Markov Models
A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics
Peng, Xianhua, Kou, Steven, Zhang, Lekang
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve high-dimensional (e.g., over 100 dimensions) and finite-horizon time-inhomogeneous stochastic control problems. (2) It has a monotonicity of performance improvement in each iteration, leading to good convergence properties. (3) It does not rely on the Bellman equation. To demonstrate the efficiency of the algorithm, it is applied to solve various finite-horizon time-inhomogeneous problems including recursive utility optimization under a stochastic volatility model, a multi-sector stochastic growth, and optimal control under a dynamic stochastic integration of climate and economy model with eight-dimensional state vectors and 600 time periods.
Dreaming Learning
Londei, Alessandro, Benati, Matteo, Lanzieri, Denise, Loreto, Vittorio
Incorporating novelties into deep learning systems remains a challenging problem. Introducing new information to a machine learning system can interfere with previously stored data and potentially alter the global model paradigm, especially when dealing with non-stationary sources. In such cases, traditional approaches based on validation error minimization offer limited advantages. To address this, we propose a training algorithm inspired by Stuart Kauffman's notion of the Adjacent Possible. This novel training methodology explores new data spaces during the learning phase. It predisposes the neural network to smoothly accept and integrate data sequences with different statistical characteristics than expected. The maximum distance compatible with such inclusion depends on a specific parameter: the sampling temperature used in the explorative phase of the present method. This algorithm, called Dreaming Learning, anticipates potential regime shifts over time, enhancing the neural network's responsiveness to non-stationary events that alter statistical properties. To assess the advantages of this approach, we apply this methodology to unexpected statistical changes in Markov chains and non-stationary dynamics in textual sequences. We demonstrated its ability to improve the auto-correlation of generated textual sequences by $\sim 29\%$ and enhance the velocity of loss convergence by $\sim 100\%$ in the case of a paradigm shift in Markov chains.
CPIG: Leveraging Consistency Policy with Intention Guidance for Multi-agent Exploration
Fu, Yuqian, Zhu, Yuanheng, Li, Haoran, Zhao, Zijie, Chai, Jiajun, Zhao, Dongbin
Efficient exploration is crucial in cooperative multi-agent reinforcement learning (MARL), especially in sparse-reward settings. However, due to the reliance on the unimodal policy, existing methods are prone to falling into the local optima, hindering the effective exploration of better policies. Furthermore, in sparse-reward settings, each agent tends to receive a scarce reward, which poses significant challenges to inter-agent cooperation. This not only increases the difficulty of policy learning but also degrades the overall performance of multi-agent tasks. To address these issues, we propose a Consistency Policy with Intention Guidance (CPIG), with two primary components: (a) introducing a multimodal policy to enhance the agent's exploration capability, and (b) sharing the intention among agents to foster agent cooperation. For component (a), CPIG incorporates a Consistency model as the policy, leveraging its multimodal nature and stochastic characteristics to facilitate exploration. Regarding component (b), we introduce an Intention Learner to deduce the intention on the global state from each agent's local observation. This intention then serves as a guidance for the Consistency Policy, promoting cooperation among agents. The proposed method is evaluated in multi-agent particle environments (MPE) and multi-agent MuJoCo (MAMuJoCo). Empirical results demonstrate that our method not only achieves comparable performance to various baselines in dense-reward environments but also significantly enhances performance in sparse-reward settings, outperforming state-of-the-art (SOTA) algorithms by 20%.
AI Planning: A Primer and Survey (Preliminary Report)
Chen, Dillon Z., Verma, Pulkit, Srivastava, Siddharth, Katz, Michael, Thiébaux, Sylvie
Automated decision-making is a fundamental topic that spans multiple sub-disciplines in AI: reinforcement learning (RL), AI planning (AP), foundation models, and operations research, among others. Despite recent efforts to ``bridge the gaps'' between these communities, there remain many insights that have not yet transcended the boundaries. Our goal in this paper is to provide a brief and non-exhaustive primer on ideas well-known in AP, but less so in other sub-disciplines. We do so by introducing the classical AP problem and representation, and extensions that handle uncertainty and time through the Markov Decision Process formalism. Next, we survey state-of-the-art techniques and ideas for solving AP problems, focusing on their ability to exploit problem structure. Lastly, we cover subfields within AP for learning structure from unstructured inputs and learning to generalise to unseen scenarios and situations.
Modeling Eye Gaze Velocity Trajectories using GANs with Spectral Loss for Enhanced Fidelity
Bhandari, Shailendra, Lencastre, Pedro, Mathema, Rujeena, Szorkovszky, Alexander, Yazidi, Anis, Lind, Pedro
Accurate modeling of eye gaze dynamics is essential for advancement in human-computer interaction, neurological diagnostics, and cognitive research. Traditional generative models like Markov models often fail to capture the complex temporal dependencies and distributional nuance inherent in eye gaze trajectories data. This study introduces a GAN framework employing LSTM and CNN generators and discriminators to generate high-fidelity synthetic eye gaze velocity trajectories. We conducted a comprehensive evaluation of four GAN architectures: CNN-CNN, LSTM-CNN, CNN-LSTM, and LSTM-LSTM trained under two conditions: using only adversarial loss and using a weighted combination of adversarial and spectral losses. Our findings reveal that the LSTM-CNN architecture trained with this new loss function exhibits the closest alignment to the real data distribution, effectively capturing both the distribution tails and the intricate temporal dependencies. The inclusion of spectral regularization significantly enhances the GANs ability to replicate the spectral characteristics of eye gaze movements, leading to a more stable learning process and improved data fidelity. Comparative analysis with an HMM optimized to four hidden states further highlights the advantages of the LSTM-CNN GAN. Statistical metrics show that the HMM-generated data significantly diverges from the real data in terms of mean, standard deviation, skewness, and kurtosis. In contrast, the LSTM-CNN model closely matches the real data across these statistics, affirming its capacity to model the complexity of eye gaze dynamics effectively. These results position the spectrally regularized LSTM-CNN GAN as a robust tool for generating synthetic eye gaze velocity data with high fidelity.
Measuring Goal-Directedness
MacDermott, Matt, Fox, James, Belardinelli, Francesco, Everitt, Tom
We define maximum entropy goal-directedness (MEG), a formal measure of goal-directedness in causal models and Markov decision processes, and give algorithms for computing it. Measuring goal-directedness is important, as it is a critical element of many concerns about harm from AI. It is also of philosophical interest, as goal-directedness is a key aspect of agency. MEG is based on an adaptation of the maximum causal entropy framework used in inverse reinforcement learning. It can measure goal-directedness with respect to a known utility function, a hypothesis class of utility functions, or a set of random variables. We prove that MEG satisfies several desiderata and demonstrate our algorithms with small-scale experiments.
Aguvis: Unified Pure Vision Agents for Autonomous GUI Interaction
Xu, Yiheng, Wang, Zekun, Wang, Junli, Lu, Dunjie, Xie, Tianbao, Saha, Amrita, Sahoo, Doyen, Yu, Tao, Xiong, Caiming
Graphical User Interfaces (GUIs) are critical to human-computer interaction, yet automating GUI tasks remains challenging due to the complexity and variability of visual environments. Existing approaches often rely on textual representations of GUIs, which introduce limitations in generalization, efficiency, and scalability. In this paper, we introduce Aguvis, a unified pure vision-based framework for autonomous GUI agents that operates across various platforms. Our approach leverages image-based observations, and grounding instructions in natural language to visual elements, and employs a consistent action space to ensure cross-platform generalization. To address the limitations of previous work, we integrate explicit planning and reasoning within the model, enhancing its ability to autonomously navigate and interact with complex digital environments. We construct a large-scale dataset of GUI agent trajectories, incorporating multimodal reasoning and grounding, and employ a two-stage training pipeline that first focuses on general GUI grounding, followed by planning and reasoning. Through comprehensive experiments, we demonstrate that Aguvis surpasses previous state-of-the-art methods in both offline and real-world online scenarios, achieving, to our knowledge, the first fully autonomous pure vision GUI agent capable of performing tasks independently without collaboration with external closed-source models. We open-sourced all datasets, models, and training recipes to facilitate future research at https://aguvis-project.github.io/.
In-context learning and Occam's razor
Elmoznino, Eric, Marty, Tom, Kasetty, Tejas, Gagnon, Leo, Mittal, Sarthak, Fathi, Mahan, Sridhar, Dhanya, Lajoie, Guillaume
A central goal of machine learning is generalization. While the No Free Lunch Theorem states that we cannot obtain theoretical guarantees for generalization without further assumptions, in practice we observe that simple models which explain the training data generalize best: a principle called Occam's razor. Despite the need for simple models, most current approaches in machine learning only minimize the training error, and at best indirectly promote simplicity through regularization or architecture design. Here, we draw a connection between Occam's razor and in-context learning: an emergent ability of certain sequence models like Transformers to learn at inference time from past observations in a sequence. In particular, we show that the next-token prediction loss used to train in-context learners is directly equivalent to a data compression technique called prequential coding, and that minimizing this loss amounts to jointly minimizing both the training error and the complexity of the model that was implicitly learned from context. Our theory and the empirical experiments we use to support it not only provide a normative account of in-context learning, but also elucidate the shortcomings of current in-context learning methods, suggesting ways in which they can be improved. We make our code available at https://github.com/3rdCore/PrequentialCode.
Flow Matching with General Discrete Paths: A Kinetic-Optimal Perspective
Shaul, Neta, Gat, Itai, Havasi, Marton, Severo, Daniel, Sriram, Anuroop, Holderrieth, Peter, Karrer, Brian, Lipman, Yaron, Chen, Ricky T. Q.
The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to take a holistic approach to the construction of discrete generative models based on continuous-time Markov chains, and for the first time, allow the use of arbitrary discrete probability paths, or colloquially, corruption processes. Through the lens of optimizing the symmetric kinetic energy, we propose velocity formulas that can be applied to any given probability path, completely decoupling the probability and velocity, and giving the user the freedom to specify any desirable probability path based on expert knowledge specific to the data domain. Furthermore, we find that a special construction of mixture probability paths optimizes the symmetric kinetic energy for the discrete case. We find that we can outperform the mask construction even in text with kinetic-optimal mixture paths, while we can make use of domain-specific constructions of the probability path over the visual domain. Generative models over discrete spaces have not seen as much progress on the methodology side compared to continuous-space counterparts. For the most part, applications such as large language modeling rely solely on autoregressive models (Radford et al., 2019; Bommasani et al., 2021). The simplicity of autoregressive modeling has also motivated people to use them for multimodal generation, where other modalities, such as images and videos, are tokenized and modeled within an autoregressive framework (Van den Oord et al., 2016; Team, 2024; Sun et al., 2024). A promising framework that brings iterative refinement to the discrete case is to consider the use of Markov chains within a dynamical generative framework.