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 Markov Models


Leveraging Digital Cousins for Ensemble Q-Learning in Large-Scale Wireless Networks

arXiv.org Artificial Intelligence

Optimizing large-scale wireless networks, including optimal resource management, power allocation, and throughput maximization, is inherently challenging due to their non-observable system dynamics and heterogeneous and complex nature. Herein, a novel ensemble Q-learning algorithm that addresses the performance and complexity challenges of the traditional Q-learning algorithm for optimizing wireless networks is presented. Ensemble learning with synthetic Markov Decision Processes is tailored to wireless networks via new models for approximating large state-space observable wireless networks. In particular, digital cousins are proposed as an extension of the traditional digital twin concept wherein multiple Q-learning algorithms on multiple synthetic Markovian environments are run in parallel and their outputs are fused into a single Q-function. Convergence analyses of key statistics and Q-functions and derivations of upper bounds on the estimation bias and variance are provided. Numerical results across a variety of real-world wireless networks show that the proposed algorithm can achieve up to 50% less average policy error with up to 40% less runtime complexity than the state-of-the-art reinforcement learning algorithms. It is also shown that theoretical results properly predict trends in the experimental results.


Off-Policy Evaluation in Markov Decision Processes under Weak Distributional Overlap

arXiv.org Machine Learning

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically efficient in large samples, and to allow for modular implementation where preliminary estimation tasks can be executed using standard reinforcement learning techniques. Existing results, however, make heavy use of a strong distributional overlap assumption whereby the stationary distributions of the target policy and the data-collection policy are within a bounded factor of each other -- and this assumption is typically only credible when the state space of the MDP is bounded. In this paper, we re-visit the task of off-policy evaluation in MDPs under a weaker notion of distributional overlap, and introduce a class of truncated doubly robust (TDR) estimators which we find to perform well in this setting. When the distribution ratio of the target and data-collection policies is square-integrable (but not necessarily bounded), our approach recovers the large-sample behavior previously established under strong distributional overlap. When this ratio is not square-integrable, TDR is still consistent but with a slower-than-$1/\sqrt{T}$; furthermore, this rate of convergence is minimax over a class of MDPs defined only using mixing conditions. We validate our approach numerically and find that, in our experiments, appropriate truncation plays a major role in enabling accurate off-policy evaluation when strong distributional overlap does not hold.


Nesting Particle Filters for Experimental Design in Dynamical Systems

arXiv.org Artificial Intelligence

In this paper, we propose a novel approach to Bayesian Experimental Design (BED) for non-exchangeable data that formulates it as risk-sensitive policy optimization. We develop the Inside-Out SMC^2 algorithm that uses a nested sequential Monte Carlo (SMC) estimator of the expected information gain and embeds it into a particle Markov chain Monte Carlo (pMCMC) framework to perform gradient-based policy optimization. This is in contrast to recent approaches that rely on biased estimators of the expected information gain (EIG) to amortize the cost of experiments by learning a design policy in advance. Numerical validation on a set of dynamical systems showcases the efficacy of our method in comparison to other state-of-the-art strategies.


Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes

arXiv.org Machine Learning

We propose methods to estimate the individual $\beta$-mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path $X_0,X_1, \dots,X_n$. Under standard smoothness conditions on the densities, namely, that the joint density of the pair $(X_0,X_m)$ for each $m$ lies in a Besov space $B^s_{1,\infty}(\mathbb R^2)$ for some known $s>0$, we obtain a rate of convergence of order $\mathcal{O}(\log(n) n^{-[s]/(2[s]+2)})$ for the expected error of our estimator in this case\footnote{We use $[s]$ to denote the integer part of the decomposition $s=[s]+\{s\}$ of $s \in (0,\infty)$ into an integer term and a {\em strictly positive} remainder term $\{s\} \in (0,1]$.}. We complement this result with a high-probability bound on the estimation error, and further obtain analogues of these bounds in the case where the state-space is finite. Naturally no density assumptions are required in this setting; the expected error rate is shown to be of order $\mathcal O(\log(n) n^{-1/2})$.


Diff-RNTraj: A Structure-aware Diffusion Model for Road Network-constrained Trajectory Generation

arXiv.org Artificial Intelligence

Trajectory data is essential for various applications as it records the movement of vehicles. However, publicly available trajectory datasets remain limited in scale due to privacy concerns, which hinders the development of trajectory data mining and trajectory-based applications. To address this issue, some methods for generating synthetic trajectories have been proposed to expand the scale of the dataset. However, all existing methods generate trajectories in the geographical coordinate system, which poses two limitations for their utilization in practical applications: 1) the inability to ensure that the generated trajectories are constrained on the road. 2) the lack of road-related information. In this paper, we propose a new problem to meet the practical application need, \emph{i.e.}, road network-constrained trajectory (RNTraj) generation, which can directly generate trajectories on the road network with road-related information. RNTraj is a hybrid type of data, in which each point is represented by a discrete road segment and a continuous moving rate. To generate RNTraj, we design a diffusion model called Diff-RNTraj. This model can effectively handle the hybrid RNTraj using a continuous diffusion framework by incorporating a pre-training strategy to embed hybrid RNTraj into continuous representations. During the sampling stage, a RNTraj decoder is designed to map the continuous representation generated by the diffusion model back to the hybrid RNTraj format. Furthermore, Diff-RNTraj introduces a novel loss function to enhance the spatial validity of the generated trajectories. Extensive experiments conducted on two real-world trajectory datasets demonstrate the effectiveness of the proposed model.


Modeling and predicting students' engagement behaviors using mixture Markov models

arXiv.org Artificial Intelligence

Students' engagements reflect their level of involvement in an ongoing learning process which can be estimated through their interactions with a computer-based learning or assessment system. A pre-requirement for stimulating student engagement lies in the capability to have an approximate representation model for comprehending students' varied (dis)engagement behaviors. In this paper, we utilized model-based clustering for this purpose which generates K mixture Markov models to group students' traces containing their (dis)engagement behavioral patterns. To prevent the Expectation-Maximization (EM) algorithm from getting stuck in a local maxima, we also introduced a K-means-based initialization method named as K-EM. We performed an experimental work on two real datasets using the three variants of the EM algorithm: the original EM, emEM, K-EM; and, non-mixture baseline models for both datasets. The proposed K-EM has shown very promising results and achieved significant performance difference in comparison with the other approaches particularly using the Dataset. Hence, we suggest to perform further experiments using large dataset(s) to validate our method. Additionally, visualization of the resultant clusters through first-order Markov chains reveals very useful insights about (dis)engagement behaviors depicted by the students. We conclude the paper with a discussion on the usefulness of our approach, limitations and potential extensions of this work.


Future Prediction Can be a Strong Evidence of Good History Representation in Partially Observable Environments

arXiv.org Artificial Intelligence

Learning a good history representation is one of the core challenges of reinforcement learning (RL) in partially observable environments. Recent works have shown the advantages of various auxiliary tasks for facilitating representation learning. However, the effectiveness of such auxiliary tasks has not been fully convincing, especially in partially observable environments that require long-term memorization and inference. In this empirical study, we investigate the effectiveness of future prediction for learning the representations of histories, possibly of extensive length, in partially observable environments. We first introduce an approach that decouples the task of learning history representations from policy optimization via future prediction. Then, our main contributions are two-fold: (a) we demonstrate that the performance of reinforcement learning is strongly correlated with the prediction accuracy of future observations in partially observable environments, and (b) our approach can significantly improve the overall end-to-end approach by preventing high-variance noisy signals from reinforcement learning objectives to influence the representation learning. We illustrate our claims on three types of benchmarks that necessitate the ability to process long histories for high returns.


Dynamic Q-planning for Online UAV Path Planning in Unknown and Complex Environments

arXiv.org Artificial Intelligence

Unmanned Aerial Vehicles need an online path planning capability to move in high-risk missions in unknown and complex environments to complete them safely. However, many algorithms reported in the literature may not return reliable trajectories to solve online problems in these scenarios. The Q-Learning algorithm, a Reinforcement Learning Technique, can generate trajectories in real-time and has demonstrated fast and reliable results. This technique, however, has the disadvantage of defining the iteration number. If this value is not well defined, it will take a long time or not return an optimal trajectory. Therefore, we propose a method to dynamically choose the number of iterations to obtain the best performance of Q-Learning. The proposed method is compared to the Q-Learning algorithm with a fixed number of iterations, A*, Rapid-Exploring Random Tree, and Particle Swarm Optimization. As a result, the proposed Q-learning algorithm demonstrates the efficacy and reliability of online path planning with a dynamic number of iterations to carry out online missions in unknown and complex environments.


NavFormer: A Transformer Architecture for Robot Target-Driven Navigation in Unknown and Dynamic Environments

arXiv.org Artificial Intelligence

In unknown cluttered and dynamic environments such as disaster scenes, mobile robots need to perform target-driven navigation in order to find people or objects of interest, while being solely guided by images of the targets. In this paper, we introduce NavFormer, a novel end-to-end transformer architecture developed for robot target-driven navigation in unknown and dynamic environments. NavFormer leverages the strengths of both 1) transformers for sequential data processing and 2) self-supervised learning (SSL) for visual representation to reason about spatial layouts and to perform collision-avoidance in dynamic settings. The architecture uniquely combines dual-visual encoders consisting of a static encoder for extracting invariant environment features for spatial reasoning, and a general encoder for dynamic obstacle avoidance. The primary robot navigation task is decomposed into two sub-tasks for training: single robot exploration and multi-robot collision avoidance. We perform cross-task training to enable the transfer of learned skills to the complex primary navigation task without the need for task-specific fine-tuning. Simulated experiments demonstrate that NavFormer can effectively navigate a mobile robot in diverse unknown environments, outperforming existing state-of-the-art methods in terms of success rate and success weighted by (normalized inverse) path length. Furthermore, a comprehensive ablation study is performed to evaluate the impact of the main design choices of the structure and training of NavFormer, further validating their effectiveness in the overall system.


Monitored Markov Decision Processes

arXiv.org Artificial Intelligence

In reinforcement learning (RL), an agent learns to perform a task by interacting with an environment and receiving feedback (a numerical reward) for its actions. However, the assumption that rewards are always observable is often not applicable in real-world problems. For example, the agent may need to ask a human to supervise its actions or activate a monitoring system to receive feedback. There may even be a period of time before rewards become observable, or a period of time after which rewards are no longer given. In other words, there are cases where the environment generates rewards in response to the agent's actions but the agent cannot observe them. In this paper, we formalize a novel but general RL framework - Monitored MDPs - where the agent cannot always observe rewards. We discuss the theoretical and practical consequences of this setting, show challenges raised even in toy environments, and propose algorithms to begin to tackle this novel setting. This paper introduces a powerful new formalism that encompasses both new and existing problems and lays the foundation for future research.