Sequential Quasi-Monte Carlo

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al. (2006). The complexity of SQMC is $O(N \log N)$, where $N$ is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate $O_P(N^{-1/2})$. The only requirement to implement SQMC is the ability to write the simulation of particle $x_t^n$ given $x_{t-1}^n$ as a deterministic function of $x_{t-1}^n$ and a fixed number of uniform variates. We show that SQMC is amenable to the same extensions as standard SMC, such as forward smoothing, backward smoothing, unbiased likelihood evaluation, and so on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain Monte Carlo) algorithm. We establish several convergence results. We provide numerical evidence that SQMC may significantly outperform SMC in practical scenarios.Comment: 55 pages, 10 figures (final version

Projective simulation for artificial intelligence

We propose a model of a learning agent whose interaction with the environment is governed by a simulation-based projection, which allows the agent to project itself into future situations before it takes real action. Projective simulation is based on a random walk through a network of clips, which are elementary patches of episodic memory. The network of clips changes dynamically, both due to new perceptual input and due to certain compositional principles of the simulation process. During simulation, the clips are screened for specific features which trigger factual action of the agent. The scheme is different from other, computational, notions of simulation, and it provides a new element in an embodied cognitive science approach to intelligent action and learning. Our model provides a natural route for generalization to quantum-mechanical operation and connects the fields of reinforcement learning and quantum computation.Comment: 22 pages, 18 figures. Close to published version, with footnotes retaine

The velocity distribution of nearby stars from Hipparcos data I. The significance of the moving groups

We present a three-dimensional reconstruction of the velocity distribution of nearby stars (<~ 100 pc) using a maximum likelihood density estimation technique applied to the two-dimensional tangential velocities of stars. The underlying distribution is modeled as a mixture of Gaussian components. The algorithm reconstructs the error-deconvolved distribution function, even when the individual stars have unique error and missing-data properties. We apply this technique to the tangential velocity measurements from a kinematically unbiased sample of 11,865 main sequence stars observed by the Hipparcos satellite. We explore various methods for validating the complexity of the resulting velocity distribution function, including criteria based on Bayesian model selection and how accurately our reconstruction predicts the radial velocities of a sample of stars from the Geneva-Copenhagen survey (GCS). Using this very conservative external validation test based on the GCS, we find that there is little evidence for structure in the distribution function beyond the moving groups established prior to the Hipparcos mission. This is in sharp contrast with internal tests performed here and in previous analyses, which point consistently to maximal structure in the velocity distribution. We quantify the information content of the radial velocity measurements and find that the mean amount of new information gained from a radial velocity measurement of a single star is significant. This argues for complementary radial velocity surveys to upcoming astrometric surveys

Regularized fitted Q-iteration: application to planning

We consider planning in a Markovian decision problem, i.e., the problem of finding a good policy given access to a generative model of the environment. We propose to use fitted Q-iteration with penalized (or regularized) least-squares regression as the regression subroutine to address the problem of controlling model-complexity. The algorithm is presented in detail for the case when the function space is a reproducing kernel Hilbert space underlying a user-chosen kernel function. We derive bounds on the quality of the solution and argue that data-dependent penalties can lead to almost optimal performance. A simple example is used to illustrate the benefits of using a penalized procedure

Cyclic animation using Partial differential Equations

YesThis work presents an efficient and fast method for achieving cyclic animation using Partial Differential Equations (PDEs). The boundary-value nature associ- ated with elliptic PDEs offers a fast analytic solution technique for setting up a framework for this type of animation. The surface of a given character is thus cre- ated from a set of pre-determined curves, which are used as boundary conditions so that a number of PDEs can be solved. Two different approaches to cyclic ani- mation are presented here. The first consists of using attaching the set of curves to a skeletal system hold- ing the animation for cyclic motions linked to a set mathematical expressions, the second one exploits the spine associated with the analytic solution of the PDE as a driving mechanism to achieve cyclic animation, which is also manipulated mathematically. The first of these approaches is implemented within a framework related to cyclic motions inherent to human-like char- acters, whereas the spine-based approach is focused on modelling the undulatory movement observed in fish when swimming. The proposed method is fast and ac- curate. Additionally, the animation can be either used in the PDE-based surface representation of the model or transferred to the original mesh model by means of a point to point map. Thus, the user is offered with the choice of using either of these two animation repre- sentations of the same object, the selection depends on the computing resources such as storage and memory capacity associated with each particular application

Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path

We consider the problem of finding a near-optimal policy in continuous space, discounted Markovian Decision Problems given the trajectory of some behaviour policy. We study the policy iteration algorithm where in successive iterations the action-value functions of the intermediate policies are obtained by picking a function from some fixed function set (chosen by the user) that minimizes an unbiased finite-sample approximation to a novel loss function that upper-bounds the unmodified Bellman-residual criterion. The main result is a finite-sample, high-probability bound on the performance of the resulting policy that depends on the mixing rate of the trajectory, the capacity of the function set as measured by a novel capacity concept that we call the VC-crossing dimension, the approximation power of the function set and the discounted-average concentrability of the future-state distribution. To the best of our knowledge this is the first theoretical reinforcement learning result for off-policy control learning over continuous state-spaces using a single trajectory

Deep Reinforcement Learning: An Overview

In recent years, a specific machine learning method called deep learning has gained huge attraction, as it has obtained astonishing results in broad applications such as pattern recognition, speech recognition, computer vision, and natural language processing. Recent research has also been shown that deep learning techniques can be combined with reinforcement learning methods to learn useful representations for the problems with high dimensional raw data input. This chapter reviews the recent advances in deep reinforcement learning with a focus on the most used deep architectures such as autoencoders, convolutional neural networks and recurrent neural networks which have successfully been come together with the reinforcement learning framework.Comment: Proceedings of SAI Intelligent Systems Conference (IntelliSys) 201