Energy
Discovering Temporally-Aware Reinforcement Learning Algorithms
Jackson, Matthew Thomas, Lu, Chris, Kirsch, Louis, Lange, Robert Tjarko, Whiteson, Shimon, Foerster, Jakob Nicolaus
Recent advancements in meta-learning have enabled the automatic discovery of novel reinforcement learning algorithms parameterized by surrogate objective functions. To improve upon manually designed algorithms, the parameterization of this learned objective function must be expressive enough to represent novel principles of learning (instead of merely recovering already established ones) while still generalizing to a wide range of settings outside of its meta-training distribution. However, existing methods focus on discovering objective functions that, like many widely used objective functions in reinforcement learning, do not take into account the total number of steps allowed for training, or "training horizon". In contrast, humans use a plethora of different learning objectives across the course of acquiring a new ability. For instance, students may alter their studying techniques based on the proximity to exam deadlines and their self-assessed capabilities. This paper contends that ignoring the optimization time horizon significantly restricts the expressive potential of discovered learning algorithms. We propose a simple augmentation to two existing objective discovery approaches that allows the discovered algorithm to dynamically update its objective function throughout the agent's training procedure, resulting in expressive schedules and increased generalization across different training horizons. In the process, we find that commonly used meta-gradient approaches fail to discover such adaptive objective functions while evolution strategies discover highly dynamic learning rules. We demonstrate the effectiveness of our approach on a wide range of tasks and analyze the resulting learned algorithms, which we find effectively balance exploration and exploitation by modifying the structure of their learning rules throughout the agent's lifetime.
Time Series Diffusion in the Frequency Domain
Crabbé, Jonathan, Huynh, Nicolas, Stanczuk, Jan, van der Schaar, Mihaela
Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope of time series diffusion models. More specifically, we analyze whether representing time series in the frequency domain is a useful inductive bias for score-based diffusion models. By starting from the canonical SDE formulation of diffusion in the time domain, we show that a dual diffusion process occurs in the frequency domain with an important nuance: Brownian motions are replaced by what we call mirrored Brownian motions, characterized by mirror symmetries among their components. Building on this insight, we show how to adapt the denoising score matching approach to implement diffusion models in the frequency domain. This results in frequency diffusion models, which we compare to canonical time diffusion models. Our empirical evaluation on real-world datasets, covering various domains like healthcare and finance, shows that frequency diffusion models better capture the training distribution than time diffusion models. We explain this observation by showing that time series from these datasets tend to be more localized in the frequency domain than in the time domain, which makes them easier to model in the former case. All our observations point towards impactful synergies between Fourier analysis and diffusion models.
Decision Theory-Guided Deep Reinforcement Learning for Fast Learning
Wan, Zelin, Cho, Jin-Hee, Zhu, Mu, Anwar, Ahmed H., Kamhoua, Charles, Singh, Munindar P.
This paper introduces a novel approach, Decision Theory-guided Deep Reinforcement Learning (DT-guided DRL), to address the inherent cold start problem in DRL. By integrating decision theory principles, DT-guided DRL enhances agents' initial performance and robustness in complex environments, enabling more efficient and reliable convergence during learning. Our investigation encompasses two primary problem contexts: the cart pole and maze navigation challenges. Experimental results demonstrate that the integration of decision theory not only facilitates effective initial guidance for DRL agents but also promotes a more structured and informed exploration strategy, particularly in environments characterized by large and intricate state spaces. The results of experiment demonstrate that DT-guided DRL can provide significantly higher rewards compared to regular DRL. Specifically, during the initial phase of training, the DT-guided DRL yields up to an 184% increase in accumulated reward. Moreover, even after reaching convergence, it maintains a superior performance, ending with up to 53% more reward than standard DRL in large maze problems. DT-guided DRL represents an advancement in mitigating a fundamental challenge of DRL by leveraging functions informed by human (designer) knowledge, setting a foundation for further research in this promising interdisciplinary domain.
An operator learning perspective on parameter-to-observable maps
Huang, Daniel Zhengyu, Nelsen, Nicholas H., Trautner, Margaret
Computationally efficient surrogates for parametrized physical models play a crucial role in science and engineering. Operator learning provides data-driven surrogates that map between function spaces. However, instead of full-field measurements, often the available data are only finite-dimensional parametrizations of model inputs or finite observables of model outputs. Building off of Fourier Neural Operators, this paper introduces the Fourier Neural Mappings (FNMs) framework that is able to accommodate such finite-dimensional inputs and outputs. The paper develops universal approximation theorems for the method. Moreover, in many applications the underlying parameter-to-observable (PtO) map is defined implicitly through an infinite-dimensional operator, such as the solution operator of a partial differential equation. A natural question is whether it is more data-efficient to learn the PtO map end-to-end or first learn the solution operator and subsequently compute the observable from the full-field solution. A theoretical analysis of Bayesian nonparametric regression of linear functionals, which is of independent interest, suggests that the end-to-end approach can actually have worse sample complexity. Extending beyond the theory, numerical results for the FNM approximation of three nonlinear PtO maps demonstrate the benefits of the operator learning perspective that this paper adopts.
AI enhanced data assimilation and uncertainty quantification applied to Geological Carbon Storage
Seabra, G. S., Mücke, N. T., Silva, V. L. S., Voskov, D., Vossepoel, F.
This study investigates the integration of machine learning (ML) and data assimilation (DA) techniques, focusing on implementing surrogate models for Geological Carbon Storage (GCS) projects while maintaining high fidelity physical results in posterior states. Initially, we evaluate the surrogate modeling capability of two distinct machine learning models, Fourier Neural Operators (FNOs) and Transformer UNet (T-UNet), in the context of CO$_2$ injection simulations within channelized reservoirs. We introduce the Surrogate-based hybrid ESMDA (SH-ESMDA), an adaptation of the traditional Ensemble Smoother with Multiple Data Assimilation (ESMDA). This method uses FNOs and T-UNet as surrogate models and has the potential to make the standard ESMDA process at least 50% faster or more, depending on the number of assimilation steps. Additionally, we introduce Surrogate-based Hybrid RML (SH-RML), a variational data assimilation approach that relies on the randomized maximum likelihood (RML) where both the FNO and the T-UNet enable the computation of gradients for the optimization of the objective function, and a high-fidelity model is employed for the computation of the posterior states. Our comparative analyses show that SH-RML offers better uncertainty quantification compared to conventional ESMDA for the case study.
Iterated Denoising Energy Matching for Sampling from Boltzmann Densities
Akhound-Sadegh, Tara, Rector-Brooks, Jarrid, Bose, Avishek Joey, Mittal, Sarthak, Lemos, Pablo, Liu, Cheng-Hao, Sendera, Marcin, Ravanbakhsh, Siamak, Gidel, Gauthier, Bengio, Yoshua, Malkin, Nikolay, Tong, Alexander
Efficiently generating statistically independent samples from an unnormalized probability distribution, such as equilibrium samples of many-body systems, is a foundational problem in science. In this paper, we propose Iterated Denoising Energy Matching (iDEM), an iterative algorithm that uses a novel stochastic score matching objective leveraging solely the energy function and its gradient -- and no data samples -- to train a diffusion-based sampler. Specifically, iDEM alternates between (I) sampling regions of high model density from a diffusion-based sampler and (II) using these samples in our stochastic matching objective to further improve the sampler. iDEM is scalable to high dimensions as the inner matching objective, is simulation-free, and requires no MCMC samples. Moreover, by leveraging the fast mode mixing behavior of diffusion, iDEM smooths out the energy landscape enabling efficient exploration and learning of an amortized sampler. We evaluate iDEM on a suite of tasks ranging from standard synthetic energy functions to invariant $n$-body particle systems. We show that the proposed approach achieves state-of-the-art performance on all metrics and trains $2-5\times$ faster, which allows it to be the first method to train using energy on the challenging $55$-particle Lennard-Jones system.
Reinforcement Learning for Blind Stair Climbing with Legged and Wheeled-Legged Robots
Chamorro, Simon, Klemm, Victor, Valls, Miguel de la Iglesia, Pal, Christopher, Siegwart, Roland
Abstract-- In recent years, legged and wheeled-legged robots have gained prominence for tasks in environments predominantly created for humans across various domains. One significant challenge faced by many of these robots is their limited capability to navigate stairs, which hampers their functionality in multi-story environments. This study proposes a method aimed at addressing this limitation, employing reinforcement learning to develop a versatile controller applicable to a wide range of robots. In contrast to the conventional velocitybased controllers, our approach builds upon a position-based formulation of the RL task, which we show to be vital for stair climbing. Another key feature of the proposed approach is the incorporation of a boolean observation within the controller, enabling the activation or deactivation of a stair-climbing mode. Siekmann et al. have also shown that it is possible to I. INTRODUCTION Additionally, Mobile ground robots have been widely studied and used we investigate the concept of a boolean mode switch for for various tasks, such as delivery, inspection, and security, stair-climbing, thereby allowing a good performance on both [1]. While wheeled robots are efficient at traveling regular terrain and stair ascent with the same control policy.
Wasserstein proximal operators describe score-based generative models and resolve memorization
Zhang, Benjamin J., Liu, Siting, Li, Wuchen, Katsoulakis, Markos A., Osher, Stanley J.
We focus on the fundamental mathematical structure of score-based generative models (SGMs). We first formulate SGMs in terms of the Wasserstein proximal operator (WPO) and demonstrate that, via mean-field games (MFGs), the WPO formulation reveals mathematical structure that describes the inductive bias of diffusion and score-based models. In particular, MFGs yield optimality conditions in the form of a pair of coupled partial differential equations: a forward-controlled Fokker-Planck (FP) equation, and a backward Hamilton-Jacobi-Bellman (HJB) equation. Via a Cole-Hopf transformation and taking advantage of the fact that the cross-entropy can be related to a linear functional of the density, we show that the HJB equation is an uncontrolled FP equation. Second, with the mathematical structure at hand, we present an interpretable kernel-based model for the score function which dramatically improves the performance of SGMs in terms of training samples and training time. In addition, the WPO-informed kernel model is explicitly constructed to avoid the recently studied memorization effects of score-based generative models. The mathematical form of the new kernel-based models in combination with the use of the terminal condition of the MFG reveals new explanations for the manifold learning and generalization properties of SGMs, and provides a resolution to their memorization effects. Finally, our mathematically informed, interpretable kernel-based model suggests new scalable bespoke neural network architectures for high-dimensional applications.
Integrating LLMs for Explainable Fault Diagnosis in Complex Systems
Dave, Akshay J., Nguyen, Tat Nghia, Vilim, Richard B.
This paper introduces an integrated system designed to enhance the explainability of fault diagnostics in complex systems, such as nuclear power plants, where operator understanding is critical for informed decision-making. By combining a physics-based diagnostic tool with a Large Language Model, we offer a novel solution that not only identifies faults but also provides clear, understandable explanations of their causes and implications. The system's efficacy is demonstrated through application to a molten salt facility, showcasing its ability to elucidate the connections between diagnosed faults and sensor data, answer operator queries, and evaluate historical sensor anomalies. Our approach underscores the importance of merging model-based diagnostics with advanced AI to improve the reliability and transparency of autonomous systems.
SMC Is All You Need: Parallel Strong Scaling
Liang, Xinzhu, Lohani, Sanjaya, Lukens, Joseph M., Kirby, Brian T., Searles, Thomas A., Law, Kody J. H.
In the general framework of Bayesian inference, the target distribution can only be evaluated up-to a constant of proportionality. Classical consistent Bayesian methods such as sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) have unbounded time complexity requirements. We develop a fully parallel sequential Monte Carlo (pSMC) method which provably delivers parallel strong scaling, i.e. the time complexity (and per-node memory) remains bounded if the number of asynchronous processes is allowed to grow. More precisely, the pSMC has a theoretical convergence rate of MSE$ = O(1/NR)$, where $N$ denotes the number of communicating samples in each processor and $R$ denotes the number of processors. In particular, for suitably-large problem-dependent $N$, as $R \rightarrow \infty$ the method converges to infinitesimal accuracy MSE$=O(\varepsilon^2)$ with a fixed finite time-complexity Cost$=O(1)$ and with no efficiency leakage, i.e. computational complexity Cost$=O(\varepsilon^{-2})$. A number of Bayesian inference problems are taken into consideration to compare the pSMC and MCMC methods.