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 Markov Models


Episodic Novelty Through Temporal Distance

arXiv.org Artificial Intelligence

Exploration in sparse reward environments remains a significant challenge in reinforcement learning, particularly in Contextual Markov Decision Processes (CMDPs), where environments differ across episodes. Existing episodic intrinsic motivation methods for CMDPs primarily rely on count-based approaches, which are ineffective in large state spaces, or on similarity-based methods that lack appropriate metrics for state comparison. To address these shortcomings, we propose Episodic Novelty Through Temporal Distance (ETD), a novel approach that introduces temporal distance as a robust metric for state similarity and intrinsic reward computation. By employing contrastive learning, ETD accurately estimates temporal distances and derives intrinsic rewards based on the novelty of states within the current episode. Extensive experiments on various benchmark tasks demonstrate that ETD significantly outperforms state-of-the-art methods, highlighting its effectiveness in enhancing exploration in sparse reward CMDPs.


Formal Verification of Markov Processes with Learned Parameters

arXiv.org Artificial Intelligence

We introduce the problem of formally verifying properties of Markov processes where the parameters are the output of machine learning models. Our formulation is general and solves a wide range of problems, including verifying properties of probabilistic programs that use machine learning, and subgroup analysis in healthcare modeling. We show that for a broad class of machine learning models, including linear models, tree-based models, and neural networks, verifying properties of Markov chains like reachability, hitting time, and total reward can be formulated as a bilinear program. We develop a decomposition and bound propagation scheme for solving the bilinear program and show through computational experiments that our method solves the problem to global optimality up to 100x faster than state-of-the-art solvers. We also release $\texttt{markovml}$, an open-source tool for building Markov processes, integrating pretrained machine learning models, and verifying their properties, available at https://github.com/mmaaz-git/markovml.


Reviews: Markov Random Fields for Collaborative Filtering

Neural Information Processing Systems

The paper presents a novel method for recommendation with collaborative filtering based on Markov Random Fields (MRF). Starting from a general approach that regresses the full graph of items, the paper shows that a valid approximation can be obtained by proceeding with subgraphs that represent Markov blankets of an initial set of items. This approach yields significant computing gains, while yielding better recommendation performance compared to the state-of-the-art represented here by variational auto-encoders. As a general comment, I am wondering whether taking into account the popularity bias makes sense in the approach and if the authors thought about it. The claims are well supported by theoretical analysis.


Reviews: Markov Random Fields for Collaborative Filtering

Neural Information Processing Systems

Reviewers were initially quite favorable with respect to this paper and your response lifted some remaining doubts (especially from Reviewer #1). I am happy to recommend acceptance, congratulations! I would recommend that you take the reviewer comments into account to prepare a camera-ready version. In particular, it seems to be important to incorporate some of the discussion in bullets 1 and 2 in your response (regarding Mult-VAE and the high-level summary or pseudocode).


Reviews: Sampling Networks and Aggregate Simulation for Online POMDP Planning

Neural Information Processing Systems

Author feedback: I thank the authors for the feedback. The feedback was of high quality and satisfied my concerns. I suggest that, perhaps a compressed version, of "Explaining limitations of our work" from the author feedback, which I enjoyed reading, will be added to the final version of the paper. The paper "Sampling Networks and Aggregate Simulation for Online POMDP Planning" proposes a new solution to computing policies for large POMDP problems that is based on factorizing the belief distribution using a mean field approximation during planning and execution and extending aggregate simulation to POMDPs. In short, the proposed POMDP planner projects factorized beliefs forward in time forming at the same time a computational graph and then computes gradients backwards in time over the graph to improve the policy.


Reviews: Sampling Networks and Aggregate Simulation for Online POMDP Planning

Neural Information Processing Systems

All reviewers appreciate a practical approach to tackle POMDP in large state and observation space with factorized belief and aggregated simulation. Reviewers had some concern regarding the limitation of the work by the factorization assumption, but these concerns are addressed in author feedback. Reviewers are particularly happy about the quality of the rebuttal and encourage authors to incorporate the discussion of limitation of the algorithm in final draft.


Reviews: Non-Stationary Markov Decision Processes, a Worst-Case Approach using Model-Based Reinforcement Learning

Neural Information Processing Systems

UPDATE: I have read the authors response and increased my score. Specifically, the authors fixed my understanding of Property 1 and properly framed the relaxation of the problem in Section 5. Please include similar clarifications in the final work. There was also a lot of discussion among the reviewers about how the paper relates to the Robust MDP literature, which needs to be covered better in the current work. Papers such as "Reinforcement Learning in Robust Markov Decision Processes" and "Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions" were brought up by others and seem applicable in the current setting and could be empirical competitors to RATS. I very much like the constraints used to study planning in non-stationary environments in this paper and the min-max inspired RATS algorithm seems like an appropriate game theoretic approach.


Reviews: Non-Stationary Markov Decision Processes, a Worst-Case Approach using Model-Based Reinforcement Learning

Neural Information Processing Systems

The reviewers felt that this paper was well-executed, even though the proposed approach is a rather straightforward application of techniques from the robust MDP literature (specifically, minmax planning with appropriately defined uncertainty sets derived from a Lipschitzness assumption). For the final version, the authors should improve the discussion of related literature on robust MDPs (e.g., "Reinforcement Learning in Robust Markov Decision Processes" by Lim et al., NIPS 2013 references therein) and on MDPs with non-stationary transitions (e.g., "Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions" by Abbasi-Yadkori et al., NIPS 2013 references therein).


Reviews: Learning Multiple Markov Chains via Adaptive Allocation

Neural Information Processing Systems

This paper aims at learning a collection of transition matrices of ergodic Markov chains, where at each round the algorithm can select one of the chains and observe which state it fell in. The problem consists in designing a strategy such as the learning will occur uniformly over all chains at the best possible rate. The paper is of theoretical nature, the background on chains is properly introduced, the algorithm is clearly described and thoroughly analyzed. The paper in its current form is a stronger submission than its previous version. It is more focused, the assumptions are clearer, it is more detailed, and an overall better read.


Reviews: Learning Multiple Markov Chains via Adaptive Allocation

Neural Information Processing Systems

All reviewers felt that this is a well-executed paper with good writing and solid results, therefore clearly worthy of acceptance. The only general complaint was that the setting may have been somewhat poorly motivated, and the authors should consider providing an illustrative motivating example in the final version of the paper.