Markov Models
Dynamic Pricing in High-Speed Railways Using Multi-Agent Reinforcement Learning
Villarrubia-Martin, Enrique Adrian, Rodriguez-Benitez, Luis, Muรฑoz-Valero, David, Montana, Giovanni, Jimenez-Linares, Luis
This paper addresses a critical challenge in the high-speed passenger railway industry: designing effective dynamic pricing strategies in the context of competing and cooperating operators. To address this, a multi-agent reinforcement learning (MARL) framework based on a non-zero-sum Markov game is proposed, incorporating random utility models to capture passenger decision making. Unlike prior studies in areas such as energy, airlines, and mobile networks, dynamic pricing for railway systems using deep reinforcement learning has received limited attention. A key contribution of this paper is a parametrisable and versatile reinforcement learning simulator designed to model a variety of railway network configurations and demand patterns while enabling realistic, microscopic modelling of user behaviour, called RailPricing-RL. This environment supports the proposed MARL framework, which models heterogeneous agents competing to maximise individual profits while fostering cooperative behaviour to synchronise connecting services. Experimental results validate the framework, demonstrating how user preferences affect MARL performance and how pricing policies influence passenger choices, utility, and overall system dynamics. This study provides a foundation for advancing dynamic pricing strategies in railway systems, aligning profitability with system-wide efficiency, and supporting future research on optimising pricing policies.
Cooperative Patrol Routing: Optimizing Urban Crime Surveillance through Multi-Agent Reinforcement Learning
Palma-Borda, Juan, Guzmรกn, Eduardo, Belmonte, Marรญa-Victoria
The effective design of patrol strategies is a difficult and complex problem, especially in medium and large areas. The objective is to plan, in a coordinated manner, the optimal routes for a set of patrols in a given area, in order to achieve maximum coverage of the area, while also trying to minimize the number of patrols. In this paper, we propose a multi-agent reinforcement learning (MARL) model, based on a decentralized partially observable Markov decision process, to plan unpredictable patrol routes within an urban environment represented as an undirected graph. The model attempts to maximize a target function that characterizes the environment within a given time frame. Our model has been tested to optimize police patrol routes in three medium-sized districts of the city of Malaga. The aim was to maximize surveillance coverage of the most crime-prone areas, based on actual crime data in the city. To address this problem, several MARL algorithms have been studied, and among these the Value Decomposition Proximal Policy Optimization (VDPPO) algorithm exhibited the best performance. We also introduce a novel metric, the coverage index, for the evaluation of the coverage performance of the routes generated by our model. This metric is inspired by the predictive accuracy index (PAI), which is commonly used in criminology to detect hotspots. Using this metric, we have evaluated the model under various scenarios in which the number of agents (or patrols), their starting positions, and the level of information they can observe in the environment have been modified. Results show that the coordinated routes generated by our model achieve a coverage of more than $90\%$ of the $3\%$ of graph nodes with the highest crime incidence, and $65\%$ for $20\%$ of these nodes; $3\%$ and $20\%$ represent the coverage standards for police resource allocation.
Reconstruction on Trees and Low-Degree Polynomials
The study of Markov processes and broadcasting on trees has deep connections to a variety of areas including statistical physics, graphical models, phylogenetic reconstruction, Markov Chain Monte Carlo, and community detection in random graphs. Notably, the celebrated Belief Propagation (BP) algorithm achieves Bayes-optimal performance for the reconstruction problem of predicting the value of the Markov process at the root of the tree from its values at the leaves.Recently, the analysis of low-degree polynomials has emerged as a valuable tool for predicting computational-to-statistical gaps. In this work, we investigate the performance of low-degree polynomials for the reconstruction problem on trees. Perhaps surprisingly, we show that there are simple tree models with N leaves and bounded arity where (1) nontrivial reconstruction of the root value is possible with a simple polynomial time algorithm and with robustness to noise, but not with any polynomial of degree N {c} for c 0 a constant depending only on the arity, and (2) when the tree is unknown and given multiple samples with correlated root assignments, nontrivial reconstruction of the root value is possible with a simple Statistical Query algorithm but not with any polynomial of degree N c . These results clarify some of the limitations of low-degree polynomials vs. polynomial time algorithms for Bayesian estimation problems.
Segregated Graphs and Marginals of Chain Graph Models
Bayesian networks are a popular representation of asymmetric (for example causal) relationships between random variables. Markov random fields (MRFs) are a complementary model of symmetric relationships used in computer vision, spatial modeling, and social and gene expression networks. A chain graph model under the Lauritzen-Wermuth-Frydenberg interpretation (hereafter a chain graph model) generalizes both Bayesian networks and MRFs, and can represent asymmetric and symmetric relationships together.As in other graphical models, the set of marginals from distributions in a chain graph model induced by the presence of hidden variables forms a complex model. One recent approach to the study of marginal graphical models is to consider a well-behaved supermodel. Such a supermodel of marginals of Bayesian networks, defined only by conditional independences, and termed the ordinary Markov model, was studied at length in (Evans and Richardson, 2014).In this paper, we show that special mixed graphs which we call segregated graphs can be associated, via a Markov property, with supermodels of a marginal of chain graphs defined only by conditional independences.
Why Do Pretrained Language Models Help in Downstream Tasks? An Analysis of Head and Prompt Tuning
Pretrained language models have achieved state-of-the-art performance when adapted to a downstream NLP task. However, theoretical analysis of these models is scarce and challenging since the pretraining and downstream tasks can be very different. We propose an analysis framework that links the pretraining and downstream tasks with an underlying latent variable generative model of text -- the downstream classifier must recover a function of the posterior distribution over the latent variables. We analyze head tuning (learning a classifier on top of the frozen pretrained model) and prompt tuning in this setting. The generative model in our analysis is either a Hidden Markov Model (HMM) or an HMM augmented with a latent memory component, motivated by long-term dependencies in natural language.
Black-box Optimization with Simultaneous Statistical Inference for Optimal Performance
Lian, Teng, Hu, Jian-Qiang, Wu, Yuhang, Zheng, Zeyu
Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with computational efficiency. In practice, decision-makers often face the dual tasks of optimization and statistical inference for the optimal performance, in order to achieve it with a high reliability. Our goal is to address the dual tasks in an online fashion. Wu et al (2022) [arXiv preprint: 2210.06737] point out that the sample average of performance estimates generated by the optimization algorithm needs not to admit a central limit theorem. We propose an algorithm that not only tackles this issue, but also provides an online consistent estimator for the variance of the performance. Furthermore, we characterize the convergence rate of the coverage probabilities of the asymptotic confidence intervals.
Counterfactually Fair Reinforcement Learning via Sequential Data Preprocessing
Wang, Jitao, Shi, Chengchun, Piette, John D., Loftus, Joshua R., Zeng, Donglin, Wu, Zhenke
When applied in healthcare, reinforcement learning (RL) seeks to dynamically match the right interventions to subjects to maximize population benefit. However, the learned policy may disproportionately allocate efficacious actions to one subpopulation, creating or exacerbating disparities in other socioeconomically-disadvantaged subgroups. These biases tend to occur in multi-stage decision making and can be self-perpetuating, which if unaccounted for could cause serious unintended consequences that limit access to care or treatment benefit. Counterfactual fairness (CF) offers a promising statistical tool grounded in causal inference to formulate and study fairness. In this paper, we propose a general framework for fair sequential decision making. We theoretically characterize the optimal CF policy and prove its stationarity, which greatly simplifies the search for optimal CF policies by leveraging existing RL algorithms. The theory also motivates a sequential data preprocessing algorithm to achieve CF decision making under an additive noise assumption. We prove and then validate our policy learning approach in controlling unfairness and attaining optimal value through simulations. Analysis of a digital health dataset designed to reduce opioid misuse shows that our proposal greatly enhances fair access to counseling.
Inductive Learning of Robot Task Knowledge from Raw Data and Online Expert Feedback
The increasing level of autonomy of robots poses challenges of trust and social acceptance, especially in human-robot interaction scenarios. This requires an interpretable implementation of robotic cognitive capabilities, possibly based on formal methods as logics for the definition of task specifications. However, prior knowledge is often unavailable in complex realistic scenarios. In this paper, we propose an offline algorithm based on inductive logic programming from noisy examples to extract task specifications (i.e., action preconditions, constraints and effects) directly from raw data of few heterogeneous (i.e., not repetitive) robotic executions. Our algorithm leverages on the output of any unsupervised action identification algorithm from video-kinematic recordings. Combining it with the definition of very basic, almost task-agnostic, commonsense concepts about the environment, which contribute to the interpretability of our methodology, we are able to learn logical axioms encoding preconditions of actions, as well as their effects in the event calculus paradigm. Since the quality of learned specifications depends mainly on the accuracy of the action identification algorithm, we also propose an online framework for incremental refinement of task knowledge from user feedback, guaranteeing safe execution. Results in a standard manipulation task and benchmark for user training in the safety-critical surgical robotic scenario, show the robustness, data- and time-efficiency of our methodology, with promising results towards the scalability in more complex domains.
Online inductive learning from answer sets for efficient reinforcement learning exploration
Veronese, Celeste, Meli, Daniele, Farinelli, Alessandro
This paper presents a novel approach combining inductive logic programming with reinforcement learning to improve training performance and explainability. We exploit inductive learning of answer set programs from noisy examples to learn a set of logical rules representing an explainable approximation of the agent policy at each batch of experience. We then perform answer set reasoning on the learned rules to guide the exploration of the learning agent at the next batch, without requiring inefficient reward shaping and preserving optimality with soft bias. The entire procedure is conducted during the online execution of the reinforcement learning algorithm. We preliminarily validate the efficacy of our approach by integrating it into the Q-learning algorithm for the Pac-Man scenario in two maps of increasing complexity. Our methodology produces a significant boost in the discounted return achieved by the agent, even in the first batches of training. Moreover, inductive learning does not compromise the computational time required by Q-learning and learned rules quickly converge to an explanation of the agent policy.
Attention when you need
Boominathan, Lokesh, Chen, Yizhou, McGinley, Matthew, Pitkow, Xaq
Being attentive to task-relevant features can improve task performance, but paying attention comes with its own metabolic cost. Therefore, strategic allocation of attention is crucial in performing the task efficiently. This work aims to understand this strategy. Recently, de Gee et al. conducted experiments involving mice performing an auditory sustained attention-value task. This task required the mice to exert attention to identify whether a high-order acoustic feature was present amid the noise. By varying the trial duration and reward magnitude, the task allows us to investigate how an agent should strategically deploy their attention to maximize their benefits and minimize their costs. In our work, we develop a reinforcement learning-based normative model of the mice to understand how it balances attention cost against its benefits. The model is such that at each moment the mice can choose between two levels of attention and decide when to take costly actions that could obtain rewards. Our model suggests that efficient use of attentional resources involves alternating blocks of high attention with blocks of low attention. In the extreme case where the agent disregards sensory input during low attention states, we see that high attention is used rhythmically. Our model provides evidence about how one should deploy attention as a function of task utility, signal statistics, and how attention affects sensory evidence.