1,153 research outputs found
Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning
Many problems in sequential decision making and stochastic control often have
natural multiscale structure: sub-tasks are assembled together to accomplish
complex goals. Systematically inferring and leveraging hierarchical structure,
particularly beyond a single level of abstraction, has remained a longstanding
challenge. We describe a fast multiscale procedure for repeatedly compressing,
or homogenizing, Markov decision processes (MDPs), wherein a hierarchy of
sub-problems at different scales is automatically determined. Coarsened MDPs
are themselves independent, deterministic MDPs, and may be solved using
existing algorithms. The multiscale representation delivered by this procedure
decouples sub-tasks from each other and can lead to substantial improvements in
convergence rates both locally within sub-problems and globally across
sub-problems, yielding significant computational savings. A second fundamental
aspect of this work is that these multiscale decompositions yield new transfer
opportunities across different problems, where solutions of sub-tasks at
different levels of the hierarchy may be amenable to transfer to new problems.
Localized transfer of policies and potential operators at arbitrary scales is
emphasized. Finally, we demonstrate compression and transfer in a collection of
illustrative domains, including examples involving discrete and continuous
statespaces.Comment: 86 pages, 15 figure
Probabilistic Methodology and Techniques for Artefact Conception and Development
The purpose of this paper is to make a state of the art on probabilistic methodology and techniques for artefact conception and development. It is the 8th deliverable of the BIBA (Bayesian Inspired Brain and Artefacts) project. We first present the incompletness problem as the central difficulty that both living creatures and artefacts have to face: how can they perceive, infer, decide and act efficiently with incomplete and uncertain knowledge?. We then introduce a generic probabilistic formalism called Bayesian Programming. This formalism is then used to review the main probabilistic methodology
and techniques. This review is organized in 3 parts: first the probabilistic models from Bayesian networks to Kalman filters and from sensor fusion to CAD systems, second the inference techniques and finally the learning and model acquisition and comparison methodologies. We conclude with the perspectives of the BIBA project as they rise from this state of the art
Sensor Selection in High-Dimensional Gaussian Trees with Nuisances
We consider the sensor selection problem on multivariate Gaussian distributions where only a \emph{subset} of latent variables is of inferential interest. For pairs of vertices connected by a unique path in the graph, we show that there exist decompositions of nonlocal mutual information into local information measures that can be computed efficiently from the output of message passing algorithms. We integrate these decompositions into a computationally efficient greedy selector where the computational expense of quantification can be distributed across nodes in the network. Experimental results demonstrate the comparative efficiency of our algorithms for sensor selection in high-dimensional distributions. We additionally derive an online-computable performance bound based on augmentations of the relevant latent variable set that, when such a valid augmentation exists, is applicable for \emph{any} distribution with nuisances.United States. Defense Advanced Research Projects Agency (Mathematics of Sensing, Exploitation and Execution
Hierarchical Reinforcement Learning with the MAXQ Value Function Decomposition
This paper presents the MAXQ approach to hierarchical reinforcement learning
based on decomposing the target Markov decision process (MDP) into a hierarchy
of smaller MDPs and decomposing the value function of the target MDP into an
additive combination of the value functions of the smaller MDPs. The paper
defines the MAXQ hierarchy, proves formal results on its representational
power, and establishes five conditions for the safe use of state abstractions.
The paper presents an online model-free learning algorithm, MAXQ-Q, and proves
that it converges wih probability 1 to a kind of locally-optimal policy known
as a recursively optimal policy, even in the presence of the five kinds of
state abstraction. The paper evaluates the MAXQ representation and MAXQ-Q
through a series of experiments in three domains and shows experimentally that
MAXQ-Q (with state abstractions) converges to a recursively optimal policy much
faster than flat Q learning. The fact that MAXQ learns a representation of the
value function has an important benefit: it makes it possible to compute and
execute an improved, non-hierarchical policy via a procedure similar to the
policy improvement step of policy iteration. The paper demonstrates the
effectiveness of this non-hierarchical execution experimentally. Finally, the
paper concludes with a comparison to related work and a discussion of the
design tradeoffs in hierarchical reinforcement learning.Comment: 63 pages, 15 figure
Accelerating Reinforcement Learning by Composing Solutions of Automatically Identified Subtasks
This paper discusses a system that accelerates reinforcement learning by
using transfer from related tasks. Without such transfer, even if two tasks are
very similar at some abstract level, an extensive re-learning effort is
required. The system achieves much of its power by transferring parts of
previously learned solutions rather than a single complete solution. The system
exploits strong features in the multi-dimensional function produced by
reinforcement learning in solving a particular task. These features are stable
and easy to recognize early in the learning process. They generate a
partitioning of the state space and thus the function. The partition is
represented as a graph. This is used to index and compose functions stored in a
case base to form a close approximation to the solution of the new task.
Experiments demonstrate that function composition often produces more than an
order of magnitude increase in learning rate compared to a basic reinforcement
learning algorithm
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Econometrics: A bird's eye view
As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly over the past few decades. Major advances have taken place in the analysis of cross sectional data by means of semi-parametric and non-parametric techniques. Heterogeneity of economic relations across individuals, firms and industries is increasingly acknowledge and attempts have been made to take them into account either by integrating out their effects or by modeling the sources of heterogeneity when suitable panel data exists. The counterfactual considerations that underlie policy analysis and treatment evaluation have been given a more satisfactory foundation. New time series econometric techniques have been developed and employed extensively in the areas of macroeconometrics and finance. Non-linear econometric techniques are used increasingly in the analysis of cross section and time series observations. Applications of Bayesian techniques to econometric problems have been given new impetus largely thanks to advances in computer power and computational techniques. The use of Bayesian techniques have in turn provided the investigators with a unifying framework where the tasks and forecasting, decision making, model evaluation and learning can be considered as parts of the same interactive and iterative process; thus paving the way for establishing the foundation of the "real time econometrics". This paper attempts to provide an overview of some of these developments
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