guarantees of the search. Bounded suboptimal search using several of such partially good but inadmissible heuristics was developed in Multi-Heuristic A* (MHA*). Although MHA* leverages multiple inadmissible heuristics to potentially generate a faster suboptimal solution, the original version does not improve the solution over time. It is an one shot algorithm that requires careful setting of inflation factors to obtain a desired one time solution. In this work, we tackle this issue by extending MHA* to an anytime version that finds a feasible suboptimal solution quickly and continually improve it until time runs out. Our work is inspired from the Anytime Repairing A* (ARA*) algorithm. We prove that our precise adaptation of ARA* concepts in the MHA* framework preserves the original suboptimal and completeness guarantees and enhances MHA* to perform in an anytime fashion. Furthermore, we report the performance of A-MHA* in 3-D path planning domain and sliding tiles puzzle and compare against MHA* and other anytime algorithms.


Intuitive, Reliable Plans with Contingencies: Planning with Safety Nets for Landmark-Based Routing

AAAI Conferences

We are interested in the problem of providing intuitive instructions for human agents to enable reliable navigation in unknown environments. Since the advent of GPS and digital maps, a common approach is to visually provide a planned path on a digital map defined in terms of actions to take at specific junctions. However, this approach relies on the agent to constantly and accurately localize itself. Furthermore, it comes in stark contrast to the way humans provide instructions—by leveraging known landmarks in the environment to both augment the description of the planned path as well as to allow to detect when the agent deviated from the planned path. Hence, there is need for assurable means of localization, an intuitive way of compactly conveying directions to agents and a systematic approach to account for human errors. To this end, our key insight is to employ known landmarks in the environment to overcome these challenges. We formally model this intuitive way to use landmarks for conveying instructions and for creating contingency plans. We present experiments demonstrating the efficacy of our approach both on synthetic environments as well as on realworld maps, computed using a smart-phone iOS application that we developed.


Visual Attention Model for Cross-Sectional Stock Return Prediction and End-to-End Multimodal Market Representation Learning

AAAI Conferences

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those within the same sector. In this paper we propose a general-purpose market representation that incorporates fundamental and technical indicators and relationships between individual stocks. We treat the daily stock market as a ‘market image’ where rows (grouped by market sector) represent individual stocks and columns represent indicators. We apply a convolutional neural network over this market image to build market features in a hierarchical way. We use a recurrent neural network, with an attention mechanism over the market feature maps, to model temporal dynamics in the market. We show that our proposed model outperforms strong baselines in both short-term and long-term stock return prediction tasks. We also show another use for our market image: to construct concise and dense market embeddings suitable for downstream prediction tasks.


Reports of the Workshops of the 32nd AAAI Conference on Artificial Intelligence

AI Magazine

The AAAI-18 workshop program included 15 workshops covering a wide range of topics in AI. Workshops were held Sunday and Monday, February 2–7, 2018, at the Hilton New Orleans Riverside in New Orleans, Louisiana, USA. This report contains summaries of the Affective Content Analysis workshop; the Artificial Intelligence Applied to Assistive Technologies and Smart Environments; the AI and Marketing Science workshop; the Artificial Intelligence for Cyber Security workshop; the AI for Imperfect-Information Games; the Declarative Learning Based Programming workshop; the Engineering Dependable and Secure Machine Learning Systems workshop; the Health Intelligence workshop; the Knowledge Extraction from Games workshop; the Plan, Activity, and Intent Recognition workshop; the Planning and Inference workshop; the Preference Handling workshop; the Reasoning and Learning for Human-Machine Dialogues workshop; and the the AI Enhanced Internet of Things Data Processing for Intelligent Applications workshop.


Reports of the AAAI 2017 Fall Symposium Series

AI Magazine

The AAAI 2017 Fall Symposium Series was held Thursday through Saturday, November 9–11, at the Westin Arlington Gateway in Arlington, Virginia, adjacent to Washington, DC. The titles of the six symposia were Artificial Intelligence for Human-Robot Interaction; Cognitive Assistance in Government and Public Sector Applications; Deep Models and Artificial Intelligence for Military Applications: Potentials, Theories, Practices, Tools and Risks; Human-Agent Groups: Studies, Algorithms and Challenges; Natural Communication for Human-Robot Collaboration; and A Standard Model of the Mind. The highlights of each symposium (except the Natural Communication for Human-Robot Collaboration symposium, whose organizers did not submit a report) are presented in this report.


Orthogonal Weight Normalization: Solution to Optimization Over Multiple Dependent Stiefel Manifolds in Deep Neural Networks

AAAI Conferences

Orthogonal matrix has shown advantages in training Recurrent Neural Networks (RNNs), but such matrix is limited to be square for the hidden-to-hidden transformation in RNNs. In this paper, we generalize such square orthogonal matrix to orthogonal rectangular matrix and formulating this problem in feed-forward Neural Networks (FNNs) as Optimization over Multiple Dependent Stiefel Manifolds (OMDSM). We show that the orthogonal rectangular matrix can stabilize the distribution of network activations and regularize FNNs. We propose a novel orthogonal weight normalization method to solve OMDSM. Particularly, it constructs orthogonal transformation over proxy parameters to ensure the weight matrix is orthogonal. To guarantee stability, we minimize the distortions between proxy parameters and canonical weights over all tractable orthogonal transformations. In addition, we design orthogonal linear module (OLM) to learn orthogonal filter banks in practice, which can be used as an alternative to standard linear module. Extensive experiments demonstrate that by simply substituting OLM for standard linear module without revising any experimental protocols, our method improves the performance of the state-of-the-art networks, including Inception and residual networks on CIFAR and ImageNet datasets.


Approximation-Variance Tradeoffs in Facility Location Games

AAAI Conferences

We revisit the well-studied problem of constructing strategyproof approximation mechanisms for facility location games, but offer a fundamentally new perspective by considering risk averse designers. Specifically, we are interested in the tradeoff between a randomized strategyproof mechanism's approximation ratio, and its variance (which has long served as a proxy for risk). When there is just one facility, we observe that the social cost objective is trivial, and derive the optimal tradeoff with respect to the maximum cost objective. When there are multiple facilities, the main challenge is the social cost objective, and we establish a surprising impossibility result: under mild assumptions, no smooth approximation-variance tradeoff exists. We also discuss the implications of our work for computational mechanism design at large.


Efficient K-Shot Learning With Regularized Deep Networks

AAAI Conferences

Feature representations from pre-trained deep neural networks have been known to exhibit excellent generalization and utility across a variety of related tasks. Fine-tuning is by far the simplest and most widely used approach that seeks to exploit and adapt these feature representations to novel tasks with limited data. Despite the effectiveness of fine-tuning, it is often sub-optimal and requires very careful optimization to prevent severe over-fitting to small datasets. The problem of sub-optimality and overfitting, is due in part to the large number of parameters used in a typical deep convolutional neural network. To address these problems, we propose a simple yet effective regularization method for fine-tuning pre-trained deep networks for the task of k-shot learning. To prevent overfitting, our key strategy is to cluster the model parameters while ensuring intra-cluster similarity and inter-cluster diversity of the parameters, effectively regularizing the dimensionality of the parameter search space. In particular, we identify groups of neurons within each layer of a deep network that shares similar activation patterns. When the network is to be fine-tuned for a classification task using only k examples, we propagate a single gradient to all of the neuron parameters that belong to the same group. The grouping of neurons is non-trivial as neuron activations depend on the distribution of the input data. To efficiently search for optimal groupings conditioned on the input data, we propose a reinforcement learning search strategy using recurrent networks to learn the optimal group assignments for each network layer. Experimental results show that our method can be easily applied to several popular convolutional neural networks and improve upon other state-of-the-art fine-tuning based k-shot learning strategies by more than 10%.


Robust Stackelberg Equilibria in Extensive-Form Games and Extension to Limited Lookahead

AAAI Conferences

Stackelberg equilibria have become increasingly important as a solution concept in computational game theory, largely inspired by practical problems such as security settings. In practice, however, there is typically uncertainty regarding the model about the opponent. This paper is, to our knowledge, the first to investigate Stackelberg equilibria under uncertainty in extensive-form games, one of the broadest classes of game. We introduce robust Stackelberg equilibria, where the uncertainty is about the opponent’s payoffs, as well as ones where the opponent has limited lookahead and the uncertainty is about the opponent’s node evaluation function. We develop a new mixed-integer program for the deterministic limited-lookahead setting. We then extend the program to the robust setting for Stackelberg equilibrium under unlimited and under limited lookahead by the opponent. We show that for the specific case of interval uncertainty about the opponent’s payoffs (or about the opponent’s node evaluations in the case of limited lookahead), robust Stackelberg equilibria can be computed with a mixed-integer program that is of the same asymptotic size as that for the deterministic setting.