In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which leverages this input set and learns to use the best policy in the set for the reinforcement learning task at hand. We prove that RLPA has a sub-linear regret of \tilde O(\sqrt{T}) relative to the best input policy, and that both this regret and its computational complexity are independent of the size of the state and action space. Our empirical simulations support our theoretical analysis. This suggests RLPA may offer significant advantages in large domains where some prior good policies are provided.

The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper, we assume the unknown function is Lipschitz continuous. Leveraging the Lipschitz property, we propose an algorithm with a distinct exploration phase followed by an exploitation phase. The exploration phase aims to select samples that shrink the search space as much as possible. The exploitation phase then focuses on the reduced search space and selects samples closest to the optimizer. Considering the Expected Improvement (EI) as a baseline, we empirically show that the proposed algorithm significantly outperforms EI.

This paper establishes theoretical bonafides for implicit concurrent multivariate effect evaluation--implicit concurrency for short---a broad and versatile computational learning efficiency thought to underlie general-purpose, non-local, noise-tolerant optimization in genetic algorithms with uniform crossover (UGAs). We demonstrate that implicit concurrency is indeed a form of efficient learning by showing that it can be used to obtain close-to-optimal bounds on the time and queries required to approximately correctly solve a constrained version (k=7, \eta=1/5) of a recognizable computational learning problem: learning parities with noisy membership queries. We argue that a UGA that treats the noisy membership query oracle as a fitness function can be straightforwardly used to approximately correctly learn the essential attributes in O(log^1.585 n) queries and O(n log^1.585 n) time, where n is the total number of attributes. Our proof relies on an accessible symmetry argument and the use of statistical hypothesis testing to reject a global null hypothesis at the 10^-100 level of significance. It is, to the best of our knowledge, the first relatively rigorous identification of efficient computational learning in an evolutionary algorithm on a non-trivial learning problem.

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for inverse reinforcement learning in known MDPs to the case of unknown dynamics or opponents. We do this by deriving two simplified probabilistic models of the demonstrator's policy and utility. For tractability, we use maximum a posteriori estimation rather than full Bayesian inference. Under a flat prior, this results in a convex optimisation problem. We find that the resulting algorithms are highly competitive against a variety of other methods for inverse reinforcement learning that do have knowledge of the dynamics.

We explore the effect of introducing prior information into the intermediate level of neural networks for a learning task on which all the state-of-the-art machine learning algorithms tested failed to learn. We motivate our work from the hypothesis that humans learn such intermediate concepts from other individuals via a form of supervision or guidance using a curriculum. The experiments we have conducted provide positive evidence in favor of this hypothesis. In our experiments, a two-tiered MLP architecture is trained on a dataset with 64x64 binary inputs images, each image with three sprites. The final task is to decide whether all the sprites are the same or one of them is different. Sprites are pentomino tetris shapes and they are placed in an image with different locations using scaling and rotation transformations. The first part of the two-tiered MLP is pre-trained with intermediate-level targets being the presence of sprites at each location, while the second part takes the output of the first part as input and predicts the final task's target binary event. The two-tiered MLP architecture, with a few tens of thousand examples, was able to learn the task perfectly, whereas all other algorithms (include unsupervised pre-training, but also traditional algorithms like SVMs, decision trees and boosting) all perform no better than chance. We hypothesize that the optimization difficulty involved when the intermediate pre-training is not performed is due to the {\em composition} of two highly non-linear tasks. Our findings are also consistent with hypotheses on cultural learning inspired by the observations of optimization problems with deep learning, presumably because of effective local minima.

Graph comparison plays a major role in many network applications. We often need a similarity metric for comparing networks according to their structural properties. Various network features - such as degree distribution and clustering coefficient - provide measurements for comparing networks from different points of view, but a global and integrated distance metric is still missing. In this paper, we employ distance metric learning algorithms in order to construct an integrated distance metric for comparing structural properties of complex networks. According to natural witnesses of network similarities (such as network categories) the distance metric is learned by the means of a dataset of some labeled real networks. For evaluating our proposed method which is called NetDistance, we applied it as the distance metric in K-nearest-neighbors classification. Empirical results show that NetDistance outperforms previous methods, at least 20 percent, with respect to precision.

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.

In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a solution of the MAP equation. The emission distribution is assumed the same in all models, and the difference lays in the Markovian prior hypothesis made over the labeling random field. The a priori labeling knowledge will be modeled with a) a second order anisotropic Markov Mesh and b) a classical isotropic Potts model. Under such models, we will consider three different segmentation procedures, 2D Path Constrained Viterbi training for the Hidden Markov Mesh, a Graph Cut based segmentation for the first order isotropic Potts model, and ICM (Iterated Conditional Modes) for the second order isotropic Potts model. We provide a unified view of all three methods, and investigate goodness of fit for classification, studying the influence of parameter estimation, computational gain, and extent of automation in the statistical measures Overall Accuracy, Relative Improvement and Kappa coefficient, allowing robust and accurate statistical analysis on synthetic and real-life experimental data coming from the field of Dental Diagnostic Radiography. All algorithms, using the learned parameters, generate good segmentations with little interaction when the images have a clear multimodal histogram. Suboptimal learning proves to be frail in the case of non-distinctive modes, which limits the complexity of usable models, and hence the achievable error rate as well. All Matlab code written is provided in a toolbox available for download from our website, following the Reproducible Research Paradigm.

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distance functionals, customarily used in nonparametric estimation for their robustness, with l1-regularization for high-dimensional regression. The geometry of MD-Lasso is key to its consistency and robustness. The estimator is governed by a scaling parameter that caps the influence of outliers: the loss per observation is locally convex and close to quadratic for small squared residuals, and flattens for squared residuals larger than the scaling parameter. As the parameter approaches infinity, the estimator becomes equivalent to least-squares Lasso. MD-Lasso enjoys fast convergence rates under mild conditions on the model error distribution, which hold for any of the solutions in a convexity region around the true parameter and in certain cases for every solution. Remarkably, a first-order optimization method is able to produce iterates very close to the consistent solutions, with geometric convergence and regardless of the initialization. A connection is established with re-weighted least-squares that intuitively explains MD-Lasso robustness. The merits of our method are demonstrated through simulation and eQTL data analysis.

Protein function prediction is the important problem in modern biology. In this paper, the un-normalized, symmetric normalized, and random walk graph Laplacian based semi-supervised learning methods will be applied to the integrated network combined from multiple networks to predict the functions of all yeast proteins in these multiple networks. These multiple networks are network created from Pfam domain structure, co-participation in a protein complex, protein-protein interaction network, genetic interaction network, and network created from cell cycle gene expression measurements. Multiple networks are combined with fixed weights instead of using convex optimization to determine the combination weights due to high time complexity of convex optimization method. This simple combination method will not affect the accuracy performance measures of the three semi-supervised learning methods. Experiment results show that the un-normalized and symmetric normalized graph Laplacian based methods perform slightly better than random walk graph Laplacian based method for integrated network. Moreover, the accuracy performance measures of these three semi-supervised learning methods for integrated network are much better than the best accuracy performance measures of these three methods for the individual network.