Value-Directed Sampling Methods for Monitoring POMDPs

Pascal Poupart
Department of Computer Science
University of Toronto
Toronto, ON M5S 3H5
email: ppoupart@cs.toronto.edu

Luis E. Ortiz
Computer Science Department, Box 1910
Brown University
Providence, RI 02912-1210, U.S.A.
email: leo@cs.brown.edu

Craig Boutilier
Department of Computer Science
University of Toronto
Toronto, ON M5S 3H5
email: cebly@cs.toronto.edu

Abstract
We consider the problem of approximate belief-state monitoring using particle filtering for the purposes of implementing a policy for a partially observable Markov decision process (POMDP). While particle filtering has become a widely used tool in AI for monitoring dynamical systems, rather scant attention has been paid to their use in the context of decision making. Assuming the existence of a value function, we derive error bounds on decision quality associated with filtering using importance sampling. We also describe an adaptive procedure that can be used to dynamically determine the number of samples required to meet specific error bounds. Empirical evidence is offered supporting this technique as a profitable means of directing sampling effort where it is needed to distinguish policies.

To appear, UAI-01

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