An Online Spectral Learning Algorithm for Partially Observable Nonlinear Dynamical Systems

Authors

  • Byron Boots Carnegie Mellon University
  • Geoffrey Gordon Carnegie Mellon University

Abstract

Recently, a number of researchers have proposed spectral algorithms for learning models of dynamical systems — for example, Hidden Markov Models (HMMs), Partially Observable Markov Decision Processes (POMDPs), and Transformed Predictive State Representations (TPSRs). These algorithms are attractive since they are statistically consistent and not subject to local optima. However, they are batch methods: they need to store their entire training data set in memory at once and operate on it as a large matrix, and so they cannot scale to extremely large data sets (either many examples or many features per example). In turn, this restriction limits their ability to learn accurate models of complex systems. To overcome these limitations, we propose a new online spectral algorithm, which uses tricks such as incremental Singular Value Decomposition (SVD) and random projections to scale to much larger data sets and more complex systems than previous methods. We demonstrate the new method on an inertial measurement prediction task and a high-bandwidth video mapping task and we illustrate desirable behaviors such as "closing the loop," where the latent state representation changes suddenly as the learner recognizes that it has returned to a previously known place.

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Published

2011-08-04

How to Cite

Boots, B., & Gordon, G. (2011). An Online Spectral Learning Algorithm for Partially Observable Nonlinear Dynamical Systems. Proceedings of the AAAI Conference on Artificial Intelligence, 25(1), 293-300. Retrieved from https://ojs.aaai.org/index.php/AAAI/article/view/7924

Issue

Section

AAAI Technical Track: Machine Learning