Improved Vector Pruning in Exact Algorithms for Solving POMDPs

Eric Hansen, Thomas Bowman
Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 124:1258-1267, 2020.

Abstract

Exact dynamic programming algorithms for solving partially observable Markov decision processes (POMDPs) rely on a subroutine that removes, or “prunes,” dominated vectors from vector sets that represent piecewise-linear and convex value functions. The subroutine solves many linear programs, where the size of the linear programs is proportional to both the number of undominated vectors in the set and their dimension, which severely limits scalability. Recent work improves the performance of this subroutine by limiting the number of constraints in the linear programs it solves by incrementally generating relevant constraints. In this paper, we show how to similarly limit the number of variables. By reducing the size of the linear programs in both ways, we further improve the performance of exact algorithms for POMDPs, especially in solving problems with larger state spaces.

Cite this Paper


BibTeX
@InProceedings{pmlr-v124-hansen20a, title = {Improved Vector Pruning in Exact Algorithms for Solving POMDPs}, author = {Hansen, Eric and Bowman, Thomas}, booktitle = {Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI)}, pages = {1258--1267}, year = {2020}, editor = {Jonas Peters and David Sontag}, volume = {124}, series = {Proceedings of Machine Learning Research}, month = {03--06 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v124/hansen20a/hansen20a.pdf}, url = { http://proceedings.mlr.press/v124/hansen20a.html }, abstract = {Exact dynamic programming algorithms for solving partially observable Markov decision processes (POMDPs) rely on a subroutine that removes, or “prunes,” dominated vectors from vector sets that represent piecewise-linear and convex value functions. The subroutine solves many linear programs, where the size of the linear programs is proportional to both the number of undominated vectors in the set and their dimension, which severely limits scalability. Recent work improves the performance of this subroutine by limiting the number of constraints in the linear programs it solves by incrementally generating relevant constraints. In this paper, we show how to similarly limit the number of variables. By reducing the size of the linear programs in both ways, we further improve the performance of exact algorithms for POMDPs, especially in solving problems with larger state spaces.} }
Endnote
%0 Conference Paper %T Improved Vector Pruning in Exact Algorithms for Solving POMDPs %A Eric Hansen %A Thomas Bowman %B Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI) %C Proceedings of Machine Learning Research %D 2020 %E Jonas Peters %E David Sontag %F pmlr-v124-hansen20a %I PMLR %P 1258--1267 %U http://proceedings.mlr.press/v124/hansen20a.html %V 124 %X Exact dynamic programming algorithms for solving partially observable Markov decision processes (POMDPs) rely on a subroutine that removes, or “prunes,” dominated vectors from vector sets that represent piecewise-linear and convex value functions. The subroutine solves many linear programs, where the size of the linear programs is proportional to both the number of undominated vectors in the set and their dimension, which severely limits scalability. Recent work improves the performance of this subroutine by limiting the number of constraints in the linear programs it solves by incrementally generating relevant constraints. In this paper, we show how to similarly limit the number of variables. By reducing the size of the linear programs in both ways, we further improve the performance of exact algorithms for POMDPs, especially in solving problems with larger state spaces.
APA
Hansen, E. & Bowman, T.. (2020). Improved Vector Pruning in Exact Algorithms for Solving POMDPs. Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), in Proceedings of Machine Learning Research 124:1258-1267 Available from http://proceedings.mlr.press/v124/hansen20a.html .

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