Markov Models
Improving Controller Generalization with Dimensionless Markov Decision Processes
Charvet, Valentin, Stein, Sebastian, Murray-Smith, Roderick
Controllers trained with Reinforcement Learning tend to be very specialized and thus generalize poorly when their testing environment differs from their training one. We propose a Model-Based approach to increase generalization where both world model and policy are trained in a dimensionless state-action space. To do so, we introduce the Dimensionless Markov Decision Process ($Π$-MDP): an extension of Contextual-MDPs in which state and action spaces are non-dimensionalized with the Buckingham-$Π$ theorem. This procedure induces policies that are equivariant with respect to changes in the context of the underlying dynamics. We provide a generic framework for this approach and apply it to a model-based policy search algorithm using Gaussian Process models. We demonstrate the applicability of our method on simulated actuated pendulum and cartpole systems, where policies trained on a single environment are robust to shifts in the distribution of the context.
Nash Equilibrium Between Consumer Electronic Devices and DoS Attacker for Distributed IoT-enabled RSE Systems
Chen, Gengcan, Cai, Donghong, Khan, Zahid, Ahmad, Jawad, Boulila, Wadii
In electronic consumer Internet of Things (IoT), consumer electronic devices as edge devices require less computational overhead and the remote state estimation (RSE) of consumer electronic devices is always at risk of denial-of-service (DoS) attacks. Therefore, the adversarial strategy between consumer electronic devices and DoS attackers is critical. This paper focuses on the adversarial strategy between consumer electronic devices and DoS attackers in IoT-enabled RSE Systems. We first propose a remote joint estimation model for distributed measurements to effectively reduce consumer electronic device workload and minimize data leakage risks. The Kalman filter is deployed on the remote estimator, and the DoS attacks with open-loop as well as closed-loop are considered. We further introduce advanced reinforcement learning techniques, including centralized and distributed Minimax-DQN, to address high-dimensional decision-making challenges in both open-loop and closed-loop scenarios. Especially, the Q-network instead of the Q-table is used in the proposed approaches, which effectively solves the challenge of Q-learning. Moreover, the proposed distributed Minimax-DQN reduces the action space to expedite the search for Nash Equilibrium (NE). The experimental results validate that the proposed model can expeditiously restore the RSE error covariance to a stable state in the presence of DoS attacks, exhibiting notable attack robustness. The proposed centralized and distributed Minimax-DQN effectively resolves the NE in both open and closed-loop case, showcasing remarkable performance in terms of convergence. It reveals that substantial advantages in both efficiency and stability are achieved compared with the state-of-the-art methods.
Conditional Distribution Compression via the Kernel Conditional Mean Embedding
Broadbent, Dominic, Whiteley, Nick, Allison, Robert, Lovett, Tom
Existing distribution compression methods, like Kernel Herding (KH), were originally developed for unlabelled data. However, no existing approach directly compresses the conditional distribution of labelled data. To address this gap, we first introduce the Average Maximum Conditional Mean Discrepancy (AMCMD), a natural metric for comparing conditional distributions. We then derive a consistent estimator for the AMCMD and establish its rate of convergence. Next, we make a key observation: in the context of distribution compression, the cost of constructing a compressed set targeting the AMCMD can be reduced from $\mathcal{O}(n^3)$ to $\mathcal{O}(n)$. Building on this, we extend the idea of KH to develop Average Conditional Kernel Herding (ACKH), a linear-time greedy algorithm that constructs a compressed set targeting the AMCMD. To better understand the advantages of directly compressing the conditional distribution rather than doing so via the joint distribution, we introduce Joint Kernel Herding (JKH), a straightforward adaptation of KH designed to compress the joint distribution of labelled data. While herding methods provide a simple and interpretable selection process, they rely on a greedy heuristic. To explore alternative optimisation strategies, we propose Joint Kernel Inducing Points (JKIP) and Average Conditional Kernel Inducing Points (ACKIP), which jointly optimise the compressed set while maintaining linear complexity. Experiments show that directly preserving conditional distributions with ACKIP outperforms both joint distribution compression (via JKH and JKIP) and the greedy selection used in ACKH. Moreover, we see that JKIP consistently outperforms JKH.
Belief States for Cooperative Multi-Agent Reinforcement Learning under Partial Observability
Reinforcement learning in partially observable environments is typically challenging, as it requires agents to learn an estimate of the underlying system state. These challenges are exacerbated in multi-agent settings, where agents learn simultaneously and influence the underlying state as well as each others' observations. We propose the use of learned beliefs on the underlying state of the system to overcome these challenges and enable reinforcement learning with fully decentralized training and execution. Our approach leverages state information to pre-train a probabilistic belief model in a self-supervised fashion. The resulting belief states, which capture both inferred state information as well as uncertainty over this information, are then used in a state-based reinforcement learning algorithm to create an end-to-end model for cooperative multi-agent reinforcement learning under partial observability. By separating the belief and reinforcement learning tasks, we are able to significantly simplify the policy and value function learning tasks and improve both the convergence speed and the final performance. We evaluate our proposed method on diverse partially observable multi-agent tasks designed to exhibit different variants of partial observability.
Deep Reinforcement Learning for Day-to-day Dynamic Tolling in Tradable Credit Schemes
Wu, Xiaoyi, Seshadri, Ravi, Rodrigues, Filipe, Azevedo, Carlos Lima
Tradable credit schemes (TCS) are an increasingly studied alternative to congestion pricing, given their revenue neutrality and ability to address issues of equity through the initial credit allocation. Modeling TCS to aid future design and implementation is associated with challenges involving user and market behaviors, demand-supply dynamics, and control mechanisms. In this paper, we focus on the latter and address the day-to-day dynamic tolling problem under TCS, which is formulated as a discrete-time Markov Decision Process and solved using reinforcement learning (RL) algorithms. Our results indicate that RL algorithms achieve travel times and social welfare comparable to the Bayesian optimization benchmark, with generalization across varying capacities and demand levels. We further assess the robustness of RL under different hyperparameters and apply regularization techniques to mitigate action oscillation, which generates practical tolling strategies that are transferable under day-to-day demand and supply variability. Finally, we discuss potential challenges such as scaling to large networks, and show how transfer learning can be leveraged to improve computational efficiency and facilitate the practical deployment of RL-based TCS solutions.
Offline Dynamic Inventory and Pricing Strategy: Addressing Censored and Dependent Demand
In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage the offline dataset, consisting of past prices, ordering quantities, inventory levels, covariates, and censored sales levels, to estimate the optimal pricing and inventory control policy that maximizes long-term profit. While the underlying dynamic without censoring can be modeled by Markov decision process (MDP), the primary obstacle arises from the observed process where demand censoring is present, resulting in missing profit information, the failure of the Markov property, and a non-stationary optimal policy. To overcome these challenges, we first approximate the optimal policy by solving a high-order MDP characterized by the number of consecutive censoring instances, which ultimately boils down to solving a specialized Bellman equation tailored for this problem. Inspired by offline reinforcement learning and survival analysis, we propose two novel data-driven algorithms to solving these Bellman equations and, thus, estimate the optimal policy. Furthermore, we establish finite sample regret bounds to validate the effectiveness of these algorithms. Finally, we conduct numerical experiments to demonstrate the efficacy of our algorithms in estimating the optimal policy. To the best of our knowledge, this is the first data-driven approach to learning optimal pricing and inventory control policies in a sequential decision-making environment characterized by censored and dependent demand. The implementations of the proposed algorithms are available at https://github.com/gundemkorel/Inventory_Pricing_Control
Sim-to-Real of Humanoid Locomotion Policies via Joint Torque Space Perturbation Injection
Cha, Woohyun, Cha, Junhyeok, Shin, Jaeyong, Kim, Donghyeon, Park, Jaeheung
-- This paper proposes a novel alternative to existing sim-to-real methods for training control policies with simulated experiences. Prior sim-to-real methods for legged robots mostly rely on the domain randomization approach, where a fixed finite set of simulation parameters is randomized during training. Instead, our method adds state-dependent perturbations to the input joint torque used for forward simulation during the training phase. These state-dependent perturbations are designed to simulate a broader range of reality gaps than those captured by randomizing a fixed set of simulation parameters. Experimental results show that our method enables humanoid locomotion policies that achieve greater robustness against complex reality gaps unseen in the training domain. Deep Reinforcement Learning (DRL) for robotic applications has gained significant attention due to its demonstrated robustness and versatility. Although DRL algorithms are capable of solving complex, high-dimensional control problems, commonly used on-policy methods often require a prohibitively large amount of data, posing a substantial challenge when collecting sufficient samples solely from real hardware. Moreover, the exploration process required for policy improvement in early training stages can raise safety concerns for both the physical robot and its operational environment.
Agent-Arena: A General Framework for Evaluating Control Algorithms
Kadi, Halid Abdulrahim, Terzić, Kasim
Robotic research is inherently challenging, requiring expertise in diverse environments and control algorithms. Adapting algorithms to new environments often poses significant difficulties, compounded by the need for extensive hyper-parameter tuning in data-driven methods. To address these challenges, we present Agent-Arena, a Python framework designed to streamline the integration, replication, development, and testing of decision-making policies across a wide range of benchmark environments. Unlike existing frameworks, Agent-Arena is uniquely generalised to support all types of control algorithms and is adaptable to both simulation and real-robot scenarios. Please see our GitHub repository https://github.com/halid1020/agent-arena-v0.
Effective Method for Inverse Ising Problem under Missing Observations in Restricted Boltzmann Machines
Sekimoto, Kaiji, Yasuda, Muneki
Restricted Boltzmann machines (RBMs) are energy-based models analogous to the Ising model and are widely applied in statistical machine learning. The standard inverse Ising problem with a complete dataset requires computing both data and model expectations and is computationally challenging because model expectations have a combinatorial explosion. Furthermore, in many applications, the available datasets are partially incomplete, making it difficult to compute even data expectations. In this study, we propose a approximation framework for these expectations in the practical inverse Ising problems that integrates mean-field approximation or persistent contrastive divergence to generate refined initial points and spatial Monte Carlo integration to enhance estimator accuracy. We demonstrate that the proposed method effectively and accurately tunes the model parameters in comparison to the conventional method.
Free Random Projection for In-Context Reinforcement Learning
Hayase, Tomohiro, Collins, Benoît, Inoue, Nakamasa
Hierarchical inductive biases are hypothesized to promote generalizable policies in reinforcement learning, as demonstrated by explicit hyperbolic latent representations and architectures. Therefore, a more flexible approach is to have these biases emerge naturally from the algorithm. We introduce Free Random Projection, an input mapping grounded in free probability theory that constructs random orthogonal matrices where hierarchical structure arises inherently. The free random projection integrates seamlessly into existing in-context reinforcement learning frameworks by encoding hierarchical organization within the input space without requiring explicit architectural modifications. Empirical results on multi-environment benchmarks show that free random projection consistently outperforms the standard random projection, leading to improvements in generalization. Furthermore, analyses within linearly solvable Markov decision processes and investigations of the spectrum of kernel random matrices reveal the theoretical underpinnings of free random projection's enhanced performance, highlighting its capacity for effective adaptation in hierarchically structured state spaces.