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A temporally abstracted Viterbi algorithm (TAV) Shaunak Chatterjee and Stuart Russell University of California, Berkeley July 17, 2011

A temporally abstracted Viterbi algorithm (TAV) Shaunak Chatterjee and Stuart Russell University of California, Berkeley July 17, 2011

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  • Slide 1
  • A temporally abstracted Viterbi algorithm (TAV) Shaunak Chatterjee and Stuart Russell University of California, Berkeley July 17, 2011
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  • Earths history A timescale view Widely varying timescales are pervasive in data Planning, simulation & state estimation More efficient if timescale information is cleverly exploited 4.5Ga1Ma10000 yrs 600 yrs 1 yr2 days1 min
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  • Where is Shaunak? MondayTuesdayWednesdayThursdayFridaySaturdaySunday Berkeley Barcelona Philadelphia Barcelona Burger Cheese steak PaellaGazpachoTapasGazpacho Images: berkeley.edu, wikipedia, food.com
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  • State time trellis t=1t=2t=3t=4t=5 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille t=6
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  • The Viterbi algorithm Viterbi, 1967 1 2 3 3 4 4 4 4 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille t=1t=2t=3t=4t=5 t=6
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  • 1 2 3 3 4 4 4 4 3 4 4 4 6 6 8 8 t=1t=2t=3t=4t=5 t=6 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille The Viterbi algorithm Viterbi, 1967
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  • 1 2 3 3 4 4 4 4 3 4 4 4 6 6 8 10 7 15 17 18 15 18 8 t=1t=2t=3t=4t=5 t=6 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille The Viterbi algorithm Viterbi, 1967
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  • 1 2 3 3 4 4 4 4 3 4 4 4 6 6 8 10 7 15 17 18 15 18 8 t=1t=2t=3t=4t=5 t=6 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille 13 15 10 11 13 15 The Viterbi algorithm Viterbi, 1967
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  • 1 2 3 3 4 4 4 4 3 4 4 4 6 6 8 10 7 15 17 18 15 18 8 t=1t=2t=3t=4t=5 t=6 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille 13 15 10 11 13 15 14 15 16 17 11 12 14 15 16 17 18 12 13 15 16 The Viterbi algorithm Viterbi, 1967
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  • 1 2 3 3 4 4 4 4 3 4 4 4 6 6 8 10 7 15 17 18 15 18 8 t=1t=2t=3t=4t=5 t=6 Berkeley Philadelphia Montreal Toronto Barcelona Madrid Paris Marseille 13 15 10 11 13 15 14 15 16 17 11 12 14 15 16 17 18 12 13 15 16 10 The Viterbi algorithm Viterbi, 1967
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  • O(N 2 T) by using dynamic programming N T possible state sequences Used in signal decoding, speech recognition, parsing and many other applications For large N and T, this cost could be quite prohibitive Every possible transition is considered In some cases, many of these transitions are very unlikely to feature in the optimal path
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  • Abstraction U.S.A. Canada Spain France Europe North America Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille t=1t=2t=3t=4t=5 t=6
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  • Abstraction tree Abstractness Europe Spain Barcelona France Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • CFDP Step 1: Find the most likely sequence in the current state-time trellis
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • CFDP Step 1: Find the most likely sequence in the current state-time trellis Step 2: Refine along the most likely sequence
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  • CFDP Refinement Node-based refinement N.America Europe N.America Spain France Node Refinement
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • CFDP Step 1: Find the most likely sequence in the current state-time trellis Step 2: Refine along the most likely sequence Step 3: Go to step 1 if step 2 performed any refinement; else terminate
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Cost bounds for abstract links Cost of an abstract link should be a lower bound of the link refinements it encapsulates Standard heuristic admissibility argument Correctness
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  • Coarse-to-fine dynamic programming (CFDP) Raphael, 2001 t = 1t = 2t = 3t = 4t = 5t = 6 Berkeley Philly Montreal Toronto Barcelona Madrid Paris Marseille
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  • Analyzing CFDP Great when large portions of the state-time trellis are very unlikely Leading to fewer refinements An appropriate abstraction hierarchy is required
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  • Analyzing CFDP Great when large portions of the state-time trellis are very unlikely Leading to fewer refinements An appropriate abstraction hierarchy is required Computation complexity Best case O(B 2 T (log N) 3 ) B is the branching factor of the hierarchy Worst case O(N 4 T 2 )
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  • An actual state trajectory JanDec Berkeley San Francisco Stanford Sardinia Venice Milan Interlaken Los Angeles road trip Yosemite road trip India trip Europe trip MaySep
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  • Persistence a.k.a. Timescales JanDec Berkeley San Francisco Stanford Sardinia Venice Milan Interlaken Los Angeles road trip Yosemite road trip India trip Europe trip MaySep
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  • Persistence and timescales People stay within the same metropolitan area for weeks Change countries in months Continent changes are more rare We do not need to consider transitions from the Bay Area to other continents and countries at every time step
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  • A set of really good paths Set 1: All paths within California for the entire month of April Set 2: All paths that visit California and at least one other state in April Cost(Paths April-in-California ) < Cost(Paths April-in-1+-states ) | Paths April-in-California |