13,270 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
Perseus: Randomized Point-based Value Iteration for POMDPs
Partially observable Markov decision processes (POMDPs) form an attractive
and principled framework for agent planning under uncertainty. Point-based
approximate techniques for POMDPs compute a policy based on a finite set of
points collected in advance from the agents belief space. We present a
randomized point-based value iteration algorithm called Perseus. The algorithm
performs approximate value backup stages, ensuring that in each backup stage
the value of each point in the belief set is improved; the key observation is
that a single backup may improve the value of many belief points. Contrary to
other point-based methods, Perseus backs up only a (randomly selected) subset
of points in the belief set, sufficient for improving the value of each belief
point in the set. We show how the same idea can be extended to dealing with
continuous action spaces. Experimental results show the potential of Perseus in
large scale POMDP problems
Anytime Point-Based Approximations for Large POMDPs
The Partially Observable Markov Decision Process has long been recognized as
a rich framework for real-world planning and control problems, especially in
robotics. However exact solutions in this framework are typically
computationally intractable for all but the smallest problems. A well-known
technique for speeding up POMDP solving involves performing value backups at
specific belief points, rather than over the entire belief simplex. The
efficiency of this approach, however, depends greatly on the selection of
points. This paper presents a set of novel techniques for selecting informative
belief points which work well in practice. The point selection procedure is
combined with point-based value backups to form an effective anytime POMDP
algorithm called Point-Based Value Iteration (PBVI). The first aim of this
paper is to introduce this algorithm and present a theoretical analysis
justifying the choice of belief selection technique. The second aim of this
paper is to provide a thorough empirical comparison between PBVI and other
state-of-the-art POMDP methods, in particular the Perseus algorithm, in an
effort to highlight their similarities and differences. Evaluation is performed
using both standard POMDP domains and realistic robotic tasks
Distributed Detection and Estimation in Wireless Sensor Networks
In this article we consider the problems of distributed detection and
estimation in wireless sensor networks. In the first part, we provide a general
framework aimed to show how an efficient design of a sensor network requires a
joint organization of in-network processing and communication. Then, we recall
the basic features of consensus algorithm, which is a basic tool to reach
globally optimal decisions through a distributed approach. The main part of the
paper starts addressing the distributed estimation problem. We show first an
entirely decentralized approach, where observations and estimations are
performed without the intervention of a fusion center. Then, we consider the
case where the estimation is performed at a fusion center, showing how to
allocate quantization bits and transmit powers in the links between the nodes
and the fusion center, in order to accommodate the requirement on the maximum
estimation variance, under a constraint on the global transmit power. We extend
the approach to the detection problem. Also in this case, we consider the
distributed approach, where every node can achieve a globally optimal decision,
and the case where the decision is taken at a central node. In the latter case,
we show how to allocate coding bits and transmit power in order to maximize the
detection probability, under constraints on the false alarm rate and the global
transmit power. Then, we generalize consensus algorithms illustrating a
distributed procedure that converges to the projection of the observation
vector onto a signal subspace. We then address the issue of energy consumption
in sensor networks, thus showing how to optimize the network topology in order
to minimize the energy necessary to achieve a global consensus. Finally, we
address the problem of matching the topology of the network to the graph
describing the statistical dependencies among the observed variables.Comment: 92 pages, 24 figures. To appear in E-Reference Signal Processing, R.
Chellapa and S. Theodoridis, Eds., Elsevier, 201
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