RESISTing Reliability Degradation through Proactive Reconfiguration

Size: px
Start display at page:

Download "RESISTing Reliability Degradation through Proactive Reconfiguration"

Transcription

1 RESISTing Reliability Degradation through Proactive Reconfiguration D. Cooray, S. Malek, R. Roshandel, and D. Kilgore Summarized by Haoliang Wang September 28, 2015

2 Motivation An emerging class of system - Situated Software System Predominantly pervasive, embedded and mobile Software system is subject to dynamical contextual changes Most applications like emergency response are mission- critical Reliability matters Reliability analysis at design- time is insufficient System reliability (and other QoS) depends on its runtime characteristics Adaptation at runtime is necessary Adaptation using reactive approach Adapts to changes after degradation not good enough Prediction- based proactive adaptation is preferred

3 Challenges Proactively re- configure the system before performance degradation Effectively estimate the reliability of a complex system at runtime Determine the optimal system architecture at runtime

4 RESIST Framework Resilient Situated Software System Component- level Reliability Analyzer Configuration Reliability Analyzer Configuration Selector Context- Aware Middleware Provides support for execution, monitoring and adaptation of a software system

5 RESIST Framework (Cont. ) RESIST is Goal Management layer solution in the three layer architectural model for self- managed system

6 RESIST Framework (Cont. ) System Model The system is divided into several functional components which have their own reliability Each component is allocated to a process The system reliability is determined by the architecture, the individual components, and the context Failure Model Fail- stop detectable by middleware facilities Component failure Effects are contained within the boundary of component Process failure Occurs when one of its components exits prematurely. Other components running on it will also fail

7 Component-level Analysis Discrete Time Markov Chain (DTMC) Estimate the component reliability A stochastic process with a set of states S = {S 1, S 2, S 3,, S N } Transition matrix A = {a ij }, where a ij is the probability of transitioning from S i to S j Reliability of the component is computed by solving the steady state probability of not being in any failure state How to derive the transition matrix A?

8 Component-level Analysis (Cont. ) Hidden Markov Models (HMMs) Learn from the runtime data and estimate the transition probability matrix A stochastic process with a set of states S = {S 1, S 2, S 3,, S N } Transition matrix A = {a ij }, where a ij is the probability of transitioning from S i to S j A set of observations O = {O 1, O 2, O 3,, O M } Observation matrix E = {e ik }, where e ik is the probability of observing event O k in state S i Baum- Welch algorithm is used to train and solve the HMM and obtain the converged transition matrix A

9 Component-level Analysis (Cont. ) An example for estimating component reliability A robot controller behavior model States S = {idle, estimating, planning, moving, failed} Running Baum- Welch algorithm on the observation sequence and we can obtain the transition matrix A Solve for the steady state probability vector [0.1966, , , , ] Controller component reliability is = 99.67%

10 Component-level Analysis (Cont. ) Estimate the near future by incorporating the context Define a set of contextual parameters C = {C 1, C 2,, C x } If a kj is a transition probability from state S k to state S j in matrix A which is affected by changes in a specific contextual parameters C n, then a kj = μ(a kj, ΔC n ), where μ is a context- specific function quantifying the impact of contextual change on the transition probability. The remaining transition probabilities in the row are adjusted proportionately such that: a kj + a kf + Σa km = 1.

11 Configuration-level Analysis Markov- based system- level reliabilityestimation System reliability is estimated compositionally based on the reliability of individual components Map the components and the interactions between them into a DTMC, where a state is one or more components in concurrent execution System reliability is computed as, R = ( 1)./0 E R. I M where M is a k k matrix whose elements are, M i, j = 4 R %P %6, s % reaches s 6 and i k 0, otherwise where R % is the reliability of state s % and E is the determinant of the remaining matrix excluding the last row of the first column of (I M)

12 Configuration-level Analysis (Cont. ) An example for estimating system reliability Suppose we obtain the initial component reliability for the Controller and Navigator to be C = , N = and assume others are 100% reliable Based on the observed data, we can obtain the transition probability for each state and therefore M Solving the model yields a system reliability of 93.85%

13 Configuration-level Analysis (Cont. ) Impact of architectural style E.g., Replicating components to improve system reliability

14 Configuration-level Analysis (Cont. ) Impact of deployment architecture E.g., Reallocating components to different processes to improve system reliability

15 Configuration Selection Configuration selection as an optimization problem The optimal configuration in RESIST is defined as one that satisfies the system s reliability requirement, while improving other quality attributes of concern In other words, given the decision variables, p % Ζ / represents the number of replicas for component i x %6 [0, 1] indicates if component i is placed on process j the objective is to find an architectural configuration C such that, C = argmax (W) X S Z[\]%^_ `a6bc^%dbe U S (C) s. t. i 1,, t, p % w %, w Ζ / i 1,, t, i 6j0 x %6 = 1 R C δ, δ ε R, 0 < δ 1 where U S is a utility function indicating the preference for quality attribute q R(C) is the expected reliability of a given architecture C

16 Configuration Selection (Cont. ) Configuration reliability R(C) Assume the component may either be replicated or share a process with other components Express with a binary variable q % = 1 if i^i component shares a process; 0 if otherwise. q % = 1 X x %6 p (1 x.6 ) 6j0.q% Thus, the effective reliability of component i is, r %rss = q % r %tuvwr + (1 q % )r %wry where, z i r %tuvwr = X r % x %6 p [r. x %6 + (1 x.6 )] 6j0 ^.q% r %wry = 1 1 r % 0/{ Finally, the system reliability can be computed as specified in configuration- level analysis ^

17 Configuration Selection (Cont. ) Time- complexity analysis Suppose we have P = number of processes C = number of components N = maximum number of replicas This implies that there O(P W ) ways of allocating components to processes O(N W ) ways replicating components Therefore, total possible configuration is O((NP) W ) NP Problem However the solution space may be significantly pruned by imposing architectural constrains

18 Evaluation Implementation Mobile emergency response system prototype XTEAM is used to control system s operational profile Prism- XM is used to gather the runtime data Matlab is used to generate and solve HMM model Evaluation Criteria Validity of reliability predictions Effectiveness of proactive re- configuration Performance overhead

19 Evaluation (Cont. ) Validity of Reliability Prediction Use Bump Probability as the contextual parameter which affect the transition probability from moving state to estimating.

20 Evaluation (Cont. ) Proactive Reconfiguration

21 Evaluation (Cont. ) Overhead of Component Reliability Analysis

22 Summary RESIST is framework that maintain the reliability of the situated software system through proactive reconfiguration of the software architecture Three major components Component reliability analysis Configuration reliability analysis Configuration selector Three key contributions Incorporation of multiple sources of information, particularly contextual information Automatically find the optimal architectural configuration Proactively adapt the system before the system s reliability degrades

Analytical Modeling of Parallel Programs. S. Oliveira

Analytical Modeling of Parallel Programs. S. Oliveira Analytical Modeling of Parallel Programs S. Oliveira Fall 2005 1 Scalability of Parallel Systems Efficiency of a parallel program E = S/P = T s /PT p Using the parallel overhead expression E = 1/(1 + T

More information

Quantitative Safety Analysis of Non-Deterministic System Architectures

Quantitative Safety Analysis of Non-Deterministic System Architectures Quantitative Safety Analysis of Non-Deterministic System Architectures Adrian Beer University of Konstanz Department of Computer and Information Science Chair for Software Engineering Adrian.Beer@uni.kn

More information

CISC 889 Bioinformatics (Spring 2004) Hidden Markov Models (II)

CISC 889 Bioinformatics (Spring 2004) Hidden Markov Models (II) CISC 889 Bioinformatics (Spring 24) Hidden Markov Models (II) a. Likelihood: forward algorithm b. Decoding: Viterbi algorithm c. Model building: Baum-Welch algorithm Viterbi training Hidden Markov models

More information

Data analysis and stochastic modeling

Data analysis and stochastic modeling Data analysis and stochastic modeling Lecture 7 An introduction to queueing theory Guillaume Gravier guillaume.gravier@irisa.fr with a lot of help from Paul Jensen s course http://www.me.utexas.edu/ jensen/ormm/instruction/powerpoint/or_models_09/14_queuing.ppt

More information

AN APPROACH TO FIND THE TRANSITION PROBABILITIES IN MARKOV CHAIN FOR EARLY PREDICTION OF SOFTWARE RELIABILITY

AN APPROACH TO FIND THE TRANSITION PROBABILITIES IN MARKOV CHAIN FOR EARLY PREDICTION OF SOFTWARE RELIABILITY International Journal of Latest Research in Science and Technology Volume 2, Issue 6: Page No.111-115,November-December 2013 http://www.mnkjournals.com/ijlrst.htm ISSN (Online):2278-5299 AN APPROACH TO

More information

Multiscale Systems Engineering Research Group

Multiscale Systems Engineering Research Group Hidden Markov Model Prof. Yan Wang Woodruff School of Mechanical Engineering Georgia Institute of echnology Atlanta, GA 30332, U.S.A. yan.wang@me.gatech.edu Learning Objectives o familiarize the hidden

More information

Cooperative Spectrum Prediction for Improved Efficiency of Cognitive Radio Networks

Cooperative Spectrum Prediction for Improved Efficiency of Cognitive Radio Networks Cooperative Spectrum Prediction for Improved Efficiency of Cognitive Radio Networks by Nagwa Shaghluf B.S., Tripoli University, Tripoli, Libya, 2009 A Thesis Submitted in Partial Fulfillment of the Requirements

More information

Hidden Markov Models Part 2: Algorithms

Hidden Markov Models Part 2: Algorithms Hidden Markov Models Part 2: Algorithms CSE 6363 Machine Learning Vassilis Athitsos Computer Science and Engineering Department University of Texas at Arlington 1 Hidden Markov Model An HMM consists of:

More information

Hidden Markov Models (HMM) and Support Vector Machine (SVM)

Hidden Markov Models (HMM) and Support Vector Machine (SVM) Hidden Markov Models (HMM) and Support Vector Machine (SVM) Professor Joongheon Kim School of Computer Science and Engineering, Chung-Ang University, Seoul, Republic of Korea 1 Hidden Markov Models (HMM)

More information

Reduced-Rank Hidden Markov Models

Reduced-Rank Hidden Markov Models Reduced-Rank Hidden Markov Models Sajid M. Siddiqi Byron Boots Geoffrey J. Gordon Carnegie Mellon University ... x 1 x 2 x 3 x τ y 1 y 2 y 3 y τ Sequence of observations: Y =[y 1 y 2 y 3... y τ ] Assume

More information

Markov Models and Reinforcement Learning. Stephen G. Ware CSCI 4525 / 5525

Markov Models and Reinforcement Learning. Stephen G. Ware CSCI 4525 / 5525 Markov Models and Reinforcement Learning Stephen G. Ware CSCI 4525 / 5525 Camera Vacuum World (CVW) 2 discrete rooms with cameras that detect dirt. A mobile robot with a vacuum. The goal is to ensure both

More information

Human Mobility Pattern Prediction Algorithm using Mobile Device Location and Time Data

Human Mobility Pattern Prediction Algorithm using Mobile Device Location and Time Data Human Mobility Pattern Prediction Algorithm using Mobile Device Location and Time Data 0. Notations Myungjun Choi, Yonghyun Ro, Han Lee N = number of states in the model T = length of observation sequence

More information

Hidden Markov Models

Hidden Markov Models Hidden Markov Models CI/CI(CS) UE, SS 2015 Christian Knoll Signal Processing and Speech Communication Laboratory Graz University of Technology June 23, 2015 CI/CI(CS) SS 2015 June 23, 2015 Slide 1/26 Content

More information

Hidden Markov Models,99,100! Markov, here I come!

Hidden Markov Models,99,100! Markov, here I come! Hidden Markov Models,99,100! Markov, here I come! 16.410/413 Principles of Autonomy and Decision-Making Pedro Santana (psantana@mit.edu) October 7 th, 2015. Based on material by Brian Williams and Emilio

More information

ADVANCED ROBOTICS. PLAN REPRESENTATION Generalized Stochastic Petri nets and Markov Decision Processes

ADVANCED ROBOTICS. PLAN REPRESENTATION Generalized Stochastic Petri nets and Markov Decision Processes ADVANCED ROBOTICS PLAN REPRESENTATION Generalized Stochastic Petri nets and Markov Decision Processes Pedro U. Lima Instituto Superior Técnico/Instituto de Sistemas e Robótica September 2009 Reviewed April

More information

Statistical Problem. . We may have an underlying evolving system. (new state) = f(old state, noise) Input data: series of observations X 1, X 2 X t

Statistical Problem. . We may have an underlying evolving system. (new state) = f(old state, noise) Input data: series of observations X 1, X 2 X t Markov Chains. Statistical Problem. We may have an underlying evolving system (new state) = f(old state, noise) Input data: series of observations X 1, X 2 X t Consecutive speech feature vectors are related

More information

Hidden Markov Models Part 1: Introduction

Hidden Markov Models Part 1: Introduction Hidden Markov Models Part 1: Introduction CSE 6363 Machine Learning Vassilis Athitsos Computer Science and Engineering Department University of Texas at Arlington 1 Modeling Sequential Data Suppose that

More information

Lecture 11: Hidden Markov Models

Lecture 11: Hidden Markov Models Lecture 11: Hidden Markov Models Cognitive Systems - Machine Learning Cognitive Systems, Applied Computer Science, Bamberg University slides by Dr. Philip Jackson Centre for Vision, Speech & Signal Processing

More information

Multilayer Neural Networks

Multilayer Neural Networks Multilayer Neural Networks Introduction Goal: Classify objects by learning nonlinearity There are many problems for which linear discriminants are insufficient for minimum error In previous methods, the

More information

Multilayer Neural Networks

Multilayer Neural Networks Multilayer Neural Networks Multilayer Neural Networks Discriminant function flexibility NON-Linear But with sets of linear parameters at each layer Provably general function approximators for sufficient

More information

15-381: Artificial Intelligence. Hidden Markov Models (HMMs)

15-381: Artificial Intelligence. Hidden Markov Models (HMMs) 15-381: Artificial Intelligence Hidden Markov Models (HMMs) What s wrong with Bayesian networks Bayesian networks are very useful for modeling joint distributions But they have their limitations: - Cannot

More information

Markov Chains Absorption Hamid R. Rabiee

Markov Chains Absorption Hamid R. Rabiee Markov Chains Absorption Hamid R. Rabiee Absorbing Markov Chain An absorbing state is one in which the probability that the process remains in that state once it enters the state is (i.e., p ii = ). A

More information

STA 414/2104: Machine Learning

STA 414/2104: Machine Learning STA 414/2104: Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistics! rsalakhu@cs.toronto.edu! http://www.cs.toronto.edu/~rsalakhu/ Lecture 9 Sequential Data So far

More information

Assistant Prof. Abed Schokry. Operations and Productions Management. First Semester

Assistant Prof. Abed Schokry. Operations and Productions Management. First Semester Chapter 3 Forecasting Assistant Prof. Abed Schokry Operations and Productions Management First Semester 2010 2011 Chapter 3: Learning Outcomes You should be able to: List the elements of a good forecast

More information

Parametric Models Part III: Hidden Markov Models

Parametric Models Part III: Hidden Markov Models Parametric Models Part III: Hidden Markov Models Selim Aksoy Department of Computer Engineering Bilkent University saksoy@cs.bilkent.edu.tr CS 551, Spring 2014 CS 551, Spring 2014 c 2014, Selim Aksoy (Bilkent

More information

Sequence labeling. Taking collective a set of interrelated instances x 1,, x T and jointly labeling them

Sequence labeling. Taking collective a set of interrelated instances x 1,, x T and jointly labeling them HMM, MEMM and CRF 40-957 Special opics in Artificial Intelligence: Probabilistic Graphical Models Sharif University of echnology Soleymani Spring 2014 Sequence labeling aking collective a set of interrelated

More information

Statistical NLP: Hidden Markov Models. Updated 12/15

Statistical NLP: Hidden Markov Models. Updated 12/15 Statistical NLP: Hidden Markov Models Updated 12/15 Markov Models Markov models are statistical tools that are useful for NLP because they can be used for part-of-speech-tagging applications Their first

More information

SYMBOL RECOGNITION IN HANDWRITTEN MATHEMATI- CAL FORMULAS

SYMBOL RECOGNITION IN HANDWRITTEN MATHEMATI- CAL FORMULAS SYMBOL RECOGNITION IN HANDWRITTEN MATHEMATI- CAL FORMULAS Hans-Jürgen Winkler ABSTRACT In this paper an efficient on-line recognition system for handwritten mathematical formulas is proposed. After formula

More information

Hidden Markov Model. Ying Wu. Electrical Engineering and Computer Science Northwestern University Evanston, IL 60208

Hidden Markov Model. Ying Wu. Electrical Engineering and Computer Science Northwestern University Evanston, IL 60208 Hidden Markov Model Ying Wu Electrical Engineering and Computer Science Northwestern University Evanston, IL 60208 http://www.eecs.northwestern.edu/~yingwu 1/19 Outline Example: Hidden Coin Tossing Hidden

More information

CS 136a Lecture 7 Speech Recognition Architecture: Training models with the Forward backward algorithm

CS 136a Lecture 7 Speech Recognition Architecture: Training models with the Forward backward algorithm + September13, 2016 Professor Meteer CS 136a Lecture 7 Speech Recognition Architecture: Training models with the Forward backward algorithm Thanks to Dan Jurafsky for these slides + ASR components n Feature

More information

Availability. M(t) = 1 - e -mt

Availability. M(t) = 1 - e -mt Availability Availability - A(t) the probability that the system is operating correctly and is available to perform its functions at the instant of time t More general concept than reliability: failure

More information

O 3 O 4 O 5. q 3. q 4. Transition

O 3 O 4 O 5. q 3. q 4. Transition Hidden Markov Models Hidden Markov models (HMM) were developed in the early part of the 1970 s and at that time mostly applied in the area of computerized speech recognition. They are first described in

More information

Hidden Markov Models

Hidden Markov Models Hidden Markov Models Slides revised and adapted to Bioinformática 55 Engª Biomédica/IST 2005 Ana Teresa Freitas Forward Algorithm For Markov chains we calculate the probability of a sequence, P(x) How

More information

Neural Networks: Backpropagation

Neural Networks: Backpropagation Neural Networks: Backpropagation Seung-Hoon Na 1 1 Department of Computer Science Chonbuk National University 2018.10.25 eung-hoon Na (Chonbuk National University) Neural Networks: Backpropagation 2018.10.25

More information

CSCI Final Project Report A Parallel Implementation of Viterbi s Decoding Algorithm

CSCI Final Project Report A Parallel Implementation of Viterbi s Decoding Algorithm CSCI 1760 - Final Project Report A Parallel Implementation of Viterbi s Decoding Algorithm Shay Mozes Brown University shay@cs.brown.edu Abstract. This report describes parallel Java implementations of

More information

Part of Speech Tagging: Viterbi, Forward, Backward, Forward- Backward, Baum-Welch. COMP-599 Oct 1, 2015

Part of Speech Tagging: Viterbi, Forward, Backward, Forward- Backward, Baum-Welch. COMP-599 Oct 1, 2015 Part of Speech Tagging: Viterbi, Forward, Backward, Forward- Backward, Baum-Welch COMP-599 Oct 1, 2015 Announcements Research skills workshop today 3pm-4:30pm Schulich Library room 313 Start thinking about

More information

Shankar Shivappa University of California, San Diego April 26, CSE 254 Seminar in learning algorithms

Shankar Shivappa University of California, San Diego April 26, CSE 254 Seminar in learning algorithms Recognition of Visual Speech Elements Using Adaptively Boosted Hidden Markov Models. Say Wei Foo, Yong Lian, Liang Dong. IEEE Transactions on Circuits and Systems for Video Technology, May 2004. Shankar

More information

Markov Model. Model representing the different resident states of a system, and the transitions between the different states

Markov Model. Model representing the different resident states of a system, and the transitions between the different states Markov Model Model representing the different resident states of a system, and the transitions between the different states (applicable to repairable, as well as non-repairable systems) System behavior

More information

Supervised Learning Hidden Markov Models. Some of these slides were inspired by the tutorials of Andrew Moore

Supervised Learning Hidden Markov Models. Some of these slides were inspired by the tutorials of Andrew Moore Supervised Learning Hidden Markov Models Some of these slides were inspired by the tutorials of Andrew Moore A Markov System S 2 Has N states, called s 1, s 2.. s N There are discrete timesteps, t=0, t=1,.

More information

Lecture 4: Hidden Markov Models: An Introduction to Dynamic Decision Making. November 11, 2010

Lecture 4: Hidden Markov Models: An Introduction to Dynamic Decision Making. November 11, 2010 Hidden Lecture 4: Hidden : An Introduction to Dynamic Decision Making November 11, 2010 Special Meeting 1/26 Markov Model Hidden When a dynamical system is probabilistic it may be determined by the transition

More information

Statistical Model Checking as Feedback Control

Statistical Model Checking as Feedback Control Statistical Model Checking as Feedback Control, MSc Vienna University of Technology Supervisor: Radu Grosu Co-supervisor: Ezio Bartocci Analysis of CPS: Challenges State-space explosion: Open, physical

More information

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang Chapter 4 Dynamic Bayesian Networks 2016 Fall Jin Gu, Michael Zhang Reviews: BN Representation Basic steps for BN representations Define variables Define the preliminary relations between variables Check

More information

Part A. P (w 1 )P (w 2 w 1 )P (w 3 w 1 w 2 ) P (w M w 1 w 2 w M 1 ) P (w 1 )P (w 2 w 1 )P (w 3 w 2 ) P (w M w M 1 )

Part A. P (w 1 )P (w 2 w 1 )P (w 3 w 1 w 2 ) P (w M w 1 w 2 w M 1 ) P (w 1 )P (w 2 w 1 )P (w 3 w 2 ) P (w M w M 1 ) Part A 1. A Markov chain is a discrete-time stochastic process, defined by a set of states, a set of transition probabilities (between states), and a set of initial state probabilities; the process proceeds

More information

Fault Tolerance. Dealing with Faults

Fault Tolerance. Dealing with Faults Fault Tolerance Real-time computing systems must be fault-tolerant: they must be able to continue operating despite the failure of a limited subset of their hardware or software. They must also allow graceful

More information

Markov Chains and Hidden Markov Models

Markov Chains and Hidden Markov Models Chapter 1 Markov Chains and Hidden Markov Models In this chapter, we will introduce the concept of Markov chains, and show how Markov chains can be used to model signals using structures such as hidden

More information

A Generalized Fault Coverage Model for Linear Time- Invariant Systems

A Generalized Fault Coverage Model for Linear Time- Invariant Systems A Generalized Fault Coverage Model for Linear Time- Invariant Systems The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Citation Dominguez-Garcia,

More information

Output Analysis for a Single Model

Output Analysis for a Single Model Output Analysis for a Single Model Output Analysis for a Single Model Output analysis is the examination of data generated by a simulation. Its purpose is to predict the performance of a system or to compare

More information

Chapter 13: Forecasting

Chapter 13: Forecasting Chapter 13: Forecasting Assistant Prof. Abed Schokry Operations and Productions Management First Semester 2013-2014 Chapter 13: Learning Outcomes You should be able to: List the elements of a good forecast

More information

Hidden Markov Models (I)

Hidden Markov Models (I) GLOBEX Bioinformatics (Summer 2015) Hidden Markov Models (I) a. The model b. The decoding: Viterbi algorithm Hidden Markov models A Markov chain of states At each state, there are a set of possible observables

More information

Hidden Markov Models. Three classic HMM problems

Hidden Markov Models. Three classic HMM problems An Introduction to Bioinformatics Algorithms www.bioalgorithms.info Hidden Markov Models Slides revised and adapted to Computational Biology IST 2015/2016 Ana Teresa Freitas Three classic HMM problems

More information

Learning Low Dimensional Predictive Representations

Learning Low Dimensional Predictive Representations Learning Low Dimensional Predictive Representations Matthew Rosencrantz MROSEN@CS.CMU.EDU Computer Science Department, Carnegie Mellon University, Forbes Avenue, Pittsburgh, PA, USA Geoff Gordon GGORDON@CS.CMU.EDU

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Statistics! rsalakhu@utstat.toronto.edu! http://www.utstat.utoronto.ca/~rsalakhu/ Sidney Smith Hall, Room 6002 Lecture 11 Project

More information

Introduction Neural Networks - Architecture Network Training Small Example - ZIP Codes Summary. Neural Networks - I. Henrik I Christensen

Introduction Neural Networks - Architecture Network Training Small Example - ZIP Codes Summary. Neural Networks - I. Henrik I Christensen Neural Networks - I Henrik I Christensen Robotics & Intelligent Machines @ GT Georgia Institute of Technology, Atlanta, GA 30332-0280 hic@cc.gatech.edu Henrik I Christensen (RIM@GT) Neural Networks 1 /

More information

Resilience Management Problem in ATM Systems as ashortest Path Problem

Resilience Management Problem in ATM Systems as ashortest Path Problem Resilience Management Problem in ATM Systems as ashortest Path Problem A proposal for definition of an ATM system resilience metric through an optimal scheduling strategy for the re allocation of the system

More information

On Optimal Coding of Hidden Markov Sources

On Optimal Coding of Hidden Markov Sources 2014 Data Compression Conference On Optimal Coding of Hidden Markov Sources Mehdi Salehifar, Emrah Akyol, Kumar Viswanatha, and Kenneth Rose Department of Electrical and Computer Engineering University

More information

Hidden Markov Modelling

Hidden Markov Modelling Hidden Markov Modelling Introduction Problem formulation Forward-Backward algorithm Viterbi search Baum-Welch parameter estimation Other considerations Multiple observation sequences Phone-based models

More information

C4.5 - pruning decision trees

C4.5 - pruning decision trees C4.5 - pruning decision trees Quiz 1 Quiz 1 Q: Is a tree with only pure leafs always the best classifier you can have? A: No. Quiz 1 Q: Is a tree with only pure leafs always the best classifier you can

More information

Using Hidden Markov Models as a Statistical Process Control Technique: An Example from a ML 5 Organization

Using Hidden Markov Models as a Statistical Process Control Technique: An Example from a ML 5 Organization Using Hidden Markov Models as a Statistical Process Control Technique: An Example from a ML 5 Organization Bob Moore, Senior Principal Process Engineer, Business, Inc. (BTI) Ray Luke, Engineer, Raytheon

More information

Safety Verification of Fault Tolerant Goal-based Control Programs with Estimation Uncertainty

Safety Verification of Fault Tolerant Goal-based Control Programs with Estimation Uncertainty 2008 American Control Conference Westin Seattle Hotel, Seattle, Washington, USA June 11-13, 2008 WeAI01.6 Safety Verification of Fault Tolerant Goal-based Control Programs with Estimation Uncertainty Julia

More information

Course 495: Advanced Statistical Machine Learning/Pattern Recognition

Course 495: Advanced Statistical Machine Learning/Pattern Recognition Course 495: Advanced Statistical Machine Learning/Pattern Recognition Lecturer: Stefanos Zafeiriou Goal (Lectures): To present discrete and continuous valued probabilistic linear dynamical systems (HMMs

More information

Review Paper Machine Repair Problem with Spares and N-Policy Vacation

Review Paper Machine Repair Problem with Spares and N-Policy Vacation Research Journal of Recent Sciences ISSN 2277-2502 Res.J.Recent Sci. Review Paper Machine Repair Problem with Spares and N-Policy Vacation Abstract Sharma D.C. School of Mathematics Statistics and Computational

More information

IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt Class Lecture Notes: Tuesday, March 1.

IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt Class Lecture Notes: Tuesday, March 1. IEOR 46: Introduction to Operations Research: Stochastic Models Spring, Professor Whitt Class Lecture Notes: Tuesday, March. Continuous-Time Markov Chains, Ross Chapter 6 Problems for Discussion and Solutions.

More information

A Pseudo-Boolean Set Covering Machine

A Pseudo-Boolean Set Covering Machine A Pseudo-Boolean Set Covering Machine Pascal Germain, Sébastien Giguère, Jean-Francis Roy, Brice Zirakiza, François Laviolette, and Claude-Guy Quimper Département d informatique et de génie logiciel, Université

More information

An Evolutionary Programming Based Algorithm for HMM training

An Evolutionary Programming Based Algorithm for HMM training An Evolutionary Programming Based Algorithm for HMM training Ewa Figielska,Wlodzimierz Kasprzak Institute of Control and Computation Engineering, Warsaw University of Technology ul. Nowowiejska 15/19,

More information

\ fwf The Institute for Integrating Statistics in Decision Sciences

\ fwf The Institute for Integrating Statistics in Decision Sciences # \ fwf The Institute for Integrating Statistics in Decision Sciences Technical Report TR-2007-8 May 22, 2007 Advances in Bayesian Software Reliability Modelling Fabrizio Ruggeri CNR IMATI Milano, Italy

More information

Lecture 12: Algorithms for HMMs

Lecture 12: Algorithms for HMMs Lecture 12: Algorithms for HMMs Nathan Schneider (some slides from Sharon Goldwater; thanks to Jonathan May for bug fixes) ENLP 17 October 2016 updated 9 September 2017 Recap: tagging POS tagging is a

More information

LEARNING DYNAMIC SYSTEMS: MARKOV MODELS

LEARNING DYNAMIC SYSTEMS: MARKOV MODELS LEARNING DYNAMIC SYSTEMS: MARKOV MODELS Markov Process and Markov Chains Hidden Markov Models Kalman Filters Types of dynamic systems Problem of future state prediction Predictability Observability Easily

More information

Hidden Markov Models

Hidden Markov Models Hidden Markov Models A selection of slides taken from the following: Chris Bystroff Protein Folding Initiation Site Motifs Iosif Vaisman Bioinformatics and Gene Discovery Colin Cherry Hidden Markov Models

More information

Linear Dynamical Systems (Kalman filter)

Linear Dynamical Systems (Kalman filter) Linear Dynamical Systems (Kalman filter) (a) Overview of HMMs (b) From HMMs to Linear Dynamical Systems (LDS) 1 Markov Chains with Discrete Random Variables x 1 x 2 x 3 x T Let s assume we have discrete

More information

Basics of reinforcement learning

Basics of reinforcement learning Basics of reinforcement learning Lucian Buşoniu TMLSS, 20 July 2018 Main idea of reinforcement learning (RL) Learn a sequential decision policy to optimize the cumulative performance of an unknown system

More information

Matrices: 2.1 Operations with Matrices

Matrices: 2.1 Operations with Matrices Goals In this chapter and section we study matrix operations: Define matrix addition Define multiplication of matrix by a scalar, to be called scalar multiplication. Define multiplication of two matrices,

More information

Machine Learning for natural language processing

Machine Learning for natural language processing Machine Learning for natural language processing Hidden Markov Models Laura Kallmeyer Heinrich-Heine-Universität Düsseldorf Summer 2016 1 / 33 Introduction So far, we have classified texts/observations

More information

Consistent Global States of Distributed Systems: Fundamental Concepts and Mechanisms. CS 249 Project Fall 2005 Wing Wong

Consistent Global States of Distributed Systems: Fundamental Concepts and Mechanisms. CS 249 Project Fall 2005 Wing Wong Consistent Global States of Distributed Systems: Fundamental Concepts and Mechanisms CS 249 Project Fall 2005 Wing Wong Outline Introduction Asynchronous distributed systems, distributed computations,

More information

A Higher-Order Interactive Hidden Markov Model and Its Applications Wai-Ki Ching Department of Mathematics The University of Hong Kong

A Higher-Order Interactive Hidden Markov Model and Its Applications Wai-Ki Ching Department of Mathematics The University of Hong Kong A Higher-Order Interactive Hidden Markov Model and Its Applications Wai-Ki Ching Department of Mathematics The University of Hong Kong Abstract: In this talk, a higher-order Interactive Hidden Markov Model

More information

Machine Learning for OR & FE

Machine Learning for OR & FE Machine Learning for OR & FE Hidden Markov Models Martin Haugh Department of Industrial Engineering and Operations Research Columbia University Email: martin.b.haugh@gmail.com Additional References: David

More information

Multiplex network inference

Multiplex network inference (using hidden Markov models) University of Cambridge Bioinformatics Group Meeting 11 February 2016 Words of warning Disclaimer These slides have been produced by combining & translating two of my previous

More information

Tutorial on Hidden Markov Model

Tutorial on Hidden Markov Model Applied and Computational Mathematics 2017; 6(4-1): 16-38 http://www.sciencepublishinggroup.com/j/acm doi: 10.11648/j.acm.s.2017060401.12 ISS: 2328-5605 (Print); ISS: 2328-5613 (Online) Tutorial on Hidden

More information

Advanced Data Science

Advanced Data Science Advanced Data Science Dr. Kira Radinsky Slides Adapted from Tom M. Mitchell Agenda Topics Covered: Time series data Markov Models Hidden Markov Models Dynamic Bayes Nets Additional Reading: Bishop: Chapter

More information

Hidden Markov Models The three basic HMM problems (note: change in notation) Mitch Marcus CSE 391

Hidden Markov Models The three basic HMM problems (note: change in notation) Mitch Marcus CSE 391 Hidden Markov Models The three basic HMM problems (note: change in notation) Mitch Marcus CSE 391 Parameters of an HMM States: A set of states S=s 1, s n Transition probabilities: A= a 1,1, a 1,2,, a n,n

More information

Algorithm-Hardware Co-Optimization of Memristor-Based Framework for Solving SOCP and Homogeneous QCQP Problems

Algorithm-Hardware Co-Optimization of Memristor-Based Framework for Solving SOCP and Homogeneous QCQP Problems L.C.Smith College of Engineering and Computer Science Algorithm-Hardware Co-Optimization of Memristor-Based Framework for Solving SOCP and Homogeneous QCQP Problems Ao Ren Sijia Liu Ruizhe Cai Wujie Wen

More information

Sequence Modelling with Features: Linear-Chain Conditional Random Fields. COMP-599 Oct 6, 2015

Sequence Modelling with Features: Linear-Chain Conditional Random Fields. COMP-599 Oct 6, 2015 Sequence Modelling with Features: Linear-Chain Conditional Random Fields COMP-599 Oct 6, 2015 Announcement A2 is out. Due Oct 20 at 1pm. 2 Outline Hidden Markov models: shortcomings Generative vs. discriminative

More information

Reliability Analysis of a Fuel Supply System in Automobile Engine

Reliability Analysis of a Fuel Supply System in Automobile Engine ISBN 978-93-84468-19-4 Proceedings of International Conference on Transportation and Civil Engineering (ICTCE'15) London, March 21-22, 2015, pp. 1-11 Reliability Analysis of a Fuel Supply System in Automobile

More information

Lecture 9. Intro to Hidden Markov Models (finish up)

Lecture 9. Intro to Hidden Markov Models (finish up) Lecture 9 Intro to Hidden Markov Models (finish up) Review Structure Number of states Q 1.. Q N M output symbols Parameters: Transition probability matrix a ij Emission probabilities b i (a), which is

More information

Uniprocessor Mixed-Criticality Scheduling with Graceful Degradation by Completion Rate

Uniprocessor Mixed-Criticality Scheduling with Graceful Degradation by Completion Rate Uniprocessor Mixed-Criticality Scheduling with Graceful Degradation by Completion Rate Zhishan Guo 1, Kecheng Yang 2, Sudharsan Vaidhun 1, Samsil Arefin 3, Sajal K. Das 3, Haoyi Xiong 4 1 Department of

More information

Polynomial-Time Verification of PCTL Properties of MDPs with Convex Uncertainties and its Application to Cyber-Physical Systems

Polynomial-Time Verification of PCTL Properties of MDPs with Convex Uncertainties and its Application to Cyber-Physical Systems Polynomial-Time Verification of PCTL Properties of MDPs with Convex Uncertainties and its Application to Cyber-Physical Systems Alberto Puggelli DREAM Seminar - November 26, 2013 Collaborators and PIs:

More information

Markov Chains Absorption (cont d) Hamid R. Rabiee

Markov Chains Absorption (cont d) Hamid R. Rabiee Markov Chains Absorption (cont d) Hamid R. Rabiee 1 Absorbing Markov Chain An absorbing state is one in which the probability that the process remains in that state once it enters the state is 1 (i.e.,

More information

The Particle Filter. PD Dr. Rudolph Triebel Computer Vision Group. Machine Learning for Computer Vision

The Particle Filter. PD Dr. Rudolph Triebel Computer Vision Group. Machine Learning for Computer Vision The Particle Filter Non-parametric implementation of Bayes filter Represents the belief (posterior) random state samples. by a set of This representation is approximate. Can represent distributions that

More information

L23: hidden Markov models

L23: hidden Markov models L23: hidden Markov models Discrete Markov processes Hidden Markov models Forward and Backward procedures The Viterbi algorithm This lecture is based on [Rabiner and Juang, 1993] Introduction to Speech

More information

Lecture 12: Algorithms for HMMs

Lecture 12: Algorithms for HMMs Lecture 12: Algorithms for HMMs Nathan Schneider (some slides from Sharon Goldwater; thanks to Jonathan May for bug fixes) ENLP 26 February 2018 Recap: tagging POS tagging is a sequence labelling task.

More information

Probabilistic Model Checking and Strategy Synthesis for Robot Navigation

Probabilistic Model Checking and Strategy Synthesis for Robot Navigation Probabilistic Model Checking and Strategy Synthesis for Robot Navigation Dave Parker University of Birmingham (joint work with Bruno Lacerda, Nick Hawes) AIMS CDT, Oxford, May 2015 Overview Probabilistic

More information

Factor Graphs and Message Passing Algorithms Part 1: Introduction

Factor Graphs and Message Passing Algorithms Part 1: Introduction Factor Graphs and Message Passing Algorithms Part 1: Introduction Hans-Andrea Loeliger December 2007 1 The Two Basic Problems 1. Marginalization: Compute f k (x k ) f(x 1,..., x n ) x 1,..., x n except

More information

HMM: Parameter Estimation

HMM: Parameter Estimation I529: Machine Learning in Bioinformatics (Spring 2017) HMM: Parameter Estimation Yuzhen Ye School of Informatics and Computing Indiana University, Bloomington Spring 2017 Content Review HMM: three problems

More information

Reliability of Technical Systems

Reliability of Technical Systems Reliability of Technical Systems Main Topics 1. Short Introduction, Reliability Parameters: Failure Rate, Failure Probability, etc. 2. Some Important Reliability Distributions 3. Component Reliability

More information

Software Reliability Estimation under Uncertainty: Generalization of the Method of Moments

Software Reliability Estimation under Uncertainty: Generalization of the Method of Moments Software Reliability Estimation under Uncertainty: Generalization of the Method of Moments Katerina Goševa-Popstojanova and Sunil Kamavaram Lane Department of Computer Science and Electrical Engineering

More information

Data Mining in Bioinformatics HMM

Data Mining in Bioinformatics HMM Data Mining in Bioinformatics HMM Microarray Problem: Major Objective n Major Objective: Discover a comprehensive theory of life s organization at the molecular level 2 1 Data Mining in Bioinformatics

More information

Algorithmisches Lernen/Machine Learning

Algorithmisches Lernen/Machine Learning Algorithmisches Lernen/Machine Learning Part 1: Stefan Wermter Introduction Connectionist Learning (e.g. Neural Networks) Decision-Trees, Genetic Algorithms Part 2: Norman Hendrich Support-Vector Machines

More information

Introduction. Machine Element Design Walid Khraisat

Introduction. Machine Element Design Walid Khraisat Introduction Machine Element Design 0906437 Walid Khraisat What Is Design? Engineering design is a systematic process by which solutions to the needs of humankind are obtained Examples Lightweight,compact

More information

21 Markov Decision Processes

21 Markov Decision Processes 2 Markov Decision Processes Chapter 6 introduced Markov chains and their analysis. Most of the chapter was devoted to discrete time Markov chains, i.e., Markov chains that are observed only at discrete

More information

Unit 16: Hidden Markov Models

Unit 16: Hidden Markov Models Computational Statistics with Application to Bioinformatics Prof. William H. Press Spring Term, 2008 The University of Texas at Austin Unit 16: Hidden Markov Models The University of Texas at Austin, CS

More information

Stochastic Enumeration Method for Counting Trees

Stochastic Enumeration Method for Counting Trees Stochastic Enumeration Method for Counting Trees Slava Vaisman (Joint work with Dirk P. Kroese) University of Queensland r.vaisman@uq.edu.au January 11, 2015 Slava Vaisman (UQ) Stochastic enumeration January

More information