2.4AIMay 25, 2021
Trajectory Modeling via Random Utility Inverse Reinforcement LearningAnselmo R. Pitombeira-Neto, Helano P. Santos, Ticiana L. Coelho da Silva et al.
We consider the problem of modeling trajectories of drivers in a road network from the perspective of inverse reinforcement learning. Cars are detected by sensors placed on sparsely distributed points on the street network of a city. As rational agents, drivers are trying to maximize some reward function unknown to an external observer. We apply the concept of random utility from econometrics to model the unknown reward function as a function of observed and unobserved features. In contrast to current inverse reinforcement learning approaches, we do not assume that agents act according to a stochastic policy; rather, we assume that agents act according to a deterministic optimal policy and show that randomness in data arises because the exact rewards are not fully observed by an external observer. We introduce the concept of extended state to cope with unobserved features and develop a Markov decision process formulation of drivers decisions. We present theoretical results which guarantee the existence of solutions and show that maximum entropy inverse reinforcement learning is a particular case of our approach. Finally, we illustrate Bayesian inference on model parameters through a case study with real trajectory data from a large city in Brazil.
12.5MLApr 13, 2020
Anomaly Detection in Trajectory Data with Normalizing FlowsMadson L. D. Dias, César Lincoln C. Mattos, Ticiana L. C. da Silva et al.
The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and varying pattern lengths. We aim to tackle such a problem from a probability density estimation point of view, since it provides an unsupervised procedure to identify out of distribution samples. More specifically, we pursue an approach based on normalizing flows, a recent framework that enables complex density estimation from data with neural networks. Our proposal computes exact model likelihood values, an important feature of normalizing flows, for each segment of the trajectory. Then, we aggregate the segments' likelihoods into a single coherent trajectory anomaly score. Such a strategy enables handling possibly large sequences with different lengths. We evaluate our methodology, named aggregated anomaly detection with normalizing flows (GRADINGS), using real world trajectory data and compare it with more traditional anomaly detection techniques. The promising results obtained in the performed computational experiments indicate the feasibility of the GRADINGS, specially the variant that considers autoregressive normalizing flows.