Markov Models
Probabilistic Numeric SMC Sampling for Bayesian Nonlinear System Identification in Continuous Time
Longbottom, Joe D., Champneys, Max D., Rogers, Timothy J.
In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate the quantification of uncertainty in the parameter identification process. A significant challenge in this context is the numerical integration of continuous-time ordinary differential equations (ODEs), crucial for aligning theoretical models with discretely sampled data. This integration introduces additional numerical uncertainty, a factor that is often over looked. To address this issue, the field of probabilistic numerics combines numerical methods, such as numerical integration, with probabilistic modeling to offer a more comprehensive analysis of total uncertainty. By retaining the accuracy of classical deterministic methods, these probabilistic approaches offer a deeper understanding of the uncertainty inherent in the inference process. This paper demonstrates the application of a probabilistic numerical method for solving ODEs in the joint parameter-state identification of nonlinear dynamic systems. The presented approach efficiently identifies latent states and system parameters from noisy measurements. Simultaneously incorporating probabilistic solutions to the ODE in the identification challenge. The methodology's primary advantage lies in its capability to produce posterior distributions over system parameters, thereby representing the inherent uncertainties in both the data and the identification process.
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Bou-Rabee, Nawaf, Carpenter, Bob, Marsden, Milo
We present a novel and flexible framework for localized tuning of Hamiltonian Monte Carlo samplers by sampling the algorithm's tuning parameters conditionally based on the position and momentum at each step. For adaptively sampling path lengths, we show that randomized Hamiltonian Monte Carlo, the No-U-Turn Sampler, and the Apogee-to-Apogee Path Sampler all fit within this unified framework as special cases. The framework is illustrated with a simple alternative to the No-U-Turn Sampler for locally adapting path lengths.
Generalizing Multi-Step Inverse Models for Representation Learning to Finite-Memory POMDPs
Wu, Lili, Evans, Ben, Islam, Riashat, Seraj, Raihan, Efroni, Yonathan, Lamb, Alex
Discovering an informative, or agent-centric, state representation that encodes only the relevant information while discarding the irrelevant is a key challenge towards scaling reinforcement learning algorithms and efficiently applying them to downstream tasks. Prior works studied this problem in high-dimensional Markovian environments, when the current observation may be a complex object but is sufficient to decode the informative state. In this work, we consider the problem of discovering the agent-centric state in the more challenging high-dimensional non-Markovian setting, when the state can be decoded from a sequence of past observations. We establish that generalized inverse models can be adapted for learning agent-centric state representation for this task. Our results include asymptotic theory in the deterministic dynamics setting as well as counter-examples for alternative intuitive algorithms. We complement these findings with a thorough empirical study on the agent-centric state discovery abilities of the different alternatives we put forward. Particularly notable is our analysis of past actions, where we show that these can be a double-edged sword: making the algorithms more successful when used correctly and causing dramatic failure when used incorrectly.
Beyond the Edge: An Advanced Exploration of Reinforcement Learning for Mobile Edge Computing, its Applications, and Future Research Trajectories
Yang, Ning, Chen, Shuo, Zhang, Haijun, Berry, Randall
Mobile Edge Computing (MEC) broadens the scope of computation and storage beyond the central network, incorporating edge nodes close to end devices. This expansion facilitates the implementation of large-scale "connected things" within edge networks. The advent of applications necessitating real-time, high-quality service presents several challenges, such as low latency, high data rate, reliability, efficiency, and security, all of which demand resolution. The incorporation of reinforcement learning (RL) methodologies within MEC networks promotes a deeper understanding of mobile user behaviors and network dynamics, thereby optimizing resource use in computing and communication processes. This paper offers an exhaustive survey of RL applications in MEC networks, initially presenting an overview of RL from its fundamental principles to the latest advanced frameworks. Furthermore, it outlines various RL strategies employed in offloading, caching, and communication within MEC networks. Finally, it explores open issues linked with software and hardware platforms, representation, RL robustness, safe RL, large-scale scheduling, generalization, security, and privacy. The paper proposes specific RL techniques to mitigate these issues and provides insights into their practical applications.
AgentsCoDriver: Large Language Model Empowered Collaborative Driving with Lifelong Learning
Hu, Senkang, Fang, Zhengru, Fang, Zihan, Deng, Yiqin, Chen, Xianhao, Fang, Yuguang
Connected and autonomous driving is developing rapidly in recent years. However, current autonomous driving systems, which are primarily based on data-driven approaches, exhibit deficiencies in interpretability, generalization, and continuing learning capabilities. In addition, the single-vehicle autonomous driving systems lack of the ability of collaboration and negotiation with other vehicles, which is crucial for the safety and efficiency of autonomous driving systems. In order to address these issues, we leverage large language models (LLMs) to develop a novel framework, AgentsCoDriver, to enable multiple vehicles to conduct collaborative driving. AgentsCoDriver consists of five modules: observation module, reasoning engine, cognitive memory module, reinforcement reflection module, and communication module. It can accumulate knowledge, lessons, and experiences over time by continuously interacting with the environment, thereby making itself capable of lifelong learning. In addition, by leveraging the communication module, different agents can exchange information and realize negotiation and collaboration in complex traffic environments. Extensive experiments are conducted and show the superiority of AgentsCoDriver.
Capturing Momentum: Tennis Match Analysis Using Machine Learning and Time Series Theory
Lei, Jingdi, Kang, Tianqi, Cao, Yuluan, Ren, Shiwei
This paper represents an analysis on the momentum of tennis match. And due to Generalization performance of it, it can be helpful in constructing a system to predict the result of sports game and analyze the performance of player based on the Technical statistics. We First use hidden markov models to predict the momentum which is defined as the performance of players. Then we use Xgboost to prove the significance of momentum. Finally we use LightGBM to evaluate the performance of our model and use SHAP feature importance ranking and weight analysis to find the key points that affect the performance of players.
Learning Symbolic Task Representation from a Human-Led Demonstration: A Memory to Store, Retrieve, Consolidate, and Forget Experiences
Buoncompagni, Luca, Mastrogiovanni, Fulvio
We present a symbolic learning framework inspired by cognitive-like memory functionalities (i.e., storing, retrieving, consolidating and forgetting) to generate task representations to support high-level task planning and knowledge bootstrapping. We address a scenario involving a non-expert human, who performs a single task demonstration, and a robot, which online learns structured knowledge to re-execute the task based on experiences, i.e., observations. We consider a one-shot learning process based on non-annotated data to store an intelligible representation of the task, which can be refined through interaction, e.g., via verbal or visual communication. Our general-purpose framework relies on fuzzy Description Logic, which has been used to extend the previously developed Scene Identification and Tagging algorithm. In this paper, we exploit such an algorithm to implement cognitive-like memory functionalities employing scores that rank memorised observations over time based on simple heuristics. Our main contribution is the formalisation of a framework that can be used to systematically investigate different heuristics for bootstrapping hierarchical knowledge representations based on robot observations. Through an illustrative assembly task scenario, the paper presents the performance of our framework to discuss its benefits and limitations.
Transformer Based Planning in the Observation Space with Applications to Trick Taking Card Games
Rebstock, Douglas, Solinas, Christopher, Sturtevant, Nathan R., Buro, Michael
Traditional search algorithms have issues when applied to games of imperfect information where the number of possible underlying states and trajectories are very large. This challenge is particularly evident in trick-taking card games. While state sampling techniques such as Perfect Information Monte Carlo (PIMC) search has shown success in these contexts, they still have major limitations. We present Generative Observation Monte Carlo Tree Search (GO-MCTS), which utilizes MCTS on observation sequences generated by a game specific model. This method performs the search within the observation space and advances the search using a model that depends solely on the agent's observations. Additionally, we demonstrate that transformers are well-suited as the generative model in this context, and we demonstrate a process for iteratively training the transformer via population-based self-play. The efficacy of GO-MCTS is demonstrated in various games of imperfect information, such as Hearts, Skat, and "The Crew: The Quest for Planet Nine," with promising results.
Reducing Redundant Computation in Multi-Agent Coordination through Locally Centralized Execution
Bai, Yidong, Sugawara, Toshiharu
In multi-agent reinforcement learning, decentralized execution is a common approach, yet it suffers from the redundant computation problem. This occurs when multiple agents redundantly perform the same or similar computation due to overlapping observations. To address this issue, this study introduces a novel method referred to as locally centralized team transformer (LCTT). LCTT establishes a locally centralized execution framework where selected agents serve as leaders, issuing instructions, while the rest agents, designated as workers, act as these instructions without activating their policy networks. For LCTT, we proposed the team-transformer (T-Trans) architecture that allows leaders to provide specific instructions to each worker, and the leadership shift mechanism that allows agents autonomously decide their roles as leaders or workers. Our experimental results demonstrate that the proposed method effectively reduces redundant computation, does not decrease reward levels, and leads to faster learning convergence.
Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximation
He, Jianliang, Zhong, Han, Yang, Zhuoran
We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which incorporates both model-based and value-based incarnations. In particular, LOOP features a novel construction of confidence sets and a low-switching policy updating scheme, which are tailored to the average-reward and function approximation setting. Moreover, for AMDPs, we propose a novel complexity measure -- average-reward generalized eluder coefficient (AGEC) -- which captures the challenge of exploration in AMDPs with general function approximation. Such a complexity measure encompasses almost all previously known tractable AMDP models, such as linear AMDPs and linear mixture AMDPs, and also includes newly identified cases such as kernel AMDPs and AMDPs with Bellman eluder dimensions. Using AGEC, we prove that LOOP achieves a sublinear $\tilde{\mathcal{O}}(\mathrm{poly}(d, \mathrm{sp}(V^*)) \sqrt{T\beta} )$ regret, where $d$ and $\beta$ correspond to AGEC and log-covering number of the hypothesis class respectively, $\mathrm{sp}(V^*)$ is the span of the optimal state bias function, $T$ denotes the number of steps, and $\tilde{\mathcal{O}} (\cdot) $ omits logarithmic factors. When specialized to concrete AMDP models, our regret bounds are comparable to those established by the existing algorithms designed specifically for these special cases. To the best of our knowledge, this paper presents the first comprehensive theoretical framework capable of handling nearly all AMDPs.