Markov Models
An investigation of belief-free DRL and MCTS for inspection and maintenance planning
Koutas, Daniel, Bismut, Elizabeth, Straub, Daniel
We propose a novel Deep Reinforcement Learning (DRL) architecture for sequential decision processes under uncertainty, as encountered in inspection and maintenance (I&M) planning. Unlike other DRL algorithms for (I&M) planning, the proposed +RQN architecture dispenses with computing the belief state and directly handles erroneous observations instead. We apply the algorithm to a basic I&M planning problem for a one-component system subject to deterioration. In addition, we investigate the performance of Monte Carlo tree search for the I&M problem and compare it to the +RQN. The comparison includes a statistical analysis of the two methods' resulting policies, as well as their visualization in the belief space.
Federated Q-Learning: Linear Regret Speedup with Low Communication Cost
Zheng, Zhong, Gao, Fengyu, Xue, Lingzhou, Yang, Jing
In this paper, we consider federated reinforcement learning for tabular episodic Markov Decision Processes (MDP) where, under the coordination of a central server, multiple agents collaboratively explore the environment and learn an optimal policy without sharing their raw data. While linear speedup in the number of agents has been achieved for some metrics, such as convergence rate and sample complexity, in similar settings, it is unclear whether it is possible to design a model-free algorithm to achieve linear regret speedup with low communication cost. We propose two federated Q-Learning algorithms termed as FedQ-Hoeffding and FedQ-Bernstein, respectively, and show that the corresponding total regrets achieve a linear speedup compared with their single-agent counterparts when the time horizon is sufficiently large, while the communication cost scales logarithmically in the total number of time steps $T$. Those results rely on an event-triggered synchronization mechanism between the agents and the server, a novel step size selection when the server aggregates the local estimates of the state-action values to form the global estimates, and a set of new concentration inequalities to bound the sum of non-martingale differences. This is the first work showing that linear regret speedup and logarithmic communication cost can be achieved by model-free algorithms in federated reinforcement learning.
Risk-Sensitive Stochastic Optimal Control as Rao-Blackwellized Markovian Score Climbing
Abdulsamad, Hany, Iqbal, Sahel, Corenflos, Adrien, Sรคrkkรค, Simo
Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the exploration-exploitation dilemma. Nonetheless, a majority of these techniques only invoke the inference-control duality to derive a modified risk objective that is then addressed within a reinforcement learning framework. This paper introduces a novel perspective by framing risk-sensitive stochastic control as Markovian score climbing under samples drawn from a conditional particle filter. Our approach, while purely inference-centric, provides asymptotically unbiased estimates for gradient-based policy optimization with optimal importance weighting and no explicit value function learning. To validate our methodology, we apply it to the task of learning neural non-Gaussian feedback policies, showcasing its efficacy on numerical benchmarks of stochastic dynamical systems.
Maximum entropy GFlowNets with soft Q-learning
Mohammadpour, Sobhan, Bengio, Emmanuel, Frejinger, Emma, Bacon, Pierre-Luc
Generative Flow Networks (GFNs) have emerged as a powerful tool for sampling discrete objects from unnormalized distributions, offering a scalable alternative to Markov Chain Monte Carlo (MCMC) methods. While GFNs draw inspiration from maximum entropy reinforcement learning (RL), the connection between the two has largely been unclear and seemingly applicable only in specific cases. This paper addresses the connection by constructing an appropriate reward function, thereby establishing an exact relationship between GFNs and maximum entropy RL. This construction allows us to introduce maximum entropy GFNs, which, in contrast to GFNs with uniform backward policy, achieve the maximum entropy attainable by GFNs without constraints on the state space.
RetailSynth: Synthetic Data Generation for Retail AI Systems Evaluation
Xia, Yu, Arian, Ali, Narayanamoorthy, Sriram, Mabry, Joshua
Significant research effort has been devoted in recent years to developing personalized pricing, promotions, and product recommendation algorithms that can leverage rich customer data to learn and earn. Systematic benchmarking and evaluation of these causal learning systems remains a critical challenge, due to the lack of suitable datasets and simulation environments. In this work, we propose a multi-stage model for simulating customer shopping behavior that captures important sources of heterogeneity, including price sensitivity and past experiences. We embedded this model into a working simulation environment -- RetailSynth. RetailSynth was carefully calibrated on publicly available grocery data to create realistic synthetic shopping transactions. Multiple pricing policies were implemented within the simulator and analyzed for impact on revenue, category penetration, and customer retention. Applied researchers can use RetailSynth to validate causal demand models for multi-category retail and to incorporate realistic price sensitivity into emerging benchmarking suites for personalized pricing, promotions, and product recommendations.
Solving Long-run Average Reward Robust MDPs via Stochastic Games
Chatterjee, Krishnendu, Goharshady, Ehsan Kafshdar, Karrabi, Mehrdad, Novotnรฝ, Petr, ลฝikeliฤ, ฤorฤe
Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, transition probabilities in MDPs are often estimated from data and MDPs do not take data uncertainty into account. Robust Markov decision processes (RMDPs) address this shortcoming of MDPs by assigning to each transition an uncertainty set rather than a single probability value. The goal of solving RMDPs is then to find a policy which maximizes the worst-case performance over the uncertainty sets. In this work, we consider polytopic RMDPs in which all uncertainty sets are polytopes and study the problem of solving long-run average reward polytopic RMDPs. Our focus is on computational complexity aspects and efficient algorithms. We present a novel perspective on this problem and show that it can be reduced to solving long-run average reward turn-based stochastic games with finite state and action spaces. This reduction allows us to derive several important consequences that were hitherto not known to hold for polytopic RMDPs. First, we derive new computational complexity bounds for solving long-run average reward polytopic RMDPs, showing for the first time that the threshold decision problem for them is in NP coNP and that they admit a randomized algorithm with sub-exponential expected runtime. Second, we present Robust Polytopic Policy Iteration (RPPI), a novel policy iteration algorithm for solving long-run average reward polytopic RMDPs. Our experimental evaluation shows that RPPI is much more efficient in solving long-run average reward polytopic RMDPs compared to state-of-the-art methods based on value iteration.
Structure-Aware Path Inference for Neural Finite State Transducers
Tan, Weiting, Lin, Chu-cheng, Eisner, Jason
Neural finite-state transducers (NFSTs) form an expressive family of neurosymbolic sequence transduction models. An NFST models each string pair as having been generated by a latent path in a finite-state transducer. As they are deep generative models, both training and inference of NFSTs require inference networks that approximate posterior distributions over such latent variables. In this paper, we focus on the resulting challenge of imputing the latent alignment path that explains a given pair of input and output strings (e.g., during training). We train three autoregressive approximate models for amortized inference of the path, which can then be used as proposal distributions for importance sampling. All three models perform lookahead. Our most sophisticated (and novel) model leverages the FST structure to consider the graph of future paths; unfortunately, we find that it loses out to the simpler approaches -- except on an artificial task that we concocted to confuse the simpler approaches.
Online Restless Multi-Armed Bandits with Long-Term Fairness Constraints
Wang, Shufan, Xiong, Guojun, Li, Jian
Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous activation constraint" that at most B arms can be activated at any decision epoch, where the state of each arm evolves stochastically according to a Markov decision process (MDP). However, this basic model fails to provide any fairness guarantee among arms. In this paper, we introduce RMAB-F, a new RMAB model with "long-term fairness constraints", where the objective now is to maximize the long term reward while a minimum long-term activation fraction for each arm must be satisfied. For the online RMAB-F setting (i.e., the underlying MDPs associated with each arm are unknown to the DM), we develop a novel reinforcement learning (RL) algorithm named Fair-UCRL. We prove that Fair-UCRL ensures probabilistic sublinear bounds on both the reward regret and the fairness violation regret. Compared with off-the-shelf RL methods, our Fair-UCRL is much more computationally efficient since it contains a novel exploitation that leverages a low-complexity index policy for making decisions. Experimental results further demonstrate the effectiveness of our Fair-UCRL.
Safe Multi-Agent Reinforcement Learning for Formation Control without Individual Reference Targets
Dawood, Murad, Pan, Sicong, Dengler, Nils, Zhou, Siqi, Schoellig, Angela P., Bennewitz, Maren
Abstract--In recent years, formation control of unmanned vehicles has received considerable interest, driven by the progress in autonomous systems and the imperative for multiple vehicles to carry out diverse missions. In this paper, we address the problem of behavior-based formation control of mobile robots, where we use safe multi-agent reinforcement learning (MARL) to ensure the safety of the robots by eliminating all collisions during training and execution. To ensure safety, we implemented distributed model predictive control safety filters to override unsafe actions. We focus on achieving behavior-based formation without having individual reference targets for the robots, and instead use targets for the centroid of the formation. This formulation facilitates the deployment of formation control on real robots and improves the scalability of our approach to Figure 1: Real-world example for behavior-based formation control of more robots. The task cannot be addressed through optimizationbased mobile robots based on centroid reference targets. The formation is controllers without specific individual reference targets for defined by the distances between the three robots. The robots start the robots and information about the relative locations of each from random locations and then navigate cooperatively to move the robot to the others. That is why, for our formulation we use target for the centroid of the formation while aiming to maintain the MARL to train the robots. Moreover, in order to account for the predefined distances with respect to each other. The centroid of the interactions between the agents, we use attention-based critics to formation reaches the first goal and is then moved to the second goal improve the training process.
D-STGCNT: A Dense Spatio-Temporal Graph Conv-GRU Network based on transformer for assessment of patient physical rehabilitation
This paper tackles the challenge of automatically assessing physical rehabilitation exercises for patients who perform the exercises without clinician supervision. The objective is to provide a quality score to ensure correct performance and achieve desired results. To achieve this goal, a new graph-based model, the Dense Spatio-Temporal Graph Conv-GRU Network with Transformer, is introduced. This model combines a modified version of STGCN and transformer architectures for efficient handling of spatio-temporal data. The key idea is to consider skeleton data respecting its non-linear structure as a graph and detecting joints playing the main role in each rehabilitation exercise. Dense connections and GRU mechanisms are used to rapidly process large 3D skeleton inputs and effectively model temporal dynamics. The transformer encoder's attention mechanism focuses on relevant parts of the input sequence, making it useful for evaluating rehabilitation exercises. The evaluation of our proposed approach on the KIMORE and UI-PRMD datasets highlighted its potential, surpassing state-of-the-art methods in terms of accuracy and computational time. This resulted in faster and more accurate learning and assessment of rehabilitation exercises. Additionally, our model provides valuable feedback through qualitative illustrations, effectively highlighting the significance of joints in specific exercises.