Markov Models
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, René Manassé, 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.
Trust-Aware Assistance Seeking in Human-Supervised Autonomy
Mangalindan, Dong Hae, Rovira, Ericka, Srivastava, Vaibhav
Our goal is to model and experimentally assess trust evolution to predict future beliefs and behaviors of human-robot teams in dynamic environments. Research suggests that maintaining trust among team members in a human-robot team is vital for successful team performance. Research suggests that trust is a multi-dimensional and latent entity that relates to past experiences and future actions in a complex manner. Employing a human-robot collaborative task, we design an optimal assistance-seeking strategy for the robot using a POMDP framework. In the task, the human supervises an autonomous mobile manipulator collecting objects in an environment. The supervisor's task is to ensure that the robot safely executes its task. The robot can either choose to attempt to collect the object or seek human assistance. The human supervisor actively monitors the robot's activities, offering assistance upon request, and intervening if they perceive the robot may fail. In this setting, human trust is the hidden state, and the primary objective is to optimize team performance. We execute two sets of human-robot interaction experiments. The data from the first experiment are used to estimate POMDP parameters, which are used to compute an optimal assistance-seeking policy evaluated in the second experiment. The estimated POMDP parameters reveal that, for most participants, human intervention is more probable when trust is low, particularly in high-complexity tasks. Our estimates suggest that the robot's action of asking for assistance in high-complexity tasks can positively impact human trust. Our experimental results show that the proposed trust-aware policy is better than an optimal trust-agnostic policy. By comparing model estimates of human trust, obtained using only behavioral data, with the collected self-reported trust values, we show that model estimates are isomorphic to self-reported responses.
Offline-to-Online Multi-Agent Reinforcement Learning with Offline Value Function Memory and Sequential Exploration
Zhong, Hai, Wang, Xun, Li, Zhuoran, Huang, Longbo
Offline-to-Online Reinforcement Learning has emerged as a powerful paradigm, leveraging offline data for initialization and online fine-tuning to enhance both sample efficiency and performance. However, most existing research has focused on single-agent settings, with limited exploration of the multi-agent extension, i.e., Offline-to-Online Multi-Agent Reinforcement Learning (O2O MARL). In O2O MARL, two critical challenges become more prominent as the number of agents increases: (i) the risk of unlearning pre-trained Q-values due to distributional shifts during the transition from offline-to-online phases, and (ii) the difficulty of efficient exploration in the large joint state-action space. To tackle these challenges, we propose a novel O2O MARL framework called Offline Value Function Memory with Sequential Exploration (OVMSE). First, we introduce the Offline Value Function Memory (OVM) mechanism to compute target Q-values, preserving knowledge gained during offline training, ensuring smoother transitions, and enabling efficient fine-tuning. Second, we propose a decentralized Sequential Exploration (SE) strategy tailored for O2O MARL, which effectively utilizes the pre-trained offline policy for exploration, thereby significantly reducing the joint state-action space to be explored. Extensive experiments on the StarCraft Multi-Agent Challenge (SMAC) demonstrate that OVMSE significantly outperforms existing baselines, achieving superior sample efficiency and overall performance.
An Enhanced Hierarchical Planning Framework for Multi-Robot Autonomous Exploration
Cai, Gengyuan, Guo, Luosong, Chang, Xiangmao
The autonomous exploration of environments by multi-robot systems is a critical task with broad applications in rescue missions, exploration endeavors, and beyond. Current approaches often rely on either greedy frontier selection or end-to-end deep reinforcement learning (DRL) methods, yet these methods are frequently hampered by limitations such as short-sightedness, overlooking long-term implications, and convergence difficulties stemming from the intricate high-dimensional learning space. To address these challenges, this paper introduces an innovative integration strategy that combines the low-dimensional action space efficiency of frontier-based methods with the far-sightedness and optimality of DRL-based approaches. We propose a three-tiered planning framework that first identifies frontiers in free space, creating a sparse map representation that lightens data transmission burdens and reduces the DRL action space's dimensionality. Subsequently, we develop a multi-graph neural network (mGNN) that incorporates states of potential targets and robots, leveraging policy-based reinforcement learning to compute affinities, thereby superseding traditional heuristic utility values. Lastly, we implement local routing planning through subsequence search, which avoids exhaustive sequence traversal. Extensive validation across diverse scenarios and comprehensive simulation results demonstrate the effectiveness of our proposed method. Compared to baseline approaches, our framework achieves environmental exploration with fewer time steps and a notable reduction of over 30% in data transmission, showcasing its superiority in terms of efficiency and performance.
Provably Adaptive Average Reward Reinforcement Learning for Metric Spaces
We study infinite-horizon average-reward reinforcement learning (RL) for Lipschitz MDPs and develop an algorithm ZoRL that discretizes the state-action space adaptively and zooms into promising regions of the state-action space. We show that its regret can be bounded as $\mathcal{\tilde{O}}\big(T^{1 - d_{\text{eff.}}^{-1}}\big)$, where $d_{\text{eff.}} = 2d_\mathcal{S} + d_z + 3$, $d_\mathcal{S}$ is the dimension of the state space, and $d_z$ is the zooming dimension. $d_z$ is a problem-dependent quantity, which allows us to conclude that if MDP is benign, then its regret will be small. We note that the existing notion of zooming dimension for average reward RL is defined in terms of policy coverings, and hence it can be huge when the policy class is rich even though the underlying MDP is simple, so that the regret upper bound is nearly $O(T)$. The zooming dimension proposed in the current work is bounded above by $d$, the dimension of the state-action space, and hence is truly adaptive, i.e., shows how to capture adaptivity gains for infinite-horizon average-reward RL. ZoRL outperforms other state-of-the-art algorithms in experiments; thereby demonstrating the gains arising due to adaptivity.
Moving Object Segmentation in Point Cloud Data using Hidden Markov Models
Bhandari, Vedant, James, Jasmin, Phillips, Tyson, McAree, P. Ross
Autonomous agents require the capability to identify dynamic objects in their environment for safe planning and navigation. Incomplete and erroneous dynamic detections jeopardize the agent's ability to accomplish its task. Dynamic detection is a challenging problem due to the numerous sources of uncertainty inherent in the problem's inputs and the wide variety of applications, which often lead to use-case-tailored solutions. We propose a robust learning-free approach to segment moving objects in point cloud data. The foundation of the approach lies in modelling each voxel using a hidden Markov model (HMM), and probabilistically integrating beliefs into a map using an HMM filter. The proposed approach is tested on benchmark datasets and consistently performs better than or as well as state-of-the-art methods with strong generalized performance across sensor characteristics and environments. The approach is open-sourced at https://github.com/vb44/HMM-MOS.
Multi-agent cooperation through learning-aware policy gradients
Meulemans, Alexander, Kobayashi, Seijin, von Oswald, Johannes, Scherrer, Nino, Elmoznino, Eric, Richards, Blake, Lajoie, Guillaume, Arcas, Blaise Agüera y, Sacramento, João
Self-interested individuals often fail to cooperate, posing a fundamental challenge for multi-agent learning. How can we achieve cooperation among self-interested, independent learning agents? Promising recent work has shown that in certain tasks cooperation can be established between learning-aware agents who model the learning dynamics of each other. Here, we present the first unbiased, higher-derivative-free policy gradient algorithm for learning-aware reinforcement learning, which takes into account that other agents are themselves learning through trial and error based on multiple noisy trials. We then leverage efficient sequence models to condition behavior on long observation histories that contain traces of the learning dynamics of other agents. Training long-context policies with our algorithm leads to cooperative behavior and high returns on standard social dilemmas, including a challenging environment where temporally-extended action coordination is required. Finally, we derive from the iterated prisoner's dilemma a novel explanation for how and when cooperation arises among self-interested learning-aware agents.