New method learns belief representations for GAIL in POMDPs.
problem Imitation learning in partially observable Markov decision processes (POMDPs).
method Joint learning of belief module and policy with task-aware imitation loss and belief regularization.
result Our BMIL approach outperforms GAIL and task-agnostic belief learning.
Unsupervised representation learning has succeeded with excellent results in many applications. It is an especially powerful tool to learn a good representation of environments with partial or noisy observations. In partially observable domains it is important for the representation to encode a belief state, a sufficie…
POLAR learns efficient data acquisition policies using pretrained belief representations.
problem Challenges in learning effective policies for adaptive data acquisition.
method POLAR decouples representation learning from policy learning by leveraging pretrained predictive foundation models as belief-state encoders.
result POLAR outperforms state-of-the-art methods across diverse tasks while requiring fewer training samples.
This paper simplifies complex game dynamics by using a recursive representation.
problem Difficulties in finite-player dynamic games with private information.
method Provides a recursive representation and noise-state model.
result Equilibrium becomes a deterministic fixed point in impulse-response functions.
By elaborating on the notion of linear belief functions (Dempster 1990; Liu 1996), we propose an elementary approach to knowledge representation for expert systems using linear belief functions. We show how to use basic matrices to represent market information and financial knowledge, including complete ignorance, stat…
NBF combines deep learning with classical filtering for better belief tracking.
problem Maintaining distributions over hidden states in partially observable systems.
method Trains neural networks to map beliefs to fixed-length vectors, updating them with incoming observations and dynamics.
result NBF efficiently tracks shifting, multimodal beliefs without particle impoverishment.
Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single…
Study on Kyle-Back model with risk aversion and non-Gaussian beliefs.
problem Existence of equilibrium in Kyle's insider trading model.
method Forward-backward system coupled via optimal transport constraint, stochastic representation, well-posedness of solutions.
result Existence and properties of equilibrium for small risk aversion parameter.
Generative models help agents form stable beliefs in complex environments.
problem Forming and maintaining stable beliefs in complex, dynamic environments.
method Train expressive generative models to predict multiple steps ahead.
result Expressive generative models improve data-efficiency in RL tasks.
Improved error correction using neural networks and belief propagation.
problem Inference in factor graphs with loops or poor approximations.
method Hybrid model combining FG-GNN and belief propagation.
result Hybrid model outperforms belief propagation in error correction tasks.
New algorithm reduces communication in distributed learning by sharing compressed beliefs.
problem Efficiently learning from private data in a distributed setting with large hypothesis sets.
method Proposes a belief update rule for distributed cooperative learning with compressed (sparse or quantized) beliefs.
result Beliefs converge almost surely to optimal hypotheses with a linear concentration rate.
Introduces epistemic deep learning for better uncertainty estimation in neural networks.
problem Uncertainty quantification in deep neural networks.
method Random-set convolutional neural networks with belief function-based loss functions.
result Epistemic approach produces better performance in uncertainty estimation.
We introduce a formal language IE that is a variant of the language PAL developed in [van Benthem 2011] by adding a belief operator and a common belief operator,specializing to stochastic analysis. A constant symbol in the language denotes a stochastic process so that we can represent several financial events as formul…
For text analysis, one often resorts to a lossy representation that either completely ignores word order or embeds each word as a low-dimensional dense feature vector. In this paper, we propose convolutional Poisson factor analysis (CPFA) that directly operates on a lossless representation that processes the words in e…
Applying traditional collaborative filtering to digital publishing is challenging because user data is very sparse due to the high volume of documents relative to the number of users. Content based approaches, on the other hand, is attractive because textual content is often very informative. In this paper we describe …
A new concept of confidence in learning is defined and analyzed.
problem Understanding and quantifying trust in learning processes.
method Formal axioms, continuum measures, vector fields, loss functions.
result Confidence can be represented and optimized in learning.
Deep Belief Network predicts lncRNA-disease associations with high accuracy.
problem Accurately identifying lncRNA-disease associations to understand lncRNA functionality and disease mechanism.
method Proposes a DBN-based model using heterogeneous networks and DBN for feature learning.
result Obtained AUC of 0.96 and AUPR of 0.967 on standard dataset.
There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive (www.timeseriesclassification.com), and there have been extensive comparative studies. However, our und…
We introduce Recurrent Predictive State Policy (RPSP) networks, a recurrent architecture that brings insights from predictive state representations to reinforcement learning in partially observable environments. Predictive state policy networks consist of a recursive filter, which keeps track of a belief about the stat…
The purpose of this article is to describe all possible beliefs of market participants on objective measures under Markovian environments when a risk-neutral measure is given. To achieve this, we employ the Martin integral representation of Markovian pricing kernels. Then, we offer economic and financial implications o…
Unsupervised deep learning is one of the most powerful representation learning techniques. Restricted Boltzman machine, sparse coding, regularized auto-encoders, and convolutional neural networks are pioneering building blocks of deep learning. In this paper, we propose a new building block -- distributed random models…
New framework models epistemic uncertainty in GNNs using random sets.
problem Uncertainty in graph neural network predictions.
method Introduces a belief function (random set) approach to model epistemic uncertainty in GNNs.
result Demonstrates superior uncertainty quantification on various graph datasets.
The study proves necessary conditions for robust decision-making in uncertain environments.
problem Conditions for robust decision-making in uncertain environments.
method Quantitative selection theorems and binary betting decisions.
result World models, belief-like memory, and persistent variables are necessary for strong task performance.
The remarkable development of deep learning in medicine and healthcare domain presents obvious privacy issues, when deep neural networks are built on users' personal and highly sensitive data, e.g., clinical records, user profiles, biomedical images, etc. However, only a few scientific studies on preserving privacy in …
Recurrent-DBN models dynamic relational data with interpretable latent structures.
problem Interpreting dynamic relational data with hidden structures.
method Recurrent Dirichlet Belief Network framework with hierarchical latent structures and efficient inference strategy.
result Recurrent-DBN discovers interpretable latent structures and improves link prediction.
New theorems show agents need specific internal structures to perform well under uncertainty.
problem How do agents need to be structured to perform well under uncertainty?
method Proved selection theorems showing strong task performance forces specific internal structures.
result Strong task performance forces world models, belief-like memory, and persistent regime-tracking variables.
Learning from multiple sources of information is an important problem in machine-learning research. The key challenges are learning representations and formulating inference methods that take into account the complementarity and redundancy of various information sources. In this paper we formulate a variational autoenc…
RL agents fail to generalize to unseen environments, even when dynamics are similar.
problem RL agents fail to generalize to unseen environments despite similar dynamics.
method Analyzed policy learning in POMDPs, formalized training dynamics as instances, and introduced a shared belief representation over an ensemble of specialized policies.
result Maximizing rewards induces instance-specific policies that are suboptimal on the training set.
Combines neural networks and probabilistic graphical models for efficient higher-order inference.
problem Lack of efficient higher-order relational information in graph neural networks and probabilistic graphical models.
method Derives efficient approximate sum-product loopy belief propagation for higher-order PGMs, embeds into neural network, proposes methods for constructing higher-order factors.
result Substantially outperforms state-of-the-art k-order graph neural networks in molecular datasets.
We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of distributed representations arising from Deep Belief Networks (DBN) and other netw…
Generalized belief propagation converges to optimal solutions on graphs with motifs.
problem Understanding belief propagation on loopy graphs.
method Study of generalized belief propagation on graphs with motifs.
result Generalized belief propagation converges to the global optimum of the Bethe free energy.
Study risk sharing with Lambda VaR under diverse beliefs.
problem Risk sharing among agents with different beliefs.
method Use Lambda Value-at-Risk as preference, analyze under heterogeneous beliefs.
result Explicit formulas for risk sharing under various belief scenarios.
The paper outlines future work in random sets theory.
problem Developing a theory of statistical reasoning with random sets.
method Generalizing logistic regression, probability laws, and geometric uncertainty.
result A new geometric approach to uncertainty with general random sets.
Belief propagation recovers backpropagation results.
problem Connection between backpropagation and belief propagation poorly understood.
method Converted backpropagation input to belief propagation input and showed results.
result Backpropagation is a special case of belief propagation.
New framework analyzes belief evolution in social networks.
problem Analyzing belief evolution in social networks.
method Proposes a new theoretical framework using Markov chain theory for horizontal and vertical transmission.
result Homophily-based networks do not converge to a single set of beliefs.
New decision-theoretic characterization separates belief and decision posteriors.
problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.
To act and plan in complex environments, we posit that agents should have a mental simulator of the world with three characteristics: (a) it should build an abstract state representing the condition of the world; (b) it should form a belief which represents uncertainty on the world; (c) it should go beyond simple step-…
Deep Belief Networks (DBN) have been successfully applied on popular machine learning tasks. Specifically, when applied on hand-written digit recognition, DBNs have achieved approximate accuracy rates of 98.8%. In an effort to optimize the data representation achieved by the DBN and maximize their descriptive power, re…
Unified approach to aggregating models and preferences.
problem Consistent aggregation of models and preferences.
method Formal definition and weighted averaging of models and preferences.
result All rational aggregation rules are weighted averages of highest-ranked models/experts.
New method approximates POMDPs with PB-MDPs, providing error bounds and practical algorithms.
problem Difficulty in solving POMDPs with continuous or hybrid state and observation spaces.
method Bounding particle filtering error and adapting MDP algorithms to POMDPs.
result General theory and practical algorithms for POMDPs with no direct dependence on state and observation space sizes.
New approach categorizes objective functions for embodied agents.
problem Understanding how objectives relate to each other and discovering new objectives.
method Introducing Action Perception Divergence (APD) to categorize objective functions.
result Introduces a spectrum of objectives from narrow to general, explaining various unsupervised objectives.
This thesis investigates belief propagation's performance in graphical models with loops.
problem Belief propagation's performance and convergence guarantees in models with loops are uncertain.
method Investigates how model parameters affect belief propagation's performance, convergence, and approximation quality.
result Model parameters influence the number of fixed points, convergence properties, and approximation quality of belief propagation.
FORBES learns flexible belief states for POMDPs using normalizing flows.
problem Accurately modeling belief states in POMDPs for high-dimensional, continuous spaces.
method Integrates normalizing flows into variational inference for continuous belief state learning.
result FORBES learns flexible belief states that enable multi-modal predictions and high-quality reconstructions.
New method optimises worst-case risk under model uncertainty.
problem Minimizing expected risk under posterior beliefs leads to sub-optimal decisions due to model uncertainty.
method Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS)
result Improved out-of-sample robustness in the Newsvendor problem.
This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an N-agent binary hypothesis test in which each agent sequentially makes a decision based not only on a private observation, but also on preceding agents' decisions. In addition, the agents…
Model captures decision-making under bounded rationality with prior beliefs and market feedback.
problem Bounded rationality in decision-making with limited processing abilities.
method Maximum entropy principle applied to Quantal Response Statistical Equilibrium framework.
result Prior beliefs influence decision-making, altering the outcome of market feedback.
Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful in practice, even though its empirical success, typically, lacks theoretical gu…
Improved BP algorithm outperforms loopy BP in MAP inference.
problem Limited understanding and poor performance of belief propagation in graphs with loops.
method Introduced α belief propagation, a minimization of localized α-divergence. result Significantly outperforms loopy BP in fully-connected graphs for MAP inference.