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 monte-carlo simulation


AlphaBeta is not as good as you think: a simple random games model for a better analysis of deterministic game-solving algorithms

Boige, Raphaël, Boumaza, Amine, Scherrer, Bruno

arXiv.org Artificial Intelligence

Deterministic game-solving algorithms are conventionally analyzed in the light of their average-case complexity against a distribution of random game-trees, where leaf values are independently sampled from a fixed distribution. This simplified model enables uncluttered mathematical analysis, revealing two key properties: root value distributions asymptotically collapse to a single fixed value for finite-valued trees, and all reasonable algorithms achieve global optimality. However, these findings are artifacts of the model's design: its long criticized independence assumption strips games of structural complexity, producing trivial instances where no algorithm faces meaningful challenges. To address this limitation, we introduce a simple probabilistic model that incrementally constructs game-trees using a fixed level-wise conditional distribution. By enforcing ancestor dependencies, a critical structural feature of real-world games, our framework generates problems with adjustable difficulty while retaining some form of analytical tractability. For several algorithms, including AlphaBeta and Scout, we derive recursive formulas characterizing their average-case complexities under this model. These allow us to rigorously compare algorithms on deep game-trees, where Monte-Carlo simulations are no longer feasible. While asymptotically, all algorithms seem to converge to identical branching factor (a result analogous to that of independence-based models), deep finite trees reveal stark differences: AlphaBeta incurs a significantly larger constant multiplicative factor compared to algorithms like Scout, leading to a substantial practical slowdown. Our framework sheds new light on classical game-solving algorithms, offering rigorous evidence and analytical tools to advance the understanding of these methods under a richer, more challenging, and yet tractable model.


Partially Observable Monte-Carlo Graph Search

You, Yang, Thomas, Vincent, Schutz, Alex, Skilton, Robert, Hawes, Nick, Buffet, Olivier

arXiv.org Artificial Intelligence

Currently, large partially observable Markov decision processes (POMDPs) are often solved by sampling-based online methods which interleave planning and execution phases. However, a pre-computed offline policy is more desirable in POMDP applications with time or energy constraints. But previous offline algorithms are not able to scale up to large POMDPs. In this article, we propose a new sampling-based algorithm, the partially observable Monte-Carlo graph search (POMCGS) to solve large POMDPs offline. Different from many online POMDP methods, which progressively develop a tree while performing (Monte-Carlo) simulations, POMCGS folds this search tree on the fly to construct a policy graph, so that computations can be drastically reduced, and users can analyze and validate the policy prior to embedding and executing it. Moreover, POMCGS, together with action progressive widening and observation clustering methods provided in this article, is able to address certain continuous POMDPs. Through experiments, we demonstrate that POMCGS can generate policies on the most challenging POMDPs, which cannot be computed by previous offline algorithms, and these policies' values are competitive compared with the state-of-the-art online POMDP algorithms.


Efficient Neural SDE Training using Wiener-Space Cubature

Snow, Luke, Krishnamurthy, Vikram

arXiv.org Artificial Intelligence

A neural stochastic differential equation (SDE) is an SDE with drift and diffusion terms parametrized by neural networks. The training procedure for neural SDEs consists of optimizing the SDE vector field (neural network) parameters to minimize the expected value of an objective functional on infinite-dimensional path-space. Existing training techniques focus on methods to efficiently compute path-wise gradients of the objective functional with respect to these parameters, then pair this with Monte-Carlo simulation to estimate the expectation, and stochastic gradient descent to optimize. In this work we introduce a novel training technique which bypasses and improves upon Monte-Carlo simulation; we extend results in the theory of Wiener-space cubature to approximate the expected objective functional by a weighted sum of deterministic ODE solutions. This allows us to compute gradients by efficient ODE adjoint methods. Furthermore, we exploit a high-order recombination scheme to drastically reduce the number of ODE solutions necessary to achieve a reasonable approximation. We show that this Wiener-space cubature approach can surpass the O(1/sqrt(n)) rate of Monte-Carlo simulation, or the O(log(n)/n) rate of quasi-Monte-Carlo, to achieve a O(1/n) rate under reasonable assumptions.


On-line Policy Improvement using Monte-Carlo Search

Tesauro, Gerald, Galperin, Gregory R.

arXiv.org Artificial Intelligence

We present a Monte-Carlo simulation algorithm for real-time policy improvement of an adaptive controller. In the Monte-Carlo simulation, the long-term expected reward of each possible action is statistically measured, using the initial policy to make decisions in each step of the simulation. The action maximizing the measured expected reward is then taken, resulting in an improved policy. Our algorithm is easily parallelizable and has been implemented on the IBM SP1 and SP2 parallel-RISC supercomputers. We have obtained promising initial results in applying this algorithm to the domain of backgammon. Results are reported for a wide variety of initial policies, ranging from a random policy to TD-Gammon, an extremely strong multi-layer neural network. In each case, the Monte-Carlo algorithm gives a substantial reduction, by as much as a factor of 5 or more, in the error rate of the base players. The algorithm is also potentially useful in many other adaptive control applications in which it is possible to simulate the environment.


Distributionally Robust Inverse Reinforcement Learning for Identifying Multi-Agent Coordinated Sensing

Snow, Luke, Krishnamurthy, Vikram

arXiv.org Artificial Intelligence

We derive a minimax distributionally robust inverse reinforcement learning (IRL) algorithm to reconstruct the utility functions of a multi-agent sensing system. Specifically, we construct utility estimators which minimize the worst-case prediction error over a Wasserstein ambiguity set centered at noisy signal observations. We prove the equivalence between this robust estimation and a semi-infinite optimization reformulation, and we propose a consistent algorithm to compute solutions. We illustrate the efficacy of this robust IRL scheme in numerical studies to reconstruct the utility functions of a cognitive radar network from observed tracking signals.


A novel image space formalism of Fourier domain interpolation neural networks for noise propagation analysis

Dawood, Peter, Breuer, Felix, Homolya, Istvan, Stebani, Jannik, Gram, Maximilian, Jakob, Peter M., Zaiss, Moritz, Blaimer, Martin

arXiv.org Artificial Intelligence

Purpose: To develop an image space formalism of multi-layer convolutional neural networks (CNNs) for Fourier domain interpolation in MRI reconstructions and analytically estimate noise propagation during CNN inference. Theory and Methods: Nonlinear activations in the Fourier domain (also known as k-space) using complex-valued Rectifier Linear Units are expressed as elementwise multiplication with activation masks. This operation is transformed into a convolution in the image space. After network training in k-space, this approach provides an algebraic expression for the derivative of the reconstructed image with respect to the aliased coil images, which serve as the input tensors to the network in the image space. This allows the variance in the network inference to be estimated analytically and to be used to describe noise characteristics. Monte-Carlo simulations and numerical approaches based on auto-differentiation were used for validation. The framework was tested on retrospectively undersampled invivo brain images. Results: Inferences conducted in the image domain are quasi-identical to inferences in the k-space, underlined by corresponding quantitative metrics. Noise variance maps obtained from the analytical expression correspond with those obtained via Monte-Carlo simulations, as well as via an auto-differentiation approach. The noise resilience is well characterized, as in the case of classical Parallel Imaging. Komolgorov-Smirnov tests demonstrate Gaussian distributions of voxel magnitudes in variance maps obtained via Monte-Carlo simulations. Conclusion: The quasi-equivalent image space formalism for neural networks for k-space interpolation enables fast and accurate description of the noise characteristics during CNN inference, analogous to geometry-factor maps in traditional parallel imaging methods.


PL-CVIO: Point-Line Cooperative Visual-Inertial Odometry

Zhang, Yanyu, Zhu, Pengxiang, Ren, Wei

arXiv.org Artificial Intelligence

Low-feature environments are one of the main Achilles' heels of geometric computer vision (CV) algorithms. In most human-built scenes often with low features, lines can be considered complements to points. In this paper, we present a multi-robot cooperative visual-inertial navigation system (VINS) using both point and line features. By utilizing the covariance intersection (CI) update within the multi-state constraint Kalman filter (MSCKF) framework, each robot exploits not only its own point and line measurements, but also constraints of common point and common line features observed by its neighbors. The line features are parameterized and updated by utilizing the Closest Point representation. The proposed algorithm is validated extensively in both Monte-Carlo simulations and a real-world dataset. The results show that the point-line cooperative visual-inertial odometry (PL-CVIO) outperforms the independent MSCKF and our previous work CVIO in both low-feature and rich-feature environments.


Gotta match 'em all: Solution diversification in graph matching matched filters

Li, Zhirui, Johnson, Ben, Sussman, Daniel L., Priebe, Carey E., Lyzinski, Vince

arXiv.org Machine Learning

We present a novel approach for finding multiple noisily embedded template graphs in a very large background graph. Our method builds upon the graph-matching-matched-filter technique proposed in Sussman et al., with the discovery of multiple diverse matchings being achieved by iteratively penalizing a suitable node-pair similarity matrix in the matched filter algorithm. In addition, we propose algorithmic speed-ups that greatly enhance the scalability of our matched-filter approach. We present theoretical justification of our methodology in the setting of correlated Erdos-Renyi graphs, showing its ability to sequentially discover multiple templates under mild model conditions. We additionally demonstrate our method's utility via extensive experiments both using simulated models and real-world dataset, include human brain connectomes and a large transactional knowledge base.


Environmental Sampling with the Boustrophedon Decomposition Algorithm

He, Hannah, Norby, Joe, Wang, Sean, Sihota, Natasha, Hoelen, Thomas P., Lowry, Gregory V., Johnson, Aaron M.

arXiv.org Artificial Intelligence

Abstract-- The automation of data collection via mobile robots holds promise for increasing the efficacy of environmental investigations, but requires the system to autonomously determine how to sample the environment while avoiding obstacles. Downsampling these paths can result in feasible plans at the expense of distribution estimation accuracy. This work explores this tradeoff between distribution accuracy and path length for the boustrophedon decomposition algorithm. We quantify algorithm performance by computing metrics for accuracy and path length in a Monte-Figure 1: An example environment for autonomous sampling. These results demonstrate how intelligent deployment of the boustrophedon algorithm can effectively guide autonomous environmental sampling. These algorithms must be able to Environmental sampling is the process of extracting information appropriately cover the area of interest with measurements from a given environment by collecting measurements to estimate the underlying contaminant distribution or locate at different locations and analyzing the data. They must example, environmental sampling has been used for mineral also ensure that the robot is able to feasibly traverse the prospecting [1], characterization of algae blooms [2], and air resulting path, and therefore must reason about obstacles particle monitoring [3].


Multicollinearity Correction and Combined Feature Effect in Shapley Values

Basu, Indranil, Maji, Subhadip

arXiv.org Machine Learning

Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the importance of each feature in a model, at the row level. In other words, Shapley values represent the importance of a feature for a particular row, especially for Classification or Regression problems. One of the biggest limitations of Shapley vales is that, Shapley value calculations assume all the features are uncorrelated (independent of each other), this assumption is often incorrect. To address this problem, we present a unified framework to calculate Shapley values with correlated features. To be more specific, we do an adjustment (Matrix formulation) of the features while calculating Independent Shapley values for the rows. Moreover, we have given a Mathematical proof against the said adjustments. With these adjustments, Shapley values (Importance) for the features become independent of the correlations existing between them. We have also enhanced this adjustment concept for more than features. As the Shapley values are additive, to calculate combined effect of two features, we just have to add their individual Shapley values. This is again not right if one or more of the features (used in the combination) are correlated with the other features (not in the combination). We have addressed this problem also by extending the correlation adjustment for one feature to multiple features in the said combination for which Shapley values are determined. Our implementation of this method proves that our method is computationally efficient also, compared to original Shapley method.