Markov Models
Provably Efficient Reinforcement Learning with Linear Function Approximation under Adaptivity Constraints
Real-world reinforcement learning (RL) applications often come with possibly infinite state and action space, and in such a situation classical RL algorithms developed in the tabular setting are not applicable anymore. A popular approach to overcoming this issue is by applying function approximation techniques to the underlying structures of the Markov decision processes (MDPs).
Non-Stationary Restless Multi-Armed Bandits with Provable Guarantee
Hung, Yu-Heng, Hsieh, Ping-Chun, Wang, Kai
Online restless multi-armed bandits (RMABs) typically assume that each arm follows a stationary Markov Decision Process (MDP) with fixed state transitions and rewards. However, in real-world applications like healthcare and recommendation systems, these assumptions often break due to non-stationary dynamics, posing significant challenges for traditional RMAB algorithms. In this work, we specifically consider $N$-armd RMAB with non-stationary transition constrained by bounded variation budgets $B$. Our proposed \rmab\; algorithm integrates sliding window reinforcement learning (RL) with an upper confidence bound (UCB) mechanism to simultaneously learn transition dynamics and their variations. We further establish that \rmab\; achieves $\widetilde{\mathcal{O}}(N^2 B^{\frac{1}{4}} T^{\frac{3}{4}})$ regret bound by leveraging a relaxed definition of regret, providing a foundational theoretical framework for non-stationary RMAB problems for the first time.
Nonlocal Monte Carlo via Reinforcement Learning
Dobrynin, Dmitrii, Mohseni, Masoud, Strachan, John Paul
Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC) such as simulated annealing or parallel tempering, one assumes homogeneous (equilibrium) temperature profiles across input. This instance independent approach was shown to be ineffective for the hardest benchmarks near a computational phase transition when the so-called overlap-gap-property holds. In these regimes conventional MCMC struggles to unfreeze rigid variables, escape suboptimal basins of attraction, and sample high-quality and diverse solutions. In order to mitigate these challenges, Nonequilibrium Nonlocal Monte Carlo (NMC) algorithms were proposed that leverage inhomogeneous temperature profiles thereby accelerating exploration of the configuration space without compromising its exploitation. Here, we employ deep reinforcement learning (RL) to train the nonlocal transition policies of NMC which were previously designed phenomenologically. We demonstrate that the resulting solver can be trained solely by observing energy changes of the configuration space exploration as RL rewards and the local minimum energy landscape geometry as RL states. We further show that the trained policies improve upon the standard MCMC-based and nonlocal simulated annealing on hard uniform random and scale-free random 4-SAT benchmarks in terms of residual energy, time-to-solution, and diversity of solutions metrics.
Learning State-Space Models of Dynamic Systems from Arbitrary Data using Joint Embedding Predictive Architectures
Ulmen, Jonas, Sundaram, Ganesh, Gรถrges, Daniel
Abstract: With the advent of Joint Embedding Predictive Architectures (JEPAs), which appear to be more capable than reconstruction-based methods, this paper introduces a novel technique for creating world models using continuous-time dynamic systems from arbitrary observation data. The proposed method integrates sequence embeddings with neural ordinary differential equations (neural ODEs). It employs loss functions that enforce contractive embeddings and Lipschitz constants in state transitions to construct a well-organized latent state space. The approach's effectiveness is demonstrated through the generation of structured latent state-space models for a simple pendulum system using only image data. This opens up a new technique for developing more general control algorithms and estimation techniques with broad applications in robotics.