Markov Models
Decentralized Planning Using Probabilistic Hyperproperties
Pontiggia, Francesco, Macรกk, Filip, Andriushchenko, Roman, Chiari, Michele, ฤeลกka, Milan
Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different approach: we use an MDP describing how a single agent operates in an environment and probabilistic hyperproperties to capture desired temporal objectives for a set of decentralized agents operating in the environment. We extend existing approaches for model checking probabilistic hyperproperties to handle temporal formulae relating paths of different agents, thus requiring the self-composition between multiple MDPs. Using several case studies, we demonstrate that our approach provides a flexible and expressive framework to broaden the specification capabilities with respect to existing planning techniques. Additionally, we establish a close connection between a subclass of probabilistic hyperproperties and planning for a particular type of Dec-MDPs, for both of which we show undecidability. This lays the ground for the use of existing decentralized planning tools in the field of probabilistic hyperproperty verification.
Kernel Mean Embedding Topology: Weak and Strong Forms for Stochastic Kernels and Implications for Model Learning
We introduce a novel topology, called Kernel Mean Embedding Topology, for stochastic kernels, in a weak and strong form. This topology, defined on the spaces of Bochner integrable functions from a signal space to a space of probability measures endowed with a Hilbert space structure, allows for a versatile formulation. This construction allows one to obtain both a strong and weak formulation. (i) For its weak formulation, we highlight the utility on relaxed policy spaces, and investigate connections with the Young narrow topology and Borkar (or $w^*$)-topology, and establish equivalence properties. We report that, while both the $w^*$-topology and kernel mean embedding topology are relatively compact, they are not closed. Conversely, while the Young narrow topology is closed, it lacks relative compactness. (ii) We show that the strong form provides an appropriate formulation for placing topologies on spaces of models characterized by stochastic kernels with explicit robustness and learning theoretic implications on optimal stochastic control under discounted or average cost criteria. (iii) We show that this topology possesses several properties making it ideal to study optimality, approximations, robustness and continuity properties. In particular, the kernel mean embedding topology has a Hilbert space structure, which is particularly useful for approximating stochastic kernels through simulation data.
Vision-Based Generic Potential Function for Policy Alignment in Multi-Agent Reinforcement Learning
Ma, Hao, Wang, Shijie, Pu, Zhiqiang, Zhao, Siyao, Ai, Xiaolin
Guiding the policy of multi-agent reinforcement learning to align with human common sense is a difficult problem, largely due to the complexity of modeling common sense as a reward, especially in complex and long-horizon multi-agent tasks. Recent works have shown the effectiveness of reward shaping, such as potential-based rewards, to enhance policy alignment. The existing works, however, primarily rely on experts to design rule-based rewards, which are often labor-intensive and lack a high-level semantic understanding of common sense. To solve this problem, we propose a hierarchical vision-based reward shaping method. At the bottom layer, a visual-language model (VLM) serves as a generic potential function, guiding the policy to align with human common sense through its intrinsic semantic understanding. To help the policy adapts to uncertainty and changes in long-horizon tasks, the top layer features an adaptive skill selection module based on a visual large language model (vLLM). The module uses instructions, video replays, and training records to dynamically select suitable potential function from a pre-designed pool. Besides, our method is theoretically proven to preserve the optimal policy. Extensive experiments conducted in the Google Research Football environment demonstrate that our method not only achieves a higher win rate but also effectively aligns the policy with human common sense.
A Non-Asymptotic Theory of Seminorm Lyapunov Stability: From Deterministic to Stochastic Iterative Algorithms
Chen, Zaiwei, Zhang, Sheng, Zhang, Zhe, Haque, Shaan Ul, Maguluri, Siva Theja
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically, in the deterministic setting, we prove a fixed-point theorem for seminorm-contractive operators, showing that iterates converge geometrically to the kernel of the seminorm. In the stochastic setting, we analyze the corresponding stochastic approximation (SA) algorithm under seminorm-contractive operators and Markovian noise, providing a finite-sample analysis for various stepsize choices. A benchmark for equation solving is linear systems of equations, where the convergence behavior of fixed-point iteration is closely tied to the stability of linear dynamical systems. In this special case, our results provide a complete characterization of system stability with respect to a seminorm, linking it to the solution of a Lyapunov equation in terms of positive semi-definite matrices. In the stochastic setting, we establish a finite-sample analysis for linear Markovian SA without requiring the Hurwitzness assumption. Our theoretical results offer a unified framework for deriving finite-sample bounds for various reinforcement learning algorithms in the average reward setting, including TD($\lambda$) for policy evaluation (which is a special case of solving a Poisson equation) and Q-learning for control.
Uncertainty quantification for Markov chains with application to temporal difference learning
Wu, Weichen, Wei, Yuting, Rinaldo, Alessandro
Markov chains are fundamental to statistical machine learning, underpinning key methodologies such as Markov Chain Monte Carlo (MCMC) sampling and temporal difference (TD) learning in reinforcement learning (RL). Given their widespread use, it is crucial to establish rigorous probabilistic guarantees on their convergence, uncertainty, and stability. In this work, we develop novel, high-dimensional concentration inequalities and Berry-Esseen bounds for vector- and matrix-valued functions of Markov chains, addressing key limitations in existing theoretical tools for handling dependent data. We leverage these results to analyze the TD learning algorithm, a widely used method for policy evaluation in RL. Our analysis yields a sharp high-probability consistency guarantee that matches the asymptotic variance up to logarithmic factors. Furthermore, we establish a $O(T^{-\frac{1}{4}}\log T)$ distributional convergence rate for the Gaussian approximation of the TD estimator, measured in convex distance. These findings provide new insights into statistical inference for RL algorithms, bridging the gaps between classical stochastic approximation theory and modern reinforcement learning applications.
A Survey of Anomaly Detection in Cyber-Physical Systems
Abshari, Danial, Sridhar, Meera
In our increasingly interconnected world, Cyber-Physical Systems (CPS) play a crucial role in industries like healthcare, transportation, and manufacturing by combining physical processes with computing power. These systems, however, face many challenges, especially regarding security and system faults. Anomalies in CPS may indicate unexpected problems, from sensor malfunctions to cyber-attacks, and must be detected to prevent failures that can cause harm or disrupt services. This paper provides an overview of the different ways researchers have approached anomaly detection in CPS. We categorize and compare methods like machine learning, deep learning, mathematical models, invariant, and hybrid techniques. Our goal is to help readers understand the strengths and weaknesses of these methods and how they can be used to create safer, more reliable CPS. By identifying the gaps in current solutions, we aim to encourage future research that will make CPS more secure and adaptive in our increasingly automated world.
Communication Strategy on Macro-and-Micro Traffic State in Cooperative Deep Reinforcement Learning for Regional Traffic Signal Control
Gu, Hankang, Wang, Shangbo, Jia, Dongyao, Zhang, Yuli, Luo, Yanrong, Mao, Guoqiang, Wang, Jianping, Lim, Eng Gee
Adaptive Traffic Signal Control (ATSC) has become a popular research topic in intelligent transportation systems. Regional Traffic Signal Control (RTSC) using the Multi-agent Deep Reinforcement Learning (MADRL) technique has become a promising approach for ATSC due to its ability to achieve the optimum trade-off between scalability and optimality. Most existing RTSC approaches partition a traffic network into several disjoint regions, followed by applying centralized reinforcement learning techniques to each region. However, the pursuit of cooperation among RTSC agents still remains an open issue and no communication strategy for RTSC agents has been investigated. In this paper, we propose communication strategies to capture the correlation of micro-traffic states among lanes and the correlation of macro-traffic states among intersections. We first justify the evolution equation of the RTSC process is Markovian via a system of store-and-forward queues. Next, based on the evolution equation, we propose two GAT-Aggregated (GA2) communication modules--GA2-Naive and GA2-Aug to extract both intra-region and inter-region correlations between macro and micro traffic states. While GA2-Naive only considers the movements at each intersection, GA2-Aug also considers the lane-changing behavior of vehicles. Two proposed communication modules are then aggregated into two existing novel RTSC frameworks--RegionLight and Regional-DRL. Experimental results demonstrate that both GA2-Naive and GA2-Aug effectively improve the performance of existing RTSC frameworks under both real and synthetic scenarios. Hyperparameter testing also reveals the robustness and potential of our communication modules in large-scale traffic networks.
Atomic Proximal Policy Optimization for Electric Robo-Taxi Dispatch and Charger Allocation
Dai, Jim, Wu, Manxi, Zhang, Zhanhao
Pioneering companies such as Waymo have deployed robo-taxi services in several U.S. cities. These robo-taxis are electric vehicles, and their operations require the joint optimization of ride matching, vehicle repositioning, and charging scheduling in a stochastic environment. We model the operations of the ride-hailing system with robo-taxis as a discrete-time, average reward Markov Decision Process with infinite horizon. As the fleet size grows, the dispatching is challenging as the set of system state and the fleet dispatching action set grow exponentially with the number of vehicles. To address this, we introduce a scalable deep reinforcement learning algorithm, called Atomic Proximal Policy Optimization (Atomic-PPO), that reduces the action space using atomic action decomposition. We evaluate our algorithm using real-world NYC for-hire vehicle data and we measure the performance using the long-run average reward achieved by the dispatching policy relative to a fluid-based reward upper bound. Our experiments demonstrate the superior performance of our Atomic-PPO compared to benchmarks. Furthermore, we conduct extensive numerical experiments to analyze the efficient allocation of charging facilities and assess the impact of vehicle range and charger speed on fleet performance.
SymAgent: A Neural-Symbolic Self-Learning Agent Framework for Complex Reasoning over Knowledge Graphs
Liu, Ben, Zhang, Jihai, Lin, Fangquan, Yang, Cheng, Peng, Min, Yin, Wotao
Recent advancements have highlighted that Large Language Models (LLMs) are prone to hallucinations when solving complex reasoning problems, leading to erroneous results. To tackle this issue, researchers incorporate Knowledge Graphs (KGs) to improve the reasoning ability of LLMs. However, existing methods face two limitations: 1) they typically assume that all answers to the questions are contained in KGs, neglecting the incompleteness issue of KGs, and 2) they treat the KG as a static repository and overlook the implicit logical reasoning structures inherent in KGs. In this paper, we introduce SymAgent, an innovative neural-symbolic agent framework that achieves collaborative augmentation between KGs and LLMs. We conceptualize KGs as dynamic environments and transform complex reasoning tasks into a multi-step interactive process, enabling KGs to participate deeply in the reasoning process. SymAgent consists of two modules: Agent-Planner and Agent-Executor. The Agent-Planner leverages LLM's inductive reasoning capability to extract symbolic rules from KGs, guiding efficient question decomposition. The Agent-Executor autonomously invokes predefined action tools to integrate information from KGs and external documents, addressing the issues of KG incompleteness. Furthermore, we design a self-learning framework comprising online exploration and offline iterative policy updating phases, enabling the agent to automatically synthesize reasoning trajectories and improve performance. Experimental results demonstrate that SymAgent with weak LLM backbones (i.e., 7B series) yields better or comparable performance compared to various strong baselines. Further analysis reveals that our agent can identify missing triples, facilitating automatic KG updates.
Efficient and Sharp Off-Policy Learning under Unobserved Confounding
Hess, Konstantin, Frauen, Dennis, Melnychuk, Valentyn, Feuerriegel, Stefan
We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no unobserved factors influence both treatment assignment and outcomes. However, this assumption is often violated, because of which standard policy learning produces biased estimates and thus leads to policies that can be harmful. To address this limitation, we employ causal sensitivity analysis and derive a statistically efficient estimator for a sharp bound on the value function under unobserved confounding. Our estimator has three advantages: (1) Unlike existing works, our estimator avoids unstable minimax optimization based on inverse propensity weighted outcomes. (2) Our estimator is statistically efficient. (3) We prove that our estimator leads to the optimal confounding-robust policy. Finally, we extend our theory to the related task of policy improvement under unobserved confounding, i.e., when a baseline policy such as the standard of care is available. We show in experiments with synthetic and real-world data that our method outperforms simple plug-in approaches and existing baselines. Our method is highly relevant for decision-making where unobserved confounding can be problematic, such as in healthcare and public policy.