Toward data-driven solutions to interactive dynamic influence diagrams

Pan, Yinghui, Tang, Jing, Ma, Biyang, Zeng, Yifeng and Ming, Zhong (2021) Toward data-driven solutions to interactive dynamic influence diagrams. Knowledge and Information Systems, 63 (9). pp. 2431-2453. ISSN 0219-1377

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Abstract

With the availability of significant amount of data, data-driven decision making becomes an alternative way for solving complex multiagent decision problems. Instead of using domain knowledge to explicitly build decision models, the data-driven approach learns decisions (probably optimal ones) from available data. This removes the knowledge bottleneck in the traditional knowledge-driven decision making, which requires a strong support from domain experts. In this paper, we study data-driven decision making in the context of interactive dynamic influence diagrams (I-DIDs)—a general framework for multiagent sequential decision making under uncertainty. We propose a data-driven framework to solve the I-DIDs model and focus on learning the behavior of other agents in problem domains. The challenge is on learning a complete policy tree that will be embedded in the I-DIDs models due to limited data. We propose two new methods to develop complete policy trees for the other agents in the I-DIDs. The first method uses a simple clustering process, while the second one employs sophisticated statistical checks. We analyze the proposed algorithms in a theoretical way and experiment them over two problem domains.

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