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Questions tagged [markov-chain]

For questions about the use of Markov models in the field of AI/ML.

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Are there any ways to model markov chains from time series data?

I want to make a thing that produces a stochastic process from time series data. The time series data is recorded every hour over the year, which means 24-hour of patterns exist for 365 days. What I ...
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13 views

Predicting Hot Categories In a Reference Manager

Reference managers like Zotero or Mendeley allow researchers to categorize papers into hierarchical categories called collections. The User navigates through a listing of these collections when filing ...
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1answer
30 views

Can HMM, MRF, or CRF be used to classify the state of a single observation, not the entire observation sequence?

I learn that the Viterbi algorithm used for Hidden Markov Model (HMM) can classify a sequence of hidden states from the corresponding observations; Markov Random Field (MRF) and Conditional Random ...
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195 views

Difference in continuing and episodic cases in Sutton and Barto - Introduction to RL, exercise 3.5

Excercise 3.5 The equastions in Section 3.1 are for the continuing case and need to be modified (very slightly) to apply to episodic tasks. Show that you know the modifications needed by giving ...
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1answer
429 views

When is Markov Decision Process (MDP) not adequate for goal-directed learning tasks

In the book Reinforcement Learning: An Introduction (Sutton & Barto, 2018). The authors ask Exercise 3.2: Is the MDP framework adequate to usefully represent all goal-directed learning tasks? ...
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1answer
45 views

MDP model for binary search

a number has randomly been chosen from 1 to 3. in each step we can make a guess and we will be told if our guess is equal, bigger or smaller than the chosen number. we're trying to find the number ...
5
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1answer
190 views

Detect patterns in sequences of actions

I have to analyse sequences of actions that look more or less like this JSON blob. The question I'm trying to answer is whether there are recurring (sub)patterns that different users adopt when asked ...
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2answers
294 views

Hidden Markov Model application

I'm very new to the field of AI and HMMs. My question is can HMMs be used to model any time series data? Or does the data have to be that of a Markov process? In HTK documentation, I see that the ...
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1answer
183 views

Markov Model for a Traffic Intersection

I need some help in developing a Markov Model for a crossroads there is no one way road and i am assuming at this time that traffic is only allowed to go straight no turns are allowed. There are 4 ...
2
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2answers
125 views

Can an Markov decision process be dependent on the past?

As far as I know MDP are independent from the past. But the definition says that the same policy should always take the same action depending on the state. What if I define my state as the current "...
5
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1answer
115 views

How to fill in missing transitions when sampling an MDP transition table?

I have a simulator modelling a relatively complex scenario. I extract ~12 discrete features from the simulator state which forms the basis for my MDP state space. Suppose I am estimating the ...
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1answer
167 views

How q-learning solves the issue with value iteration in model-free settings

I can't understand what is the problem in applying value-iteration in reinforcement learning setting (where we don't the reward and transition probabilities). In one of the lectures, the guy said it ...
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2k views

What is a Markov chain and how can it be used in creating artificial intelligence?

I believe a Markov chain is a sequence of events where each subsequent event depends probabilistically on the current event. What are examples of the application of a Markov chain and can it be used ...