We consider the problem of sampling from a discrete and structured distribution as a sequential decision problem, where the objective is to find a stochastic policy such that objects are sampled at the end of this sequential process proportionally to some predefined reward. While we could use maximum entropy Reinforcement Learning (MaxEnt RL) to solve this problem for some distributions, it has been shown that in general, the distribution over states induced by the optimal policy may be biased in cases where there are multiple ways to generate the same object. To address this issue, Generative Flow Networks (GFlowNets) learn a stochastic policy that samples objects proportionally to their reward by approximately enforcing a conservation of flows across the whole Markov Decision Process (MDP). In this paper, we extend recent methods correcting the reward in order to guarantee that the marginal distribution induced by the optimal MaxEnt RL policy is proportional to the original reward, regardless of the structure of the underlying MDP. We also prove that some flow-matching objectives found in the GFlowNet literature are in fact equivalent to well-established MaxEnt RL algorithms with a corrected reward. Finally, we study empirically the performance of multiple MaxEnt RL and GFlowNet algorithms on multiple problems involving sampling from discrete distributions.

Consider a predictor, a learner, whose input is a stream of discrete items. The predictor's task, at every time point, is probabilistic multiclass prediction, i.e., to predict which item may occur next by outputting zero or more candidate items, each with a probability, after which the actual item is revealed and the predictor learns from this observation. To output probabilities, the predictor keeps track of the proportions of the items it has seen. The predictor has constant (limited) space and we seek efficient prediction and update techniques: The stream is unbounded, the set of items is unknown to the predictor and their totality can also grow unbounded. Moreover, there is non-stationarity: the underlying frequencies of items may change, substantially, from time to time. For instance, new items may start appearing and a few currently frequent items may cease to occur again. The predictor, being space-bounded, need only provide probabilities for those items with (currently) sufficiently high frequency, i.e., the salient items. This problem is motivated in the setting of prediction games, a self-supervised learning regime where concepts serve as both the predictors and the predictands, and the set of concepts grows over time, resulting in non-stationarities as new concepts are generated and used. We develop moving average techniques designed to respond to such non-stationarities in a timely manner, and explore their properties. One is a simple technique based on queuing of count snapshots, and another is a combination of queuing together with an extended version of sparse EMA. The latter combination supports predictand-specific dynamic learning rates. We find that this flexibility allows for a more accurate and timely convergence.

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as the tabular setting or for linear dynamical systems with gaussian noise. In this work, we propose a new class of filters based on Gaussian PSD Models, which offer several advantages in terms of density approximation and computational efficiency. We show that filtering can be efficiently performed in closed form when transitions and observations are Gaussian PSD Models. When the transition and observations are approximated by Gaussian PSD Models, we show that our proposed estimator enjoys strong theoretical guarantees, with estimation error that depends on the quality of the approximation and is adaptive to the regularity of the transition probabilities. In particular, we identify regimes in which our proposed filter attains a TV $\epsilon$-error with memory and computational complexity of $O(\epsilon^{-1})$ and $O(\epsilon^{-3/2})$ respectively, including the offline learning step, in contrast to the $O(\epsilon^{-2})$ complexity of sampling methods such as particle filtering.

Policy Optimization (PO) algorithms are a class of methods in Reinforcement Learning(RL; Sutton and Barto, 2018; Mannor et al., 2022) where the agent's policy is iteratively updated according to the (possibly preconditioned) gradient of the value function w.r.t.

The tokamak offers a promising path to fusion energy, but plasma disruptions pose a major economic risk, motivating considerable advances in disruption avoidance. This work develops a reinforcement learning approach to this problem by training a policy to safely ramp-down the plasma current while avoiding limits on a number of quantities correlated with disruptions. The policy training environment is a hybrid physics and machine learning model trained on simulations of the SPARC primary reference discharge (PRD) ramp-down, an upcoming burning plasma scenario which we use as a testbed. To address physics uncertainty and model inaccuracies, the simulation environment is massively parallelized on GPU with randomized physics parameters during policy training. The trained policy is then successfully transferred to a higher fidelity simulator where it successfully ramps down the plasma while avoiding user-specified disruptive limits. We also address the crucial issue of safety criticality by demonstrating that a constraint-conditioned policy can be used as a trajectory design assistant to design a library of feed-forward trajectories to handle different physics conditions and user settings. As a library of trajectories is more interpretable and verifiable offline, we argue such an approach is a promising path for leveraging the capabilities of reinforcement learning in the safety-critical context of burning plasma tokamaks. Finally, we demonstrate how the training environment can be a useful platform for other feed-forward optimization approaches by using an evolutionary algorithm to perform optimization of feed-forward trajectories that are robust to physics uncertainty.

Deep reinforcement learning has demonstrated remarkable achievements across diverse domains such as video games, robotic control, autonomous driving, and drug discovery. Common methodologies in partially-observable domains largely lean on end-to-end learning from high-dimensional observations, such as images, without explicitly reasoning about true state. We suggest an alternative direction, introducing the Partially Supervised Reinforcement Learning (PSRL) framework. At the heart of PSRL is the fusion of both supervised and unsupervised learning. The approach leverages a state estimator to distill supervised semantic state information from high-dimensional observations which are often fully observable at training time. This yields more interpretable policies that compose state predictions with control. In parallel, it captures an unsupervised latent representation. These two-the semantic state and the latent state-are then fused and utilized as inputs to a policy network. This juxtaposition offers practitioners a flexible and dynamic spectrum: from emphasizing supervised state information to integrating richer, latent insights. Extensive experimental results indicate that by merging these dual representations, PSRL offers a potent balance, enhancing model interpretability while preserving, and often significantly outperforming, the performance benchmarks set by traditional methods in terms of reward and convergence speed.

This paper is intended to appear as a chapter for the Handbook of Markov Chain Monte Carlo. The goal of this chapter is to unify various problems at the intersection of Markov chain Monte Carlo (MCMC) and machine learning$\unicode{x2014}$which includes black-box variational inference, adaptive MCMC, normalizing flow construction and transport-assisted MCMC, surrogate-likelihood MCMC, coreset construction for MCMC with big data, Markov chain gradient descent, Markovian score climbing, and more$\unicode{x2014}$within one common framework. By doing so, the theory and methods developed for each may be translated and generalized.

Model-based planners for partially observable problems must accommodate both model uncertainty during planning and goal uncertainty during objective inference. However, model-based planners may be brittle under these types of uncertainty because they rely on an exact model and tend to commit to a single optimal behavior. Inspired by results in the model-free setting, we propose an entropy-regularized model-based planner for partially observable problems. Entropy regularization promotes policy robustness for planning and objective inference by encouraging policies to be no more committed to a single action than necessary. We evaluate the robustness and objective inference performance of entropy-regularized policies in three problem domains. Our results show that entropy-regularized policies outperform non-entropy-regularized baselines in terms of higher expected returns under modeling errors and higher accuracy during objective inference.

A novel online clustering algorithm is presented where an Evolving Restricted Boltzmann Machine (ERBM) is embedded with a Kohonen Network called ERBM-KNet. The proposed ERBM-KNet efficiently handles streaming data in a single-pass mode using the ERBM, employing a bias-variance strategy for neuron growing and pruning, as well as online clustering based on a cluster update strategy for cluster prediction and cluster center update using KNet. Initially, ERBM evolves its architecture while processing unlabeled image data, effectively disentangling the data distribution in the latent space. Subsequently, the KNet utilizes the feature extracted from ERBM to predict the number of clusters and updates the cluster centers. By overcoming the common challenges associated with clustering algorithms, such as prior initialization of the number of clusters and subpar clustering accuracy, the proposed ERBM-KNet offers significant improvements. Extensive experimental evaluations on four benchmarks and one industry dataset demonstrate the superiority of ERBM-KNet compared to state-of-the-art approaches.

In this paper, we propose a new deinterleaving method for mixtures of discrete renewal Markov chains. This method relies on the maximization of a penalized likelihood score. It exploits all available information about both the sequence of the different symbols and their arrival times. A theoretical analysis is carried out to prove that minimizing this score allows to recover the true partition of symbols in the large sample limit, under mild conditions on the component processes. This theoretical analysis is then validated by experiments on synthetic data. Finally, the method is applied to deinterleave pulse trains received from different emitters in a RESM (Radar Electronic Support Measurements) context and we show that the proposed method competes favorably with state-of-the-art methods on simulated warfare datasets.