Stochastic Shortest Path with Energy Constraints in POMDPs

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize the expected total cost until the target set is reached. We extend the traditional framework of POMDPs to model energy consumption, which represents a hard constraint. The energy levels may increase and decrease with transitions, and the hard constraint requires that the energy level must remain positive in all steps till the target is reached. First, we present a novel algorithm for solving POMDPs with energy levels, developing on existing POMDP solvers and using RTDP as its main method. Our second contribution is related to policy representation. For larger POMDP instances the policies computed by existing solvers are too large to be understandable. We present an automated procedure based on machine learning techniques that automatically extracts important decisions of the policy allowing us to compute succinct human readable policies. Finally, we show experimentally that our algorithm performs well and computes succinct policies on a number of POMDP instances from the literature that were naturally enhanced with energy levels.Comment: Technical report accompanying a paper published in proceedings of AAMAS 201

Parameter Identification in a Probabilistic Setting

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g. through a measurement, by connecting it to Bayes's theorem. The unknown quantity is modelled as a (may be high-dimensional) random variable. Such a description has two constituents, the measurable function and the measure. One group of methods is identified as updating the measure, the other group changes the measurable function. We connect both groups with the relatively recent methods of functional approximation of stochastic problems, and introduce especially in combination with the second group of methods a new procedure which does not need any sampling, hence works completely deterministically. It also seems to be the fastest and more reliable when compared with other methods. We show by example that it also works for highly nonlinear non-smooth problems with non-Gaussian measures.Comment: 29 pages, 16 figure

Quantitative Regular Expressions for Arrhythmia Detection Algorithms

Motivated by the problem of verifying the correctness of arrhythmia-detection algorithms, we present a formalization of these algorithms in the language of Quantitative Regular Expressions. QREs are a flexible formal language for specifying complex numerical queries over data streams, with provable runtime and memory consumption guarantees. The medical-device algorithms of interest include peak detection (where a peak in a cardiac signal indicates a heartbeat) and various discriminators, each of which uses a feature of the cardiac signal to distinguish fatal from non-fatal arrhythmias. Expressing these algorithms' desired output in current temporal logics, and implementing them via monitor synthesis, is cumbersome, error-prone, computationally expensive, and sometimes infeasible. In contrast, we show that a range of peak detectors (in both the time and wavelet domains) and various discriminators at the heart of today's arrhythmia-detection devices are easily expressible in QREs. The fact that one formalism (QREs) is used to describe the desired end-to-end operation of an arrhythmia detector opens the way to formal analysis and rigorous testing of these detectors' correctness and performance. Such analysis could alleviate the regulatory burden on device developers when modifying their algorithms. The performance of the peak-detection QREs is demonstrated by running them on real patient data, on which they yield results on par with those provided by a cardiologist.Comment: CMSB 2017: 15th Conference on Computational Methods for Systems Biolog

Finite-state Strategies in Delay Games (full version)

What is a finite-state strategy in a delay game? We answer this surprisingly non-trivial question by presenting a very general framework that allows to remove delay: finite-state strategies exist for all winning conditions where the resulting delay-free game admits a finite-state strategy. The framework is applicable to games whose winning condition is recognized by an automaton with an acceptance condition that satisfies a certain aggregation property. Our framework also yields upper bounds on the complexity of determining the winner of such delay games and upper bounds on the necessary lookahead to win the game. In particular, we cover all previous results of that kind as special cases of our uniform approach