state cost
Weyl Calculus and Exactly Solvable Schr\"{o}dinger Bridges with Quadratic State Cost
Teter, Alexis M. H., Wang, Wenqing, Halder, Abhishek
Schr\"{o}dinger bridge--a stochastic dynamical generalization of optimal mass transport--exhibits a learning-control duality. Viewed as a stochastic control problem, the Schr\"{o}dinger bridge finds an optimal control policy that steers a given joint state statistics to another while minimizing the total control effort subject to controlled diffusion and deadline constraints. Viewed as a stochastic learning problem, the Schr\"{o}dinger bridge finds the most-likely distribution-valued trajectory connecting endpoint distributional observations, i.e., solves the two point boundary-constrained maximum likelihood problem over the manifold of probability distributions. Recent works have shown that solving the Schr\"{o}dinger bridge problem with state cost requires finding the Markov kernel associated with a reaction-diffusion PDE where the state cost appears as a state-dependent reaction rate. We explain how ideas from Weyl calculus in quantum mechanics, specifically the Weyl operator and the Weyl symbol, can help determine such Markov kernels. We illustrate these ideas by explicitly finding the Markov kernel for the case of quadratic state cost via Weyl calculus, recovering our earlier results but avoiding tedious computation with Hermite polynomials.
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Bayesian Inverse Reinforcement Learning for Collective Animal Movement
Schafer, Toryn L. J., Wikle, Christopher K., Hooten, Mevin B.
Agent-based methods allow for defining simple rules that generate complex group behaviors. The governing rules of such models are typically set a priori and parameters are tuned from observed behavior trajectories. Instead of making simplifying assumptions across all anticipated scenarios, inverse reinforcement learning provides inference on the short-term (local) rules governing long term behavior policies by using properties of a Markov decision process. We use the computationally efficient linearly-solvable Markov decision process to learn the local rules governing collective movement for a simulation of the self propelled-particle (SPP) model and a data application for a captive guppy population. The estimation of the behavioral decision costs is done in a Bayesian framework with basis function smoothing. We recover the true costs in the SPP simulation and find the guppies value collective movement more than targeted movement toward shelter.
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- Information Technology > Artificial Intelligence > Representation & Reasoning > Agents (1.00)
- Information Technology > Artificial Intelligence > Machine Learning > Reinforcement Learning (1.00)
- Information Technology > Artificial Intelligence > Representation & Reasoning > Uncertainty > Bayesian Inference (0.48)
- Information Technology > Artificial Intelligence > Machine Learning > Learning Graphical Models > Directed Networks > Bayesian Learning (0.48)