# US 9,870,532 B2 · Monte-Carlo approach to computing value of information

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- Number: US 9,870,532 B2
- Document ID: US9870532B2
- Status: Granted
- Kind: B2
- Application number: 15/156,307
- Filed: 2016-05-16
- Published: 2016-12-01
- Granted: 2018-01-16
- Earliest claimed: 2013-03-15
- Assignees: Microsoft Technology Licensing, LLC
- Applicants: Microsoft Technology Licensing, LLC
- Inventors: Eric J. Horvitz; Semiha E. Kamar Eden
- Web page: https://patentgrep.com/patent/US9870532B2

## CPC

- G06N 5/04: Inference or reasoning models
- G06F 17/18: for evaluating statistical data {, e.g. average values, frequency distributions, probability functions, regression analysis (forecasting specially adapted for a specific administrative, business or logistic context G06Q10/04)}
- G06N 5/01: Dynamic search techniques; Heuristics; Dynamic trees; Branch-and-bound
- G06N 7/01: Probabilistic graphical models, e.g. probabilistic networks
- G06N 20/00: Machine learning
- G06N: COMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06F: ELECTRIC DIGITAL DATA PROCESSING (computer systems based on specific computational models G06N)

## Abstract

The subject disclosure is directed towards the use of Monte Carlo (MC) procedures for computing the value of information (VOI), including with long evidential sequences. An MC-VOI algorithm is used to output a decision as to balancing the value and costs of collecting information in advance of taking action by running prediction model-based simulations to determine execution paths through possible states, and processing the results of the simulations/paths taken into a final decision.

## Claims

### Claim 1

A method comprising:
receiving a request to evaluate a long evidential sequence task, the long evidential sequence task comprising a plurality of belief states that formulate paths, the plurality of belief states comprising a first belief state and a terminal belief state;
building a search tree by executing a plurality of samples through corresponding paths until the corresponding paths are completed;
identifying values for all belief states traversed during execution of the plurality of samples; and
using the identified values to evaluate a reward for taking an action at any of the plurality of belief states, wherein the action is one of the following: collecting more evidence or a terminating action.

### Claim 2 (depends on 1)

The method of claim 1, further comprising:
calculating an expected value of information based on the identified values for all of the belief states.

### Claim 3 (depends on 2)

The method of claim 2, wherein the identified values represent one or more of the following: an expected cost for taking an action associated with a corresponding belief state, an expected value for taking the action associated with the corresponding belief state, and an expected value for taking a terminating action associated with the corresponding belief state.

### Claim 4 (depends on 2)

The method of claim 2, wherein evaluating a reward for taking an action at any of the plurality of belief states comprises comparing the calculated expected value of the information with a value at a particular belief state.

### Claim 5 (depends on 2)

The method of claim 2, wherein the expected value of information is calculated as the difference of an expected value for a first action at a belief state and an expected value for a second action at the belief state, wherein the first action is collecting more evidence and the second action is the terminating action.

### Claim 6 (depends on 1)

The method of claim 1, wherein a reward for taking an action at any of the plurality of belief states is based on a number of identified values.

### Claim 7 (depends on 1)

The method of claim 1, further comprising using the identified values to evaluate an additional reward for taking a separate action at any of the plurality of belief states.

### Claim 8 (depends on 1)

The method of claim 1, wherein a belief state has a particular action associated therewith, the particular action being taken as the belief state is traversed.

### Claim 9

A system comprising:
a processor; and
a memory area having logic stored therein, the logic, when executed by the processor, causes the processor to perform operations comprising:
receiving a request to evaluate a long evidential sequence task, the long evidential sequence task comprising a plurality of belief states that formulate paths, the plurality of belief states comprising a first belief state and a terminal belief state;
building a search tree by executing a plurality of samples through corresponding paths until the corresponding paths are completed;
identifying values for all belief states traversed during execution of the plurality of samples; and
using the identified values to evaluate a reward for taking an action at any of the plurality of belief states, wherein the action is one of the following: collecting more evidence or a terminating action.

### Claim 10 (depends on 9)

The system of claim 9, wherein the logic causes the processor to perform further operations comprising:
calculating an expected value of information based on the identified values for all of the belief states.

### Claim 11 (depends on 10)

The system of claim 10, wherein the identified values represent one or more of the following: an expected cost for taking an action associated with a corresponding belief state, an expected value for taking the action associated with the corresponding belief state, and an expected value for taking a terminating action associated with the corresponding belief state.

### Claim 12 (depends on 10)

The system of claim 10, wherein evaluating a reward for taking an action at any of the plurality of belief states comprises comparing the calculated expected value of the information with a value at a particular belief state.

### Claim 13 (depends on 10)

The system of claim 10, wherein the expected value of information is calculated as the difference of an expected value for a first action at a belief state and an expected value for a second action at the belief state, wherein the first action is collecting more evidence and the second action is the terminating action.

### Claim 14 (depends on 9)

The system of claim 9, wherein a reward for taking an action at any of the plurality of belief states is based on a number of identified values.

### Claim 15

One or more computer-readable storage mediums having computer-executable instructions that cause a processor to perform operations comprising:
receiving a request to evaluate a long evidential sequence task, the long evidential sequence task comprising a plurality of belief states that formulate paths, the plurality of belief states comprising a first belief state and a terminal belief state;
building a search tree by executing a plurality of samples through corresponding paths until the corresponding paths are completed;
identifying values for all belief states traversed during execution of the plurality of samples; and
using the identified values to evaluate a reward for taking an action at any of the plurality of belief states, wherein the action is one of the following: collecting more evidence or a terminating action.

### Claim 16 (depends on 15)

The computer-readable storage medium of claim 15, wherein the logic causes the processor to perform further operations comprising:
calculating an expected value of information based on the identified values for all of the belief states.

### Claim 17 (depends on 16)

The computer-readable storage medium of claim 16, wherein the identified values represent one or more of the following: an expected cost for taking an action associated with a corresponding belief state, an expected value for taking the action associated with the corresponding belief state, and an expected value for taking a terminating action associated with the corresponding belief state.

### Claim 18 (depends on 16)

The computer-readable storage medium of claim 16, wherein evaluating a reward for taking an action at any of the plurality of belief states comprises comparing the calculated expected value of the information with a value at a particular belief state.

### Claim 19 (depends on 16)

The computer-readable storage medium of claim 16, wherein the expected value of information is calculated as the difference of an expected value for a first action at a belief state and an expected value for a second action at the belief state, wherein the first action is collecting more evidence and the second action is the terminating action.

### Claim 20 (depends on 15)

The computer-readable storage medium of claim 15, wherein a reward for taking an action at any of the plurality of belief states is based on a number of the identified values.
