Markov Models
Dataset-Free Weight-Initialization on Restricted Boltzmann Machine
Yasuda, Muneki, Maeno, Ryosuke, Takahashi, Chako
In feed-forward neural networks, dataset-free weight-initialization method such as LeCun, Xavier (or Glorot), and He initializations have been developed. These methods randomly determine the initial values of weight parameters based on specific distributions (e.g., Gaussian or uniform distributions) without using training datasets. To the best of the authors' knowledge, such a dataset-free weight-initialization method is yet to be developed for restricted Boltzmann machines (RBMs), which are probabilistic neural networks consisting of two layers, In this study, we derive a dataset-free weight-initialization method for Bernoulli--Bernoulli RBMs based on a statistical mechanical analysis. In the proposed weight-initialization method, the weight parameters are drawn from a Gaussian distribution with zero mean. The standard deviation of the Gaussian distribution is optimized based on our hypothesis which is that a standard deviation providing a larger layer correlation (LC) between the two layers improves the learning efficiency. The expression of the LC is derived based on a statistical mechanical analysis. The optimal value of the standard deviation corresponds to the maximum point of the LC. The proposed weight-initialization method is identical to Xavier initialization in a specific case (i.e., in the case the sizes of the two layers are the same, the random variables of the layers are $\{-1,1\}$-binary, and all bias parameters are zero).
Ratio Divergence Learning Using Target Energy in Restricted Boltzmann Machines: Beyond Kullback--Leibler Divergence Learning
Ishida, Yuichi, Ichikawa, Yuma, Dote, Aki, Miyazawa, Toshiyuki, Hukushima, Koji
We propose ratio divergence (RD) learning for discrete energy-based models, a method that utilizes both training data and a tractable target energy function. We apply RD learning to restricted Boltzmann machines (RBMs), which are a minimal model that satisfies the universal approximation theorem for discrete distributions. RD learning combines the strength of both forward and reverse Kullback-Leibler divergence (KLD) learning, effectively addressing the "notorious" issues of underfitting with the forward KLD and mode-collapse with the reverse KLD. Since the summation of forward and reverse KLD seems to be sufficient to combine the strength of both approaches, we include this learning method as a direct baseline in numerical experiments to evaluate its effectiveness. Numerical experiments demonstrate that RD learning significantly outperforms other learning methods in terms of energy function fitting, mode-covering, and learning stability across various discrete energy-based models. Moreover, the performance gaps between RD learning and the other learning methods become more pronounced as the dimensions of target models increase.
Cyber Deception: State of the art, Trends and Open challenges
López, Pedro Beltrán, Pérez, Manuel Gil, Nespoli, Pantaleone
The growing interest in cybersecurity has significantly increased articles designing and implementing various Cyber Deception (CYDEC) mechanisms. This trend reflects the urgent need for new strategies to address cyber threats effectively. Since its emergence, CYDEC has established itself as an innovative defense against attackers, thanks to its proactive and reactive capabilities, finding applications in numerous real-life scenarios. Despite the considerable work devoted to CYDEC, the literature still presents significant gaps. In particular, there has not been (i) a comprehensive analysis of the main components characterizing CYDEC, (ii) a generic classification covering all types of solutions, nor (iii) a survey of the current state of the literature in various contexts. This article aims to fill these gaps through a detailed review of the main features that comprise CYDEC, developing a comprehensive classification taxonomy. In addition, the different frameworks used to generate CYDEC are reviewed, presenting a more comprehensive one. Existing solutions in the literature using CYDEC, both without Artificial Intelligence (AI) and with AI, are studied and compared. Finally, the most salient trends of the current state of the art are discussed, offering a list of pending challenges for future research.
Inverse Particle Filter
Singh, Himali, Chattopadhyay, Arpan, Mishra, Kumar Vijay
In cognitive systems, recent emphasis has been placed on studying the cognitive processes of the subject whose behavior was the primary focus of the system's cognitive response. This approach, known as inverse cognition, arises in counter-adversarial applications and has motivated the development of inverse Bayesian filters. In this context, a cognitive adversary, such as a radar, uses a forward Bayesian filter to track its target of interest. An inverse filter is then employed to infer the adversary's estimate of the target's or defender's state. Previous studies have addressed this inverse filtering problem by introducing methods like the inverse Kalman filter (I-KF), inverse extended KF (I-EKF), and inverse unscented KF (I-UKF). However, these filters typically assume additive Gaussian noise models and/or rely on local approximations of non-linear dynamics at the state estimates, limiting their practical application. In contrast, this paper adopts a global filtering approach and presents the development of an inverse particle filter (I-PF). The particle filter framework employs Monte Carlo (MC) methods to approximate arbitrary posterior distributions. Moreover, under mild system-level conditions, the proposed I-PF demonstrates convergence to the optimal inverse filter. Additionally, we propose the differentiable I-PF to address scenarios where system information is unknown to the defender. Using the recursive Cramer-Rao lower bound and non-credibility index (NCI), our numerical experiments for different systems demonstrate the estimation performance and time complexity of the proposed filter.
Autonomous Vehicle Decision-Making Framework for Considering Malicious Behavior at Unsignalized Intersections
Li, Qing, Hua, Jinxing, Sun, Qiuxia
In this paper, we propose a Q-learning based decision-making framework to improve the safety and efficiency of Autonomous Vehicles when they encounter other maliciously behaving vehicles while passing through unsignalized intersections. In Autonomous Vehicles, conventional reward signals are set as regular rewards regarding feedback factors such as safety and efficiency. In this paper, safety gains are modulated by variable weighting parameters to ensure that safety can be emphasized more in emergency situations. The framework proposed in this paper introduces first-order theory of mind inferences on top of conventional rewards, using first-order beliefs as additional reward signals. The decision framework enables Autonomous Vehicles to make informed decisions when encountering vehicles with potentially malicious behaviors at unsignalized intersections, thereby improving the overall safety and efficiency of Autonomous Vehicle transportation systems. In order to verify the performance of the decision framework, this paper uses Prescan/Simulink co-simulations for simulation, and the results show that the performance of the decision framework can meet the set requirements.
Markov Chain Variance Estimation: A Stochastic Approximation Approach
Agrawal, Shubhada, A., Prashanth L., Maguluri, Siva Theja
We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design the first recursive estimator that requires $O(1)$ computation at each step, does not require storing any historical samples or any prior knowledge of run-length, and has optimal $O(\frac{1}{n})$ rate of convergence for the mean-squared error (MSE) with provable finite sample guarantees. Here, $n$ refers to the total number of samples generated. The previously best-known rate of convergence in MSE was $O(\frac{\log n}{n})$, achieved by jackknifed estimators, which also do not enjoy these other desirable properties. Our estimator is based on linear stochastic approximation of an equivalent formulation of the asymptotic variance in terms of the solution of the Poisson equation. We generalize our estimator in several directions, including estimating the covariance matrix for vector-valued functions, estimating the stationary variance of a Markov chain, and approximately estimating the asymptotic variance in settings where the state space of the underlying Markov chain is large. We also show applications of our estimator in average reward reinforcement learning (RL), where we work with asymptotic variance as a risk measure to model safety-critical applications. We design a temporal-difference type algorithm tailored for policy evaluation in this context. We consider both the tabular and linear function approximation settings. Our work paves the way for developing actor-critic style algorithms for variance-constrained RL.
On Stateful Value Factorization in Multi-Agent Reinforcement Learning
Marchesini, Enrico, Baisero, Andrea, Bhati, Rupali, Amato, Christopher
Value factorization is a popular paradigm for designing scalable multi-agent reinforcement learning algorithms. However, current factorization methods make choices without full justification that may limit their performance. For example, the theory in prior work uses stateless (i.e., history) functions, while the practical implementations use state information -- making the motivating theory a mismatch for the implementation. Also, methods have built off of previous approaches, inheriting their architectures without exploring other, potentially better ones. To address these concerns, we formally analyze the theory of using the state instead of the history in current methods -- reconnecting theory and practice. We then introduce DuelMIX, a factorization algorithm that learns distinct per-agent utility estimators to improve performance and achieve full expressiveness. Experiments on StarCraft II micromanagement and Box Pushing tasks demonstrate the benefits of our intuitions.
Configuration Interaction Guided Sampling with Interpretable Restricted Boltzmann Machine
Hernandez-Martinez, Jorge I., Rodriguez-Hernandez, Gerardo, Mendez-Vazquez, Andres
We propose a data-driven approach using a Restricted Boltzmann Machine (RBM) to solve the Schr\"odinger equation in configuration space. Traditional Configuration Interaction (CI) methods, while powerful, are computationally expensive due to the large number of determinants required. Our approach leverages RBMs to efficiently identify and sample the most significant determinants, accelerating convergence and reducing computational cost. This method achieves up to 99.99\% of the correlation energy even by four orders of magnitude less determinants compared to full CI calculations and up to two orders of magnitude less than previous state of the art works. Additionally, our study demonstrate that the RBM can learn the underlying quantum properties, providing more detail insights than other methods . This innovative data-driven approach offers a promising tool for quantum chemistry, enhancing both efficiency and understanding of complex systems.
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design
Iqbal, Sahel, Abdulsamad, Hany, Pérez-Vieites, Sara, Särkkä, Simo, Corenflos, Adrien
This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum likelihood estimation in a non-Markovian state-space model, achieving (at most) $\mathcal{O}(T^2)$ computational complexity in the number of experiments. We provide theoretical convergence guarantees and introduce a backward sampling algorithm to reduce trajectory degeneracy. IO-NPF offers a practical, extensible, and provably consistent approach to sequential Bayesian experimental design, demonstrating improved efficiency over existing methods.
Cooperative Decision-Making for CAVs at Unsignalized Intersections: A MARL Approach with Attention and Hierarchical Game Priors
Liu, Jiaqi, Hang, Peng, Na, Xiaoxiang, Huang, Chao, Sun, Jian
The development of autonomous vehicles has shown great potential to enhance the efficiency and safety of transportation systems. However, the decision-making issue in complex human-machine mixed traffic scenarios, such as unsignalized intersections, remains a challenge for autonomous vehicles. While reinforcement learning (RL) has been used to solve complex decision-making problems, existing RL methods still have limitations in dealing with cooperative decision-making of multiple connected autonomous vehicles (CAVs), ensuring safety during exploration, and simulating realistic human driver behaviors. In this paper, a novel and efficient algorithm, Multi-Agent Game-prior Attention Deep Deterministic Policy Gradient (MA-GA-DDPG), is proposed to address these limitations. Our proposed algorithm formulates the decision-making problem of CAVs at unsignalized intersections as a decentralized multi-agent reinforcement learning problem and incorporates an attention mechanism to capture interaction dependencies between ego CAV and other agents. The attention weights between the ego vehicle and other agents are then used to screen interaction objects and obtain prior hierarchical game relations, based on which a safety inspector module is designed to improve the traffic safety. Furthermore, both simulation and hardware-in-the-loop experiments were conducted, demonstrating that our method outperforms other baseline approaches in terms of driving safety, efficiency, and comfort.