Markov Models
Lifted Weighted Mini-Bucket
Gallo, Nicholas, Ihler, Alexander T.
Many graphical models, such as Markov Logic Networks (MLNs) with evidence, possess highly symmetric substructures but no exact symmetries. Unfortunately, there are few principled methods that exploit these symmetric substructures to perform efficient approximate inference. In this paper, we present a lifted variant of the Weighted Mini-Bucket elimination algorithm which provides a principled way to (i) exploit the highly symmetric substructure of MLN models, and (ii) incorporate high-order inference terms which are necessary for high quality approximate inference. Our method has significant control over the accuracy-time trade-off of the approximation, allowing us to generate any-time approximations. Experimental results demonstrate the utility of this class of approximations, especially in models with strong repulsive potentials.
Completing State Representations using Spectral Learning
Jiang, Nan, Kulesza, Alex, Singh, Satinder
A central problem in dynamical system modeling is state discovery--that is, finding a compact summary of the past that captures the information needed to predict the future. Predictive State Representations (PSRs) enable clever spectral methods for state discovery; however, while consistent in the limit of infinite data, these methods often suffer from poor performance in the low data regime. In this paper we develop a novel algorithm for incorporating domain knowledge, in the form of an imperfect state representation, as side information to speed spectral learning for PSRs. We prove theoretical results characterizing the relevance of a user-provided state representation, and design spectral algorithms that can take advantage of a relevant representation. Our algorithm utilizes principal angles to extract the relevant components of the representation, and is robust to misspecification. Empirical evaluation on synthetic HMMs, an aircraft identification domain, and a gene splice dataset shows that, even with weak domain knowledge, the algorithm can significantly outperform standard PSR learning.
Scalar Posterior Sampling with Applications
Theocharous, Georgios, Wen, Zheng, Abbasi, Yasin, Vlassis, Nikos
We propose a practical non-episodic PSRL algorithm that unlike recent state-of-the-art PSRL algorithms uses a deterministic, model-independent episode switching schedule. Our algorithm termed deterministic schedule PSRL (DS-PSRL) is efficient in terms of time, sample, and space complexity. We prove a Bayesian regret bound under mild assumptions. Our result is more generally applicable to multiple parameters and continuous state action problems. We compare our algorithm with state-of-the-art PSRL algorithms on standard discrete and continuous problems from the literature. Finally, we show how the assumptions of our algorithm satisfy a sensible parameterization for a large class of problems in sequential recommendations.
Autoconj: Recognizing and Exploiting Conjugacy Without a Domain-Specific Language
Deriving conditional and marginal distributions using conjugacy relationships can be time consuming and error prone. In this paper, we propose a strategy for automating such derivations. Unlike previous systems which focus on relationships between pairs of random variables, our system (which we call Autoconj) operates directly on Python functions that compute log-joint distribution functions. Autoconj provides support for conjugacy-exploiting algorithms in any Python-embedded PPL. This paves the way for accelerating development of novel inference algorithms and structure-exploiting modeling strategies. The package can be downloaded at https://github.com/google-research/autoconj.
Bayesian Pose Graph Optimization via Bingham Distributions and Tempered Geodesic MCMC
Birdal, Tolga, Simsekli, Umut, Eken, Mustafa Onur, Ilic, Slobodan
We introduce Tempered Geodesic Markov Chain Monte Carlo (TG-MCMC) algorithm for initializing pose graph optimization problems, arising in various scenarios such as SFM (structure from motion) or SLAM (simultaneous localization and mapping). TG-MCMC is first of its kind as it unites global non-convex optimization on the spherical manifold of quaternions with posterior sampling, in order to provide both reliable initial poses and uncertainty estimates that are informative about the quality of solutions. We devise theoretical convergence guarantees and extensively evaluate our method on synthetic and real benchmarks. Besides its elegance in formulation and theory, we show that our method is robust to missing data, noise and the estimated uncertainties capture intuitive properties of the data.
Learning Pipelines with Limited Data and Domain Knowledge: A Study in Parsing Physics Problems
Sachan, Mrinmaya, Dubey, Kumar Avinava, Mitchell, Tom M., Roth, Dan, Xing, Eric P.
As machine learning becomes more widely used in practice, we need new methods to build complex intelligent systems that integrate learning with existing software, and with domain knowledge encoded as rules. As a case study, we present such a system that learns to parse Newtonian physics problems in textbooks. This system, Nuts&Bolts, learns a pipeline process that incorporates existing code, pre-learned machine learning models, and human engineered rules. It jointly trains the entire pipeline to prevent propagation of errors, using a combination of labelled and unlabelled data. Our approach achieves a good performance on the parsing task, outperforming the simple pipeline and its variants. Finally, we also show how Nuts&Bolts can be used to achieve improvements on a relation extraction task and on the end task of answering Newtonian physics problems.
Scalar Posterior Sampling with Applications
Theocharous, Georgios, Wen, Zheng, Abbasi, Yasin, Vlassis, Nikos
We propose a practical non-episodic PSRL algorithm that unlike recent state-of-the-art PSRL algorithms uses a deterministic, model-independent episode switching schedule. Our algorithm termed deterministic schedule PSRL (DS-PSRL) is efficient in terms of time, sample, and space complexity. We prove a Bayesian regret bound under mild assumptions. Our result is more generally applicable to multiple parameters and continuous state action problems. We compare our algorithm with state-of-the-art PSRL algorithms on standard discrete and continuous problems from the literature. Finally, we show how the assumptions of our algorithm satisfy a sensible parameterization for a large class of problems in sequential recommendations.
Policy Regret in Repeated Games
Arora, Raman, Dinitz, Michael, Marinov, Teodor Vanislavov, Mohri, Mehryar
The notion of ``policy regret'' in online learning is supposed to capture the reactions of the adversary to the actions taken by the learner, which more traditional notions such as external regret do not take into account. We revisit this notion of policy regret, and first show that there are online learning settings in which policy regret and external regret are incompatible: any sequence of play which does well with respect to one must do poorly with respect to the other. We then focus on the game theoretic setting, when the adversary is a self-interested agent. In this setting we show that the external regret and policy regret are not in conflict, and in fact that a wide class of algorithms can ensure both as long as the adversary is also using such an algorithm. We also define a new notion of equilibrium which we call a ``policy equilibrium'', and show that no-policy regret algorithms will have play which converges to such an equilibrium. Relating this back to external regret, we show that coarse correlated equilibria (which no-external regret players will converge to) are a strict subset of policy equilibria. So in game-theoretic settings every sequence of play with no external regret also has no policy regret, but the converse is not true.
Is Q-Learning Provably Efficient?
Jin, Chi, Allen-Zhu, Zeyuan, Bubeck, Sebastien, Jordan, Michael I.
Model-free reinforcement learning (RL) algorithms directly parameterize and update value functions or policies, bypassing the modeling of the environment. They are typically simpler, more flexible to use, and thus more prevalent in modern deep RL than model-based approaches. However, empirical work has suggested that they require large numbers of samples to learn. The theoretical question of whether not model-free algorithms are in fact \emph{sample efficient} is one of the most fundamental questions in RL. The problem is unsolved even in the basic scenario with finitely many states and actions. We prove that, in an episodic MDP setting, Q-learning with UCB exploration achieves regret $\tlO(\sqrt{H^3 SAT})$ where $S$ and $A$ are the numbers of states and actions, $H$ is the number of steps per episode, and $T$ is the total number of steps. Our regret matches the optimal regret up to a single $\sqrt{H}$ factor. Thus we establish the sample efficiency of a classical model-free approach. Moreover, to the best of our knowledge, this is the first model-free analysis to establish $\sqrt{T}$ regret \emph{without} requiring access to a ``simulator.''
Negotiable Reinforcement Learning for Pareto Optimal Sequential Decision-Making
Desai, Nishant, Critch, Andrew, Russell, Stuart J.
It is commonly believed that an agent making decisions on behalf of two or more principals who have different utility functions should adopt a Pareto optimal policy, i.e. a policy that cannot be improved upon for one principal without making sacrifices for another. Harsanyi's theorem shows that when the principals have a common prior on the outcome distributions of all policies, a Pareto optimal policy for the agent is one that maximizes a fixed, weighted linear combination of the principals' utilities. In this paper, we derive a more precise generalization for the sequential decision setting in the case of principals with different priors on the dynamics of the environment. We refer to this generalization as the Negotiable Reinforcement Learning (NRL) framework. In this more general case, the relative weight given to each principal's utility should evolve over time according to how well the agent's observations conform with that principal's prior. To gain insight into the dynamics of this new framework, we implement a simple NRL agent and empirically examine its behavior in a simple environment.