Markov Models
On Multiple Robustness of Proximal Dynamic Treatment Regimes
Gao, Yuanshan, Bai, Yang, Cui, Yifan
Dynamic treatment regimes are sequential decision rules that adapt treatment according to individual time-varying characteristics and outcomes to achieve optimal effects, with applications in precision medicine, personalized recommendations, and dynamic marketing. Estimating optimal dynamic treatment regimes via sequential randomized trials might face costly and ethical hurdles, often necessitating the use of historical observational data. In this work, we utilize proximal causal inference framework for learning optimal dynamic treatment regimes when the unconfoundedness assumption fails. Our contributions are four-fold: (i) we propose three nonparametric identification methods for optimal dynamic treatment regimes; (ii) we establish the semiparametric efficiency bound for the value function of a given regime; (iii) we propose a (K+1)-robust method for learning optimal dynamic treatment regimes, where K is the number of stages; (iv) as a by-product for marginal structural models, we establish identification and estimation of counterfactual means under a static regime. Numerical experiments validate the efficiency and multiple robustness of our proposed methods.
Benchmarking Probabilistic Time Series Forecasting Models on Neural Activity
Lu, Ziyu, Li, Anna J., Ladd, Alexander E., Matveev, Pascha, Deole, Aditya, Shea-Brown, Eric, Kutz, J. Nathan, Steinmetz, Nicholas A.
Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural activity forecasting remains limited. To bridge this gap, we systematically evaluated eight probabilistic deep learning models, including two foundation models, that have demonstrated strong performance on general forecasting benchmarks. We compared them against four classical statistical models and two baseline methods on spontaneous neural activity recorded from mouse cortex via widefield imaging. Across prediction horizons, several deep learning models consistently outperformed classical approaches, with the best model producing informative forecasts up to 1.5 seconds into the future. Our findings point toward future control applications and open new avenues for probing the intrinsic temporal structure of neural activity.
On the hardness of RL with Lookahead
Pla, Corentin, Richard, Hugo, Abeille, Marc, Merlis, Nadav, Perchet, Vianney
We study reinforcement learning (RL) with transition look-ahead, where the agent may observe which states would be visited upon playing any sequence of $\ell$ actions before deciding its course of action. While such predictive information can drastically improve the achievable performance, we show that using this information optimally comes at a potentially prohibitive computational cost. Specifically, we prove that optimal planning with one-step look-ahead ($\ell=1$) can be solved in polynomial time through a novel linear programming formulation. In contrast, for $\ell \geq 2$, the problem becomes NP-hard. Our results delineate a precise boundary between tractable and intractable cases for the problem of planning with transition look-ahead in reinforcement learning.
QPPG: Quantum-Preconditioned Policy Gradient for Link Adaptation in Rayleigh Fading Channels
Giwa, Oluwaseyi, Mohsin, Muhammad Ahmed, Adesola, Folarin Jubril, Jamshed, Muhammad Ali
IRELESS communication over fading channels remains one of the fundamental challenges in modern networks. In particular, Rayleigh fading channels, which model rich-scattering non-line-of-sight environments, cause rapid and unpredictable fluctuations in signal strength that can significantly degrade throughput and reliability. To mitigate these effects, link adaptation techniques such as adaptive modulation and coding (AMC) and power control have been extensively studied as key enablers of efficient spectrum use [1], [2]. Early works on link adaptation for Rayleigh fading channels demonstrated how explicit channel estimation and threshold-based switching could improve throughput and maintain robustness under fading conditions [3]-[6]. Despite their success, these classical approaches rely on accurate channel estimation, fixed rules, and often compromise between average throughput and outage probability in a suboptimal manner [4]-[6]. Furthermore, as networks evolve toward 6G with denser topologies and stringent reliability demands, such schemes struggle to scale or adapt to system-level complexities [7], [8]. Recent works have explored deep reinforcement learning (DRL) and meta reinforcement learning (RL) for link adaptation and resource allocation, showing promising adaptability but still facing high sample complexity and training instability [9]-[12]. In this letter, we propose quantum-preconditioned policy gradient (QPPG), a natural actor-critic method for link adap-Oluwaseyi Giwa is with the African Institute for Mathematical Sciences, South Africa (e-mail: {oluwaseyi}@aims.ac.za). Muhammad Ahmed Mohsin is with Stanford University, Stanford, California, 94305, United States (e-mail: {muahmed}@stanford.edu).
ARM-FM: Automated Reward Machines via Foundation Models for Compositional Reinforcement Learning
Castanyer, Roger Creus, Mohamed, Faisal, Castro, Pablo Samuel, Neary, Cyrus, Berseth, Glen
Reinforcement learning (RL) algorithms are highly sensitive to reward function specification, which remains a central challenge limiting their broad applicability. We present ARM-FM: Automated Reward Machines via Foundation Models, a framework for automated, compositional reward design in RL that leverages the high-level reasoning capabilities of foundation models (FMs). Reward machines (RMs) -- an automata-based formalism for reward specification -- are used as the mechanism for RL objective specification, and are automatically constructed via the use of FMs. The structured formalism of RMs yields effective task decompositions, while the use of FMs enables objective specifications in natural language. Concretely, we (i) use FMs to automatically generate RMs from natural language specifications; (ii) associate language embeddings with each RM automata-state to enable generalization across tasks; and (iii) provide empirical evidence of ARM-FM's effectiveness in a diverse suite of challenging environments, including evidence of zero-shot generalization.
Test-time Prompt Intervention
Yang, Chenxu, Si, Qingyi, Dai, Mz, Yao, Dingyu, Zheng, Mingyu, Chen, Minghui, Lin, Zheng, Wang, Weiping
Test-time compute has led to remarkable success in the large language model (LLM) community, particularly for complex tasks, where longer chains of thought (CoTs) are generated to enhance reasoning capabilities. However, growing evidence reveals that such reasoning models often produce CoTs plagued by excessive redundancy, including unnecessary verification steps and repetitive reasoning shifts. The root cause lies in post-training of them that overly rely on outcome reward paradigms, as the data of process reward paradigms, which regulate intermediate reasoning steps, is difficult to construct at scale. To address this, we propose PI, a novel framework for Test-time Prompt Intervention. PI provides an interface to dynamically guide and regulate reasoning paths during inference through timely (When module) and proper (How module) interventions and post-intervention sampling (Which module). This allows human problem-solving expertise and cognitive science principles to be seamlessly integrated into LLMs' reasoning processes, enhancing controllability and interpretability. Extensive experiments across multiple models and datasets demonstrate that PI significantly shortens CoTs while reducing hallucination, yielding more concise and reliable reasoning.
A Markov Decision Process for Variable Selection in Branch & Bound
Strang, Paul, Alรจs, Zacharie, Bissuel, Cรดme, Juan, Olivier, Kedad-Sidhoum, Safia, Rachelson, Emmanuel
Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and Bound (B&B). A key factor influencing the performance of B&B solvers is the variable selection heuristic governing branching decisions. Recent contributions have sought to adapt reinforcement learning (RL) algorithms to the B&B setting to learn optimal branching policies, through Markov Decision Processes (MDP) inspired formulations, and ad hoc convergence theorems and algorithms. In this work, we introduce BBMDP, a principled vanilla MDP formulation for variable selection in B&B, allowing to leverage a broad range of RL algorithms for the purpose of learning optimal B\&B heuristics. Computational experiments validate our model empirically, as our branching agent outperforms prior state-of-the-art RL agents on four standard MILP benchmarks.
SPOT: Scalable Policy Optimization with Trees for Markov Decision Processes
Xiong, Xuyuan, Chumpitaz-Flores, Pedro, Hua, Kaixun, Hua, Cheng
Interpretable reinforcement learning policies are essential for high-stakes decision-making, yet optimizing decision tree policies in Markov Decision Processes (MDPs) remains challenging. We propose SPOT, a novel method for computing decision tree policies, which formulates the optimization problem as a mixed-integer linear program (MILP). To enhance efficiency, we employ a reduced-space branch-and-bound approach that decouples the MDP dynamics from tree-structure constraints, enabling efficient parallel search. This significantly improves runtime and scalability compared to previous methods. Our approach ensures that each iteration yields the optimal decision tree. Experimental results on standard benchmarks demonstrate that SPOT achieves substantial speedup and scales to larger MDPs with a significantly higher number of states. The resulting decision tree policies are interpretable and compact, maintaining transparency without compromising performance. These results demonstrate that our approach simultaneously achieves interpretability and scalability, delivering high-quality policies an order of magnitude faster than existing approaches.
DiSRouter: Distributed Self-Routing for LLM Selections
Zheng, Hang, Xu, Hongshen, Lin, Yongkai, Fan, Shuai, Chen, Lu, Yu, Kai
The proliferation of Large Language Models (LLMs) has created a diverse ecosystem of models with highly varying performance and costs, necessitating effective query routing to balance performance and expense. Current routing systems often rely on a centralized external router trained on a fixed set of LLMs, making them inflexible and prone to poor performance since the small router can not fully understand the knowledge boundaries of different LLMs. We introduce DiSRouter (Distributed Self-Router), a novel paradigm that shifts from centralized control to distributed routing. In DiSRouter, a query traverses a network of LLM agents, each independently deciding whether to answer or route to other agents based on its own self-awareness, its ability to judge its competence. This distributed design offers superior flexibility, scalability, and generalizability. To enable this, we propose a two-stage Self-Awareness Training pipeline that enhances each LLM's self-awareness. Extensive experiments demonstrate that DiSRouter significantly outperforms existing routing methods in utility across various scenarios, effectively distinguishes between easy and hard queries, and shows strong generalization to out-of-domain tasks. Our work validates that leveraging an LLM's intrinsic self-awareness is more effective than external assessment, paving the way for more modular and efficient multi-agent systems.
Error Analysis of Triangular Optimal Transport Maps for Filtering
Al-Jarrah, Mohammad, Hosseini, Bamdad, Jin, Niyizhen, Martino, Michele, Taghvaei, Amirhossein
We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier maps that arise in the context of simulation based inference. We then apply these results in a filtering scenario to analyze the optimal transport filtering algorithm of Al-Jarrah et al. (2024, ICML). An extension of that algorithm along with numerical benchmarks on various non-Gaussian and high-dimensional examples are provided to demonstrate its effectiveness and practical potential.