In solving the non-myopic radar scheduling for multiple smart target tracking within an active and passive radar network, we need to consider both short-term enhanced tracking performance and a higher probability of target maneuvering in the future with active tracking. Acquiring the long-term tracking performance while scheduling the beam resources of active and passive radars poses a challenge. To address this challenge, we model this problem as a Markov decision process consisting of parallel restless bandit processes. Each bandit process is associated with a smart target, of which the estimation state evolves according to different discrete dynamic models for different actions - whether or not the target is being tracked. The discrete state is defined by the dynamic mode. The problem exhibits the curse of dimensionality, where optimal solutions are in general intractable. We resort to heuristics through the famous restless multi-armed bandit techniques. It follows with efficient scheduling policies based on the indices that are real numbers representing the marginal rewards of taking different actions. For the inevitable practical case with unknown transition matrices, we propose a new method that utilizes the forward Sarsa and backward Q-learning to approximate the indices through adapting the state-action value functions, or equivalently the Q-functions, and propose a new policy, namely ISQ, aiming to maximize the long-term tracking rewards. Numerical results demonstrate that the proposed ISQ policy outperforms conventional Q-learning-based methods and rapidly converges to the well-known Whittle index policy with revealed state transition models, which is considered the benchmark.

Time-series models typically assume untainted and legitimate streams of data. However, a self-interested adversary may have incentive to corrupt this data, thereby altering a decision maker's inference. Within the broader field of adversarial machine learning, this research provides a novel, probabilistic perspective toward the manipulation of hidden Markov model inferences via corrupted data. In particular, we provision a suite of corruption problems for filtering, smoothing, and decoding inferences leveraging an adversarial risk analysis approach. Multiple stochastic programming models are set forth that incorporate realistic uncertainties and varied attacker objectives. Three general solution methods are developed by alternatively viewing the problem from frequentist and Bayesian perspectives. The efficacy of each method is illustrated via extensive, empirical testing. The developed methods are characterized by their solution quality and computational effort, resulting in a stratification of techniques across varying problem-instance architectures. This research highlights the weaknesses of hidden Markov models under adversarial activity, thereby motivating the need for robustification techniques to ensure their security.

We study automated security response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed, non-stationary game. We relax the standard assumption that the game model is correctly specified and consider that each player has a probabilistic conjecture about the model, which may be misspecified in the sense that the true model has probability 0. This formulation allows us to capture uncertainty about the infrastructure and the intents of the players. To learn effective game strategies online, we design a novel method where a player iteratively adapts its conjecture using Bayesian learning and updates its strategy through rollout. We prove that the conjectures converge to best fits, and we provide a bound on the performance improvement that rollout enables with a conjectured model. To characterize the steady state of the game, we propose a variant of the Berk-Nash equilibrium. We present our method through an advanced persistent threat use case. Simulation studies based on testbed measurements show that our method produces effective security strategies that adapt to a changing environment. We also find that our method enables faster convergence than current reinforcement learning techniques.

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the average of the past prices offered by the seller. As opposed to the more commonly studied exponential smoothing mechanism, in our reference price mechanism the prices offered by seller have a longer term effect on the future customer expectations. We show that under this mechanism, a markdown policy is near-optimal irrespective of the parameters of the model. This matches the common intuition that a seller may be better off by starting with a higher price and then decreasing it, as the customers feel like they are getting bargains on items that are ordinarily more expensive. For linear demand models, we also provide a detailed characterization of the near-optimal markdown policy along with an efficient way of computing it. We then consider a more challenging dynamic pricing and learning problem, where the demand model parameters are apriori unknown, and the seller needs to learn them online from the customers' responses to the offered prices while simultaneously optimizing revenue. The objective is to minimize regret, i.e., the $T$-round revenue loss compared to a clairvoyant optimal policy. This task essentially amounts to learning a non-stationary optimal policy in a time-variant Markov Decision Process (MDP). For linear demand models, we provide an efficient learning algorithm with an optimal $\tilde{O}(\sqrt{T})$ regret upper bound.

We consider scenarios where a very accurate predictive model using restricted features is available at the time of training of a larger, full-featured, model. This restricted model may be thought of as "side-information", derived either from an auxiliary exhaustive dataset or on the same dataset, by forcing the restriction. How can the restricted model be useful to the full model? We propose an approach for transferring the knowledge of the restricted model to the full model, by aligning the full model's context-restricted performance with that of the restricted model's. We call this methodology Induced Model Matching (IMM) and first illustrate its general applicability by using logistic regression as a toy example. We then explore IMM's use in language modeling, the application that initially inspired it, and where it offers an explicit foundation in contrast to the implicit use of restricted models in techniques such as noising. We demonstrate the methodology on both LSTM and transformer full models, using $N$-grams as restricted models. To further illustrate the potential of the principle whenever it is much cheaper to collect restricted rather than full information, we conclude with a simple RL example where POMDP policies can improve learned MDP policies via IMM.

This study assesses deep learning models for audio classification in a clinical setting with the constraint of small datasets reflecting real-world prospective data collection. We analyze CNNs, including DenseNet and ConvNeXt, alongside transformer models like ViT, SWIN, and AST, and compare them against pre-trained audio models such as YAMNet and VGGish. Our method highlights the benefits of pre-training on large datasets before fine-tuning on specific clinical data. We prospectively collected two first-of-their-kind patient audio datasets from stroke patients. We investigated various preprocessing techniques, finding that RGB and grayscale spectrogram transformations affect model performance differently based on the priors they learn from pre-training. Our findings indicate CNNs can match or exceed transformer models in small dataset contexts, with DenseNet-Contrastive and AST models showing notable performance. This study highlights the significance of incremental marginal gains through model selection, pre-training, and preprocessing in sound classification; this offers valuable insights for clinical diagnostics that rely on audio classification.

Curriculum reinforcement learning (CRL) aims to speed up learning by gradually increasing the difficulty of a task, usually quantified by the achievable expected return. Inspired by the success of CRL in single-agent settings, a few works have attempted to apply CRL to multi-agent reinforcement learning (MARL) using the number of agents to control task difficulty. However, existing works typically use manually defined curricula such as a linear scheme. In this paper, we first apply state-of-the-art single-agent self-paced CRL to sparse reward MARL. Although with satisfying performance, we identify two potential flaws of the curriculum generated by existing reward-based CRL methods: (1) tasks with high returns may not provide informative learning signals and (2) the exacerbated credit assignment difficulty in tasks where more agents yield higher returns. Thereby, we further propose self-paced MARL (SPMARL) to prioritize tasks based on \textit{learning progress} instead of the episode return. Our method not only outperforms baselines in three challenging sparse-reward benchmarks but also converges faster than self-paced CRL.

Human genes are not continuous but rather consist of short cod(cid:173) ing regions (exons) interspersed with highly variable non-coding regions (introns). We apply HMMs to the problem of modeling ex(cid:173) ons, introns and detecting splice sites in the human genome. Our most interesting result so far is the detection of particular oscilla(cid:173) tory patterns, with a minimal period ofroughly 10 nucleotides, that seem to be characteristic of exon regions and may have significant biological implications.

We describe Maximum-Likelihood Continuity Mapping (MALCOM), an alternative to hidden Markov models (HMMs) for processing sequence data such as speech. While HMMs have a discrete "hidden" space con(cid:173) strained by a fixed finite-automaton architecture, MALCOM has a con(cid:173) tinuous hidden space-a continuity map-that is constrained only by a smoothness requirement on paths through the space. MALCOM fits into the same probabilistic framework for speech recognition as HMMs, but it represents a more realistic model of the speech production process. To evaluate the extent to which MALCOM captures speech production information, we generated continuous speech continuity maps for three speakers and used the paths through them to predict measured speech articulator data. The median correlation between the MALCOM paths obtained from only the speech acoustics and articulator measurements was 0.77 on an independent test set not used to train MALCOM or the predictor.

For an autonomous system to be helpful to humans and to pose no unwarranted risks, it needs to align its values with those of the humans in its environment in such a way that its actions contribute to the maximization of value for the humans. We propose a formal definition of the value alignment problem as cooperative inverse reinforcement learning (CIRL). A CIRL problem is a cooperative, partial-information game with two agents, human and robot; both are rewarded according to the human's reward function, but the robot does not initially know what this is. In contrast to classical IRL, where the human is assumed to act optimally in isolation, optimal CIRL solutions produce behaviors such as active teaching, active learning, and communicative actions that are more effective in achieving value alignment. We show that computing optimal joint policies in CIRL games can be reduced to solving a POMDP, prove that optimality in isolation is suboptimal in CIRL, and derive an approximate CIRL algorithm.