Variational Action Selection for Influence Diagrams
نویسنده
چکیده
Influence diagrams provide a compact way to represent problems of decision making under uncertainty. As the number of variables in the problem increases, computing exact expectations and making optimal decisions becomes computationally intractable. A new method of action selection is presented, based on variational approximate inference. A policy is approximated where high-probability actions under the policy have high utility. Actions are then selected which have high probability under the approximating policy. The variational action selection method is shown to compare favorably to greedy and sampling-based action selection. Variational Action Selection for Influence Diagrams Brian Sallans ÖFAI Neural Computation Group
منابع مشابه
Unconstrained Influence Diagrams
We extend the language of influence diagrams to cope with decision scenarios where the order of decisions and observations is not determined. As the ordering of decisions is dependent on the evidence, a step-strategy of such a scenario is a sequence of dependent choices of the next action. A strategy is a step-strategy together with selection functions for decision actions. The structure of a s...
متن کاملBelief Propagation for Structured Decision Making
Variational inference algorithms such as belief propagation have had tremendous impact on our ability to learn and use graphical models, and give many insights for developing or understanding exact and approximate inference. However, variational approaches have not been widely adoped for decision making in graphical models, often formulated through influence diagrams and including both centrali...
متن کاملOn the complexity of solving polytree-shaped limited memory influence diagrams with binary variables
Influence diagrams are intuitive and concise representations of structured decision problems. When the problem is non-Markovian, an optimal strategy can be exponentially large in the size of the diagram. We can avoid the inherent intractability by constraining the size of admissible strategies, giving rise to limited memory influence diagrams. A valuable question is then how small do strategies...
متن کاملA Decision Tree for Technology Selection of Nitrogen Production Plants
Nitrogen is produced mainly from its most abundant source, the air, using three processes: membrane, pressure swing adsorption (PSA) and cryogenic. The most common method for evaluating a process is using the selection diagrams based on feasibility studies. Since the selection diagrams are presented by different companies, they are biased, and provide unsimilar and even controversial results. I...
متن کاملStrategy Selection in Influence Diagrams using Imprecise Probabilities
This paper describes a new algorithm to solve the decision making problem in Influence Diagrams based on algorithms for credal networks. Decision nodes are associated to imprecise probability distributions and a reformulation is introduced that finds the global maximum strategy with respect to the expected utility. We work with Limited Memory Influence Diagrams, which generalize most Influence ...
متن کامل