Markov Models
Hardness in Markov Decision Processes: Theory and Practice
Meticulously analysing the empirical strengths and weaknesses of reinforcement learning methods in hard (challenging) environments is essential to inspire innovations and assess progress in the field. In tabular reinforcement learning, there is no well-established standard selection of environments to conduct such analysis, which is partially due to the lack of a widespread understanding of the rich theory of hardness of environments. The goal of this paper is to unlock the practical usefulness of this theory through four main contributions. First, we present a systematic survey of the theory of hardness, which also identifies promising research directions. Second, we introduce \texttt{Colosseum}, a pioneering package that enables empirical hardness analysis and implements a principled benchmark composed of environments that are diverse with respect to different measures of hardness.
Maximum Expected Hitting Cost of a Markov Decision Process and Informativeness of Rewards
We propose a new complexity measure for Markov decision processes (MDPs), the maximum expected hitting cost (MEHC). This measure tightens the closely related notion of diameter [JOA10] by accounting for the reward structure. We show that this parameter replaces diameter in the upper bound on the optimal value span of an extended MDP, thus refining the associated upper bounds on the regret of several UCRL2-like algorithms. Furthermore, we show that potential-based reward shaping [NHR99] can induce equivalent reward functions with varying informativeness, as measured by MEHC. By analyzing the change in the maximum expected hitting cost, this work presents a formal understanding of the effect of potential-based reward shaping on regret (and sample complexity) in the undiscounted average reward setting.
Simultaneously Learning Stochastic and Adversarial Episodic MDPs with Known Transition
This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a best-of-both-worlds'' guarantee: it achieves O(log T) regret when the losses are stochastic, and simultaneously enjoys worst-case robustness with \tilde{O}(\sqrt{T}) regret even when the losses are adversarial, where T is the number of episodes. More generally, it achieves \tilde{O}(\sqrt{C}) regret in an intermediate setting where the losses are corrupted by a total amount of C. Our algorithm is based on the Follow-the-Regularized-Leader method from Zimin and Neu (2013), with a novel hybrid regularizer inspired by recent works of Zimmert et al. (2019a, 2019b) for the special case of multi-armed bandits. Crucially, our regularizer admits a non-diagonal Hessian with a highly complicated inverse. Analyzing such a regularizer and deriving a particular self-bounding regret guarantee is our key technical contribution and might be of independent interest.
Statistical Model Aggregation via Parameter Matching
We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures by identifying correspondences among local model parameterizations. Our proposed framework is model-independent and is applicable to a wide range of model types. After verifying our approach on simulated data, we demonstrate its utility in aggregating Gaussian topic models, hierarchical Dirichlet process based hidden Markov models, and sparse Gaussian processes with applications spanning text summarization, motion capture analysis, and temperature forecasting.
Pseudo-Extended Markov chain Monte Carlo
Sampling from posterior distributions using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations, particularly when the posterior is multi-modal as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as a simple approach for improving the mixing of the MCMC sampler for multi-modal posterior distributions. On the extended space, the modes of the posterior are connected, which allows the MCMC sampler to easily move between well-separated posterior modes. We demonstrate that the pseudo-extended approach delivers improved MCMC sampling over the Hamiltonian Monte Carlo algorithm on multi-modal posteriors, including Boltzmann machines and models with sparsity-inducing priors.
Future-Dependent Value-Based Off-Policy Evaluation in POMDPs
We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in POMDPs. To circumvent this problem, we develop a novel model-free OPE method by introducing future-dependent value functions that take future proxies as inputs. Future-dependent value functions play similar roles as classical value functions in fully-observable MDPs. We derive a new off-policy Bellman equation for future-dependent value functions as conditional moment equations that use history proxies as instrumental variables.
Improving Legal Entity Recognition Using a Hybrid Transformer Model and Semantic Filtering Approach
Legal Entity Recognition (LER) involves identifying key entities such as parties, dates, monetary amounts, and legal provisions from legal documents. Automating this process is crucial for improving efficiency in legal workflows, including contract review, compliance monitoring, and litigation support. Traditional Named Entity Recognition (NER) methods, such as rule-based systems and classical machine learning models like Conditional Random Fields (CRFs), require extensive feature engineering and struggle to adapt to new legal terminologies. Transformer-based models, particularly BERT [1], have shown great promise in various NLP tasks, including LER. **Legal-BERT**, a finetuned variant of BERT for legal texts, has demonstrated superior performance
Kaleidoscope: Learnable Masks for Heterogeneous Multi-agent Reinforcement Learning
Li, Xinran, Pan, Ling, Zhang, Jun
In multi-agent reinforcement learning (MARL), parameter sharing is commonly employed to enhance sample efficiency. However, the popular approach of full parameter sharing often leads to homogeneous policies among agents, potentially limiting the performance benefits that could be derived from policy diversity. To address this critical limitation, we introduce \emph{Kaleidoscope}, a novel adaptive partial parameter sharing scheme that fosters policy heterogeneity while still maintaining high sample efficiency. Specifically, Kaleidoscope maintains one set of common parameters alongside multiple sets of distinct, learnable masks for different agents, dictating the sharing of parameters. It promotes diversity among policy networks by encouraging discrepancy among these masks, without sacrificing the efficiencies of parameter sharing. This design allows Kaleidoscope to dynamically balance high sample efficiency with a broad policy representational capacity, effectively bridging the gap between full parameter sharing and non-parameter sharing across various environments. We further extend Kaleidoscope to critic ensembles in the context of actor-critic algorithms, which could help improve value estimations.Our empirical evaluations across extensive environments, including multi-agent particle environment, multi-agent MuJoCo and StarCraft multi-agent challenge v2, demonstrate the superior performance of Kaleidoscope compared with existing parameter sharing approaches, showcasing its potential for performance enhancement in MARL. The code is publicly available at \url{https://github.com/LXXXXR/Kaleidoscope}.
Simplified POMDP Planning with an Alternative Observation Space and Formal Performance Guarantees
Online planning under uncertainty in partially observable domains is an essential capability in robotics and AI. The partially observable Markov decision process (POMDP) is a mathematically principled framework for addressing decision-making problems in this challenging setting. However, finding an optimal solution for POMDPs is computationally expensive and is feasible only for small problems. In this work, we contribute a novel method to simplify POMDPs by switching to an alternative, more compact, observation space and simplified model to speedup planning with formal performance guarantees. We introduce the notion of belief tree topology, which encodes the levels and branches in the tree that use the original and alternative observation space and models. Each belief tree topology comes with its own policy space and planning performance. Our key contribution is to derive bounds between the optimal Q-function of the original POMDP and the simplified tree defined by a given topology with a corresponding simplified policy space. These bounds are then used as an adaptation mechanism between different tree topologies until the optimal action of the original POMDP can be determined. Further, we consider a specific instantiation of our framework, where the alternative observation space and model correspond to a setting where the state is fully observable. We evaluate our approach in simulation, considering exact and approximate POMDP solvers and demonstrating a significant speedup while preserving solution quality. We believe this work opens new exciting avenues for online POMDP planning with formal performance guarantees.
Multi-Agent Actor-Critics in Autonomous Cyber Defense
Wang, Mingjun, Dechene, Remington
The need for autonomous and adaptive defense mechanisms has become paramount in the rapidly evolving landscape of cyber threats. Multi-Agent Deep Reinforcement Learning (MADRL) presents a promising approach to enhancing the efficacy and resilience of autonomous cyber operations. This paper explores the application of Multi-Agent Actor-Critic algorithms which provides a general form in Multi-Agent learning to cyber defense, leveraging the collaborative interactions among multiple agents to detect, mitigate, and respond to cyber threats. We demonstrate each agent is able to learn quickly and counter act on the threats autonomously using MADRL in simulated cyber-attack scenarios. The results indicate that MADRL can significantly enhance the capability of autonomous cyber defense systems, paving the way for more intelligent cybersecurity strategies. This study contributes to the growing body of knowledge on leveraging artificial intelligence for cybersecurity and sheds light for future research and development in autonomous cyber operations.