Markov Models
Non-myopic Generation of Language Models for Reasoning and Planning
Ma, Chang, Zhao, Haiteng, Zhang, Junlei, He, Junxian, Kong, Lingpeng
Large Language Models (LLMs) have demonstrated remarkable abilities in reasoning and planning by breaking down complex problems into sequential steps. This paper revisits LLM reasoning from an optimal control perspective, proposing a novel method, Predictive-Decoding, that leverages Model Predictive Control to enhance planning accuracy. By reweighting LLM distributions based on foresight trajectories, Predictive-Decoding aims to mitigate early errors and promote non-myopic planning. Our experiments show significant improvements across a wide range of tasks in math, coding, and agent-based scenarios. Furthermore, Predictive-Decoding demonstrates computational efficiency, outperforming search baselines while utilizing inference compute more effectively. This study provides insights into optimizing LLM planning capabilities. Code is available at this repo. Large Language Models (LLMs) are extensively pretrained on large corpus to predict the next tokens.
Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds
Alquier, Pierre, Kengne, William
In a groundbreaking work, Schmidt-Hieber (2020) proved the minimax optimality of deep neural networks with ReLu activation for least-square regression estimation over a large class of functions defined by composition. In this paper, we extend these results in many directions. First, we remove the i.i.d. assumption on the observations, to allow some time dependence. The observations are assumed to be a Markov chain with a non-null pseudo-spectral gap. Then, we study a more general class of machine learning problems, which includes least-square and logistic regression as special cases. Leveraging on PAC-Bayes oracle inequalities and a version of Bernstein inequality due to Paulin (2015), we derive upper bounds on the estimation risk for a generalized Bayesian estimator. In the case of least-square regression, this bound matches (up to a logarithmic factor) the lower bound of Schmidt-Hieber (2020). We establish a similar lower bound for classification with the logistic loss, and prove that the proposed DNN estimator is optimal in the minimax sense.
Minimum Entropy Coupling with Bottleneck
Ebrahimi, M. Reza, Chen, Jun, Khisti, Ashish
This paper investigates a novel lossy compression framework operating under logarithmic loss, designed to handle situations where the reconstruction distribution diverges from the source distribution. This framework is especially relevant for applications that require joint compression and retrieval, and in scenarios involving distributional shifts due to processing. We show that the proposed formulation extends the classical minimum entropy coupling framework by integrating a bottleneck, allowing for a controlled degree of stochasticity in the coupling. We explore the decomposition of the Minimum Entropy Coupling with Bottleneck (MEC-B) into two distinct optimization problems: Entropy-Bounded Information Maximization (EBIM) for the encoder, and Minimum Entropy Coupling (MEC) for the decoder. Through extensive analysis, we provide a greedy algorithm for EBIM with guaranteed performance, and characterize the optimal solution near functional mappings, yielding significant theoretical insights into the structural complexity of this problem. Furthermore, we illustrate the practical application of MEC-B through experiments in Markov Coding Games (MCGs) under rate limits. These games simulate a communication scenario within a Markov Decision Process, where an agent must transmit a compressed message from a sender to a receiver through its actions. Our experiments highlight the trade-offs between MDP rewards and receiver accuracy across various compression rates, showcasing the efficacy of our method compared to conventional compression baseline.
Capacity-Aware Planning and Scheduling in Budget-Constrained Monotonic MDPs: A Meta-RL Approach
Vora, Manav, Shomorony, Ilan, Ornik, Melkior
Many real-world sequential repair problems can be effectively modeled using monotonic Markov Decision Processes (MDPs), where the system state stochastically decreases and can only be increased by performing a restorative action. This work addresses the problem of solving multi-component monotonic MDPs with both budget and capacity constraints. The budget constraint limits the total number of restorative actions and the capacity constraint limits the number of restorative actions that can be performed simultaneously. While prior methods dealt with budget constraints, including capacity constraints in prior methods leads to an exponential increase in computational complexity as the number of components in the MDP grows. We propose a two-step planning approach to address this challenge. First, we partition the components of the multi-component MDP into groups, where the number of groups is determined by the capacity constraint. We achieve this partitioning by solving a Linear Sum Assignment Problem (LSAP). Each group is then allocated a fraction of the total budget proportional to its size. This partitioning effectively decouples the large multi-component MDP into smaller subproblems, which are computationally feasible because the capacity constraint is simplified and the budget constraint can be addressed using existing methods. Subsequently, we use a meta-trained PPO agent to obtain an approximately optimal policy for each group. To validate our approach, we apply it to the problem of scheduling repairs for a large group of industrial robots, constrained by a limited number of repair technicians and a total repair budget. Our results demonstrate that the proposed method outperforms baseline approaches in terms of maximizing the average uptime of the robot swarm, particularly for large swarm sizes.
Sequential choice in ordered bundles
Kohli, Rajeev, Krstovski, Kriste, Kuang, Hengyu, Lin, Hengxu
Experience goods such as sporting and artistic events, songs, videos, news stories, podcasts, and television series, are often packaged and consumed in bundles. Many such bundles are ordered in the sense that the individual items are consumed sequentially, one at a time. We examine if an individual's decision to consume the next item in an ordered bundle can be predicted based on his/her consumption pattern for the preceding items. We evaluate several predictive models, including two custom Transformers using decoder-only and encoder-decoder architectures, fine-tuned GPT-3, a custom LSTM model, a reinforcement learning model, two Markov models, and a zero-order model. Using data from Spotify, we find that the custom Transformer with a decoder-only architecture provides the most accurate predictions, both for individual choices and aggregate demand. This model captures a general form of state dependence. Analysis of Transformer attention weights suggests that the consumption of the next item in a bundle is based on approximately equal weighting of all preceding choices. Our results indicate that the Transformer can assist in queuing the next item that an individual is likely to consume from an ordered bundle, predicting the demand for individual items, and personalizing promotions to increase demand.
Learning to Walk from Three Minutes of Real-World Data with Semi-structured Dynamics Models
Levy, Jacob, Westenbroek, Tyler, Fridovich-Keil, David
Traditionally, model-based reinforcement learning (MBRL) methods exploit neural networks as flexible function approximators to represent $\textit{a priori}$ unknown environment dynamics. However, training data are typically scarce in practice, and these black-box models often fail to generalize. Modeling architectures that leverage known physics can substantially reduce the complexity of system-identification, but break down in the face of complex phenomena such as contact. We introduce a novel framework for learning semi-structured dynamics models for contact-rich systems which seamlessly integrates structured first principles modeling techniques with black-box auto-regressive models. Specifically, we develop an ensemble of probabilistic models to estimate external forces, conditioned on historical observations and actions, and integrate these predictions using known Lagrangian dynamics. With this semi-structured approach, we can make accurate long-horizon predictions with substantially less data than prior methods. We leverage this capability and propose Semi-Structured Reinforcement Learning ($\texttt{SSRL}$) a simple model-based learning framework which pushes the sample complexity boundary for real-world learning. We validate our approach on a real-world Unitree Go1 quadruped robot, learning dynamic gaits -- from scratch -- on both hard and soft surfaces with just a few minutes of real-world data. Video and code are available at: https://sites.google.com/utexas.edu/ssrl
The Limits of Transfer Reinforcement Learning with Latent Low-rank Structure
Sam, Tyler, Chen, Yudong, Yu, Christina Lee
Many reinforcement learning (RL) algorithms are too costly to use in practice due to the large sizes $S, A$ of the problem's state and action space. To resolve this issue, we study transfer RL with latent low rank structure. We consider the problem of transferring a latent low rank representation when the source and target MDPs have transition kernels with Tucker rank $(S , d, A )$, $(S , S , d), (d, S, A )$, or $(d , d , d )$. In each setting, we introduce the transfer-ability coefficient $\alpha$ that measures the difficulty of representational transfer. Our algorithm learns latent representations in each source MDP and then exploits the linear structure to remove the dependence on $S, A $, or $S A$ in the target MDP regret bound. We complement our positive results with information theoretic lower bounds that show our algorithms (excluding the ($d, d, d$) setting) are minimax-optimal with respect to $\alpha$.
A Systematic Review of Machine Learning in Sports Betting: Techniques, Challenges, and Future Directions
Galekwa, Renรฉ Manassรฉ, Tshimula, Jean Marie, Tajeuna, Etienne Gael, Kyandoghere, Kyamakya
The sports betting industry has experienced rapid growth, driven largely by technological advancements and the proliferation of online platforms. Machine learning (ML) has played a pivotal role in the transformation of this sector by enabling more accurate predictions, dynamic odds-setting, and enhanced risk management for both bookmakers and bettors. This systematic review explores various ML techniques, including support vector machines, random forests, and neural networks, as applied in different sports such as soccer, basketball, tennis, and cricket. These models utilize historical data, in-game statistics, and real-time information to optimize betting strategies and identify value bets, ultimately improving profitability. For bookmakers, ML facilitates dynamic odds adjustment and effective risk management, while bettors leverage data-driven insights to exploit market inefficiencies. This review also underscores the role of ML in fraud detection, where anomaly detection models are used to identify suspicious betting patterns. Despite these advancements, challenges such as data quality, real-time decision-making, and the inherent unpredictability of sports outcomes remain. Ethical concerns related to transparency and fairness are also of significant importance. Future research should focus on developing adaptive models that integrate multimodal data and manage risk in a manner akin to financial portfolios. This review provides a comprehensive examination of the current applications of ML in sports betting, and highlights both the potential and the limitations of these technologies.
Absorb & Escape: Overcoming Single Model Limitations in Generating Genomic Sequences
Li, Zehui, Ni, Yuhao, Xia, Guoxuan, Beardall, William, Das, Akashaditya, Stan, Guy-Bart, Zhao, Yiren
Abstract Recent advances in immunology and synthetic biology have accelerated the development of deep generative methods for DNA sequence design. Two dominant approaches in this field are AutoRegressive (AR) models and Diffusion Models (DMs). However, genomic sequences are functionally heterogeneous, consisting of multiple connected regions (e.g., Promoter Regions, Exons, and Introns) where elements within each region come from the same probability distribution, but the overall sequence is non-homogeneous. This heterogeneous nature presents challenges for a single model to accurately generate genomic sequences. In this paper, we analyze the properties of AR models and DMs in heterogeneous genomic sequence generation, pointing out crucial limitations in both methods: (i) AR models capture the underlying distribution of data by factorizing and learning the transition probability but fail to capture the global property of DNA sequences. (ii) DMs learn to recover the global distribution but tend to produce errors at the base pair level. To overcome the limitations of both approaches, we propose a post-training sampling method, termed Absorb & Escape (A&E) to perform compositional generation from AR models and DMs. This approach starts with samples generated by DMs and refines the sample quality using an AR model through the alternation of the Absorb and Escape steps. To assess the quality of generated sequences, we conduct extensive experiments on 15 species for conditional and unconditional DNA generation. The experiment results from motif distribution, diversity checks, and genome integration tests unequivocally show that A&E outperforms state-of-the-art AR models and DMs in genomic sequence generation.
Maintaining Informative Coherence: Migrating Hallucinations in Large Language Models via Absorbing Markov Chains
Wu, Jiemin, Lai, Songning, Xiao, Ruiqiang, Xue, Tianlang, Yang, Jiayu, Yue, Yutao
Large Language Models (LLMs) are powerful tools for text generation, translation, and summarization, but they often suffer from hallucinations-instances where they fail to maintain the fidelity and coherence of contextual information during decoding, sometimes overlooking critical details due to their sampling strategies and inherent biases from training data and fine-tuning discrepancies. These hallucinations can propagate through the web, affecting the trustworthiness of information disseminated online. To address this issue, we propose a novel decoding strategy that leverages absorbing Markov chains to quantify the significance of contextual information and measure the extent of information loss during generation. By considering all possible paths from the first to the last token, our approach enhances the reliability of model outputs without requiring additional training or external data. Evaluations on datasets including TruthfulQA, FACTOR, and HaluEval highlight the superior performance of our method in mitigating hallucinations, underscoring the necessity of ensuring accurate information flow in web-based applications.