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Information Acquisition Under Resource Limitations in a Noisy Environment
Soloviev, Matvey, Halpern, Joseph Y.
We introduce a theoretical model of information acquisition under resource limitations in a noisy environment. An agent must guess the truth value of a given Boolean formula $\varphi$ after performing a bounded number of noisy tests of the truth values of variables in the formula. We observe that, in general, the problem of finding an optimal testing strategy for $\phi$ is hard, but we suggest a useful heuristic. The techniques we use also give insight into two apparently unrelated, but well-studied problems: (1) \emph{rational inattention}, that is, when it is rational to ignore pertinent information (the optimal strategy may involve hardly ever testing variables that are clearly relevant to $\phi$), and (2) what makes a formula hard to learn/remember.
MDPs with Unawareness in Robotics
Rong, Nan, Halpern, Joseph Y., Saxena, Ashutosh
We formalize decision-making problems in robotics and automated control using continuous MDPs and actions that take place over continuous time intervals. We then approximate the continuous MDP using finer and finer discretizations. Doing this results in a family of systems, each of which has an extremely large action space, although only a few actions are "interesting". We can view the decision maker as being unaware of which actions are "interesting". We can model this using MDPUs, MDPs with unawareness, where the action space is much smaller. As we show, MDPUs can be used as a general framework for learning tasks in robotic problems. We prove results on the difficulty of learning a near-optimal policy in an an MDPU for a continuous task. We apply these ideas to the problem of having a humanoid robot learn on its own how to walk.
A reinforcement learning based decision support system in textile manufacturing process
He, Zhenglei, Tran, Kim Phuc, Thomassey, Sébastien, Zeng, Xianyi, Yi, Changhai
This paper introduced a reinforcement learning based decision support system in textile manufacturing process. A solution optimization problem of color fading ozonation is discussed and set up as a Markov Decision Process (MDP) in terms of tuple {S, A, P, R}. Q-learning is used to train an agent in the interaction with the setup environment by accumulating the reward R. According to the application result, it is found that the proposed MDP model has well expressed the optimization problem of textile manufacturing process discussed in this paper, therefore the use of reinforcement learning to support decision making in this sector is conducted and proven that is applicable with promising prospects.
Neural Lyapunov Control
Chang, Ya-Chien, Roohi, Nima, Gao, Sicun
We propose new methods for learning control policies and neural network Lyapunov functions for nonlinear control problems, with provable guarantee of stability. The framework consists of a learner that attempts to find the control and Lyapunov functions, and a falsifier that finds counterexamples to quickly guide the learner towards solutions. The procedure terminates when no counterexample is found by the falsifier, in which case the controlled nonlinear system is provably stable. The approach significantly simplifies the process of Lyapunov control design, provides end-to-end correctness guarantee, and can obtain much larger regions of attraction than existing methods such as LQR and SOS/SDP. We show experiments on how the new methods obtain high-quality solutions for challenging control problems.
Early Classification of Time Series. Cost-based Optimization Criterion and Algorithms
Achenchabe, Youssef, Bondu, Alexis, Cornuéjols, Antoine, Dachraoui, Asma
An increasing number of applications require to recognize the class of an incoming time series as quickly as possible without unduly compromising the accuracy of the prediction. In this paper, we put forward a new optimization criterion which takes into account both the cost of misclassification and the cost of delaying the decision. Based on this optimization criterion, we derived a family of non-myopic algorithms which try to anticipate the expected future gain in information in balance with the cost of waiting. In one class of algorithms, unsupervised-based, the expectations use the clustering of time series, while in a second class, supervised-based, time series are grouped according to the confidence level of the classifier used to label them. Extensive experiments carried out on real data sets using a large range of delay cost functions show that the presented algorithms are able to satisfactorily solving the earliness vs. accuracy trade-off, with the supervised-based approaches faring better than the unsupervised-based ones. In addition, all these methods perform better in a wide variety of conditions than a state of the art method based on a myopic strategy which is recognized as very competitive.
Best Arm Identification in Spectral Bandits
Kocák, Tomáš, Garivier, Aurélien
We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a non-smooth max-min problem (providing in passing a simplified analysis for the unconstrained case). Building on this algorithm, we propose an asymptotically optimal strategy. We furthermore illustrate by numerical experiments both the strategy's efficiency and the impact of the smoothness constraint on the sample complexity. Best Arm Identification (BAI) is an important challenge in many applications ranging from parameter tuning to clinical trials. It is now very well understood in vanilla bandit models, but real-world problems typically involve some dependency between arms that requires more involved models. Assuming a graph structure on the arms is an elegant practical way to encompass this phenomenon, but this had been done so far only for regret minimization. Addressing BAI with graph constraints involves delicate optimization problems for which the present paper offers a solution.
Tessellated Wasserstein Auto-Encoders
Non-adversarial generative models such as variational auto-encoder (VAE), Wasserstein auto-encoders with maximum mean discrepancy (WAE-MMD), sliced-Wasserstein auto-encoder (SWAE) are relatively easy to train and have less mode collapse compared to Wasserstein auto-encoder with generative adversarial network (WAE-GAN). However, they are not very accurate in approximating the target distribution in the latent space because they don't have a discriminator to detect the minor difference between real and fake. To this end, we develop a novel non-adversarial framework called Tessellated Wasserstein Auto-encoders (TWAE) to tessellate the support of the target distribution into a given number of regions by the centroidal Voronoi tessellation (CVT) technique and design batches of data according to the tessellation instead of random shuffling for accurate computation of discrepancy. Theoretically, we demonstrate that the error of estimate to the discrepancy decreases when the numbers of samples $n$ and regions $m$ of the tessellation become larger with rates of $\mathcal{O}(\frac{1}{\sqrt{n}})$ and $\mathcal{O}(\frac{1}{\sqrt{m}})$, respectively. Given fixed $n$ and $m$, a necessary condition for the upper bound of measurement error to be minimized is that the tessellation is the one determined by CVT. TWAE is very flexible to different non-adversarial metrics and can substantially enhance their generative performance in terms of Fr\'{e}chet inception distance (FID) compared to VAE, WAE-MMD, SWAE. Moreover, numerical results indeed demonstrate that TWAE is competitive to the adversarial model WAE-GAN, demonstrating its powerful generative ability.
ReLU Code Space: A Basis for Rating Network Quality Besides Accuracy
Shepeleva, Natalia, Zellinger, Werner, Lewandowski, Michal, Moser, Bernhard
We propose a new metric space of ReLU activation codes equipped with a truncated Hamming distance which establishes an isometry between its elements and polyhedral bodies in the input space which have recently been shown to be strongly related to safety, robustness, and confidence. This isometry allows the efficient computation of adjacency relations between the polyhedral bodies. Experiments on MNIST and CIFAR-10 indicate that information besides accuracy might be stored in the code space.
Accounting for Input Noise in Gaussian Process Parameter Retrieval
Johnson, J. Emmanuel, Laparra, Valero, Camps-Valls, Gustau
Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple, flexible, and provide accurate estimates. GPs are based on a Bayesian statistical framework which provides a posterior probability function for each estimation. Therefore, besides the usual prediction (given in this case by the mean function), GPs come equipped with the possibility to obtain a predictive variance (i.e., error bars, confidence intervals) for each prediction. Unfortunately, the GP formulation usually assumes that there is no noise in the inputs, only in the observations. However, this is often not the case in earth observation problems where an accurate assessment of the measuring instrument error is typically available, and where there is huge interest in characterizing the error propagation through the processing pipeline. In this letter, we demonstrate how one can account for input noise estimates using a GP model formulation which propagates the error terms using the derivative of the predictive mean function. We analyze the resulting predictive variance term and show how they more accurately represent the model error in a temperature prediction problem from infrared sounding data.
Reinforcement Learning for Variable Selection in a Branch and Bound Algorithm
Etheve, Marc, Alès, Zacharie, Bissuel, Côme, Juan, Olivier, Kedad-Sidhoum, Safia
Mixed integer linear programs are commonly solved by Branch and Bound algorithms. A key factor of the efficiency of the most successful commercial solvers is their fine-tuned heuristics. In this paper, we leverage patterns in real-world instances to learn from scratch a new branching strategy optimised for a given problem and compare it with a commercial solver. We propose FMSTS, a novel Reinforcement Learning approach specifically designed for this task. The strength of our method lies in the consistency between a local value function and a global metric of interest. In addition, we provide insights for adapting known RL techniques to the Branch and Bound setting, and present a new neural network architecture inspired from the literature. To our knowledge, it is the first time Reinforcement Learning has been used to fully optimise the branching strategy. Computational experiments show that our method is appropriate and able to generalise well to new instances.