Markov Models
HMM-LSTM Fusion Model for Economic Forecasting
This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates HMM-derived hidden states and means as additional features for LSTM modeling, aiming to enhance the interpretability and predictive performance of the models. The research begins with data collection and preprocessing, followed by the implementation of the HMM to identify hidden states representing distinct economic conditions. Subsequently, LSTM models are trained using the original and augmented data sets, allowing for comparative analysis and evaluation. The results demonstrate that incorporating HMM-derived data improves the predictive accuracy of LSTM models, particularly in capturing complex temporal patterns and mitigating the impact of volatile economic conditions. Additionally, the paper discusses the implementation of Integrated Gradients for model interpretability and provides insights into the economic dynamics reflected in the forecasting outcomes.
Spatial Temporal Attention based Target Vehicle Trajectory Prediction for Internet of Vehicles
Huang, Ouhan, Rao, Huanle, Cai, Xiaowen, Wang, Tianyun, Sun, Aolong, Xing, Sizhe, Sun, Yifan, Jia, Gangyong
Forecasting vehicle behavior within complex traffic environments is pivotal within Intelligent Transportation Systems (ITS). Though this technology plays a significant role in alleviating the prevalent operational difficulties in logistics and transportation systems, the precise prediction of vehicle trajectories still poses a substantial challenge. To address this, our study introduces the Spatio Temporal Attention-based methodology for Target Vehicle Trajectory Prediction (STATVTPred). This approach integrates Global Positioning System(GPS) localization technology to track target movement and dynamically predict the vehicle's future path using comprehensive spatio-temporal trajectory data. We map the vehicle trajectory onto a directed graph, after which spatial attributes are extracted via a Graph Attention Networks(GATs). The Transformer technology is employed to yield temporal features from the sequence. These elements are then amalgamated with local road network structure maps to filter and deliver a smooth trajectory sequence, resulting in precise vehicle trajectory prediction.This study validates our proposed STATVTPred method on T-Drive and Chengdu taxi-trajectory datasets. The experimental results demonstrate that STATVTPred achieves 6.38% and 10.55% higher Average Match Rate (AMR) than the Transformer model on the Beijing and Chengdu datasets, respectively. Compared to the LSTM Encoder-Decoder model, STATVTPred boosts AMR by 37.45% and 36.06% on the same datasets. This is expected to establish STATVTPred as a new approach for handling trajectory prediction of targets in logistics and transportation scenarios, thereby enhancing prediction accuracy.
Incremental Dialogue Management: Survey, Discussion, and Implications for HRI
Kennington, Casey, Lison, Pierre, Schlangen, David
Efforts towards endowing robots with the ability to speak have benefited from recent advancements in NLP, in particular large language models. However, as powerful as current models have become, they still operate on sentence or multi-sentence level input, not on the word-by-word input that humans operate on, affecting the degree of responsiveness that they offer, which is critical in situations where humans interact with robots using speech. In this paper, we review the literature on interactive systems that operate incrementally (i.e., at the word level or below it). We motivate the need for incremental systems, survey incremental modeling of important aspects of dialogue like speech recognition and language generation. Primary focus is on the part of the system that makes decisions, known as the dialogue manager. We find that there is very little research on incremental dialogue management, offer some requirements for practical incremental dialogue management, and the implications of incremental dialogue for embodied, robotic platforms.
Integrated Sensing and Communications for Low-Altitude Economy: A Deep Reinforcement Learning Approach
Ye, Xiaowen, Mao, Yuyi, Yu, Xianghao, Sun, Shu, Fu, Liqun, Xu, Jie
This paper studies an integrated sensing and communications (ISAC) system for low-altitude economy (LAE), where a ground base station (GBS) provides communication and navigation services for authorized unmanned aerial vehicles (UAVs), while sensing the low-altitude airspace to monitor the unauthorized mobile target. The expected communication sum-rate over a given flight period is maximized by jointly optimizing the beamforming at the GBS and UAVs' trajectories, subject to the constraints on the average signal-to-noise ratio requirement for sensing, the flight mission and collision avoidance of UAVs, as well as the maximum transmit power at the GBS. Typically, this is a sequential decision-making problem with the given flight mission. Thus, we transform it to a specific Markov decision process (MDP) model called episode task. Based on this modeling, we propose a novel LAE-oriented ISAC scheme, referred to as Deep LAE-ISAC (DeepLSC), by leveraging the deep reinforcement learning (DRL) technique. In DeepLSC, a reward function and a new action selection policy termed constrained noise-exploration policy are judiciously designed to fulfill various constraints. To enable efficient learning in episode tasks, we develop a hierarchical experience replay mechanism, where the gist is to employ all experiences generated within each episode to jointly train the neural network. Besides, to enhance the convergence speed of DeepLSC, a symmetric experience augmentation mechanism, which simultaneously permutes the indexes of all variables to enrich available experience sets, is proposed. Simulation results demonstrate that compared with benchmarks, DeepLSC yields a higher sum-rate while meeting the preset constraints, achieves faster convergence, and is more robust against different settings.
A Graphical Approach to State Variable Selection in Off-policy Learning
Andersen, Joakim Blach, Zhao, Qingyuan
Sequential decision problems are widely studied across many areas of science. A key challenge when learning policies from historical data - a practice commonly referred to as off-policy learning - is how to ``identify'' the impact of a policy of interest when the observed data are not randomized. Off-policy learning has mainly been studied in two settings: dynamic treatment regimes (DTRs), where the focus is on controlling confounding in medical problems with short decision horizons, and offline reinforcement learning (RL), where the focus is on dimension reduction in closed systems such as games. The gap between these two well studied settings has limited the wider application of off-policy learning to many real-world problems. Using the theory for causal inference based on acyclic directed mixed graph (ADMGs), we provide a set of graphical identification criteria in general decision processes that encompass both DTRs and MDPs. We discuss how our results relate to the often implicit causal assumptions made in the DTR and RL literatures and further clarify several common misconceptions. Finally, we present a realistic simulation study for the dynamic pricing problem encountered in container logistics, and demonstrate how violations of our graphical criteria can lead to suboptimal policies.
M2I2: Learning Efficient Multi-Agent Communication via Masked State Modeling and Intention Inference
Sun, Chuxiong, He, Peng, Ji, Qirui, Zang, Zehua, Li, Jiangmeng, Wang, Rui, Wang, Wei
Communication is essential in coordinating the behaviors of multiple agents. However, existing methods primarily emphasize content, timing, and partners for information sharing, often neglecting the critical aspect of integrating shared information. This gap can significantly impact agents' ability to understand and respond to complex, uncertain interactions, thus affecting overall communication efficiency. To address this issue, we introduce M2I2, a novel framework designed to enhance the agents' capabilities to assimilate and utilize received information effectively. M2I2 equips agents with advanced capabilities for masked state modeling and joint-action prediction, enriching their perception of environmental uncertainties and facilitating the anticipation of teammates' intentions. This approach ensures that agents are furnished with both comprehensive and relevant information, bolstering more informed and synergistic behaviors. Moreover, we propose a Dimensional Rational Network, innovatively trained via a meta-learning paradigm, to identify the importance of dimensional pieces of information, evaluating their contributions to decision-making and auxiliary tasks. Then, we implement an importance-based heuristic for selective information masking and sharing. This strategy optimizes the efficiency of masked state modeling and the rationale behind information sharing. We evaluate M2I2 across diverse multi-agent tasks, the results demonstrate its superior performance, efficiency, and generalization capabilities, over existing state-of-the-art methods in various complex scenarios.
Fairness in Reinforcement Learning with Bisimulation Metrics
Rezaei-Shoshtari, Sahand, Yurchyk, Hanna, Fujimoto, Scott, Precup, Doina, Meger, David
Ensuring long-term fairness is crucial when developing automated decision making systems, specifically in dynamic and sequential environments. By maximizing their reward without consideration of fairness, AI agents can introduce disparities in their treatment of groups or individuals. In this paper, we establish the connection between bisimulation metrics and group fairness in reinforcement learning. We propose a novel approach that leverages bisimulation metrics to learn reward functions and observation dynamics, ensuring that learners treat groups fairly while reflecting the original problem. We demonstrate the effectiveness of our method in addressing disparities in sequential decision making problems through empirical evaluation on a standard fairness benchmark consisting of lending and college admission scenarios. As machine learning continues to shape decision making systems, understanding and addressing its potential risks and biases becomes increasingly imperative. This concern is especially pronounced in sequential decision making, where neglecting algorithmic fairness can create a self-reinforcing cycle that amplifies existing disparities (Jabbari et al., 2017; D'Amour et al., 2020). In response, there is a growing recognition of the importance of leveraging reinforcement learning (RL) to tackle decision making problems that have traditionally been approached through supervised learning paradigms, in order to achieve long-term fairness (Nashed et al., 2023). Yin et al. (2023) define long-term fairness in RL as the optimization of the cumulative reward subject to a constraint on the cumulative utility, reflecting fairness over a time horizon. Recent efforts to achieve fairness in RL have primarily relied on metrics adopted from supervised learning, such as demographic parity (Dwork et al., 2012) or equality of opportunity (Hardt et al., 2016b). These metrics are typically integrated into a constrained Markov decision process (MDP) framework to learn a policy that adheres to the criterion (Wen et al., 2021; Yin et al., 2023; Satija et al., 2023; Hu & Zhang, 2022). However, this approach is limited by its requirement for complex constrained optimization, which can introduce additional complexity and hyperparameters into the underlying RL algorithm. Moreover, these methods make the implicit assumption that stakeholders are incorporating these fairness constraints into their decision making process. However, in reality, this may not occur due to various external and uncontrollable factors (Kusner & Loftus, 2020).
OMG-RL:Offline Model-based Guided Reward Learning for Heparin Treatment
Accurate medication dosing holds an important position in the overall patient therapeutic process. Therefore, much research has been conducted to develop optimal administration strategy based on Reinforcement learning (RL). However, Relying solely on a few explicitly defined reward functions makes it difficult to learn a treatment strategy that encompasses the diverse characteristics of various patients. Moreover, the multitude of drugs utilized in clinical practice makes it infeasible to construct a dedicated reward function for each medication. Here, we tried to develop a reward network that captures clinicians' therapeutic intentions, departing from explicit rewards, and to derive an optimal heparin dosing policy. In this study, we introduce Offline Model-based Guided Reward Learning (OMG-RL), which performs offline inverse RL (IRL). Through OMG-RL, we learn a parameterized reward function that captures the expert's intentions from limited data, thereby enhancing the agent's policy. We validate the proposed approach on the heparin dosing task. We show that OMG-RL policy is positively reinforced not only in terms of the learned reward network but also in activated partial thromboplastin time (aPTT), a key indicator for monitoring the effects of heparin. This means that the OMG-RL policy adequately reflects clinician's intentions. This approach can be widely utilized not only for the heparin dosing problem but also for RL-based medication dosing tasks in general.
Aviary: training language agents on challenging scientific tasks
Narayanan, Siddharth, Braza, James D., Griffiths, Ryan-Rhys, Ponnapati, Manu, Bou, Albert, Laurent, Jon, Kabeli, Ori, Wellawatte, Geemi, Cox, Sam, Rodriques, Samuel G., White, Andrew D.
Language agents [1-4] are AI agents [5] that integrate LLMs [6-8] as core components. LLMs excel at zero-shot generalization [9, 10], providing a notable advantage over traditional AI agents, such as those based on handcrafted rules or reinforcement learning, which often struggle to generalize to new environments [11]. While LLMs can exhibit flawed reasoning and logic when used in isolation [12-14], constructing a language agent by grounding LLMs in an environment with observational feedback can mitigate these issues. Early work on language agents used LLMs to directly output actions in the external environment [15-17], while more recently, language agents have been augmented with internal reasoning [18, 19] and planning [20, 21] procedures, as well as long-term memory storage [22, 23]. An emergent research challenge is to pose a theoretical description of the learning problem solved by language agents [4, 24] and to develop efficient methods to optimize the components of a language agent [24-26]. Here, we define common language agent tasks as language decision processes (LDPs) and frame language agents as stochastic computation graphs [27] that may be trained to solve LDPs. We show that pre-existing agents [18, 19, 21] can be implemented within our stochastic computation graph framework and introduce a simple and extensible software package named LDP that enables modular interchange of environments, agents, and optimizers, simplifying experimentation across a variety of settings. These authors jointly supervise technical work at FutureHouse.
Isoperimetry is All We Need: Langevin Posterior Sampling for RL with Sublinear Regret
Jorge, Emilio, Dimitrakakis, Christos, Basu, Debabrota
In Reinforcement Learning (RL) theory, we impose restrictive assumptions to design an algorithm with provably sublinear regret. Common assumptions, like linear or RKHS models, and Gaussian or log-concave posteriors over the models, do not explain practical success of RL across a wider range of distributions and models. Thus, we study how to design RL algorithms with sublinear regret for isoperimetric distributions, specifically the ones satisfying the Log-Sobolev Inequality (LSI). LSI distributions include the standard setups of RL and others, such as many non-log-concave and perturbed distributions. First, we show that the Posterior Sampling-based RL (PSRL) yields sublinear regret if the data distributions satisfy LSI under some mild additional assumptions. Also, when we cannot compute or sample from an exact posterior, we propose a Langevin sampling-based algorithm design: LaPSRL. We show that LaPSRL achieves order optimal regret and subquadratic complexity per episode. Finally, we deploy LaPSRL with a Langevin sampler -- SARAH-LD, and test it for different bandit and MDP environments. Experimental results validate the generality of LaPSRL across environments and its competitive performance with respect to the baselines.