Markov Models
A Survey of Decision-Theoretic Approaches for Robotic Environmental Monitoring
Sung, Yoonchang, Chen, Zhiang, Das, Jnaneshwar, Tokekar, Pratap
Robotics has dramatically increased our ability to gather data about our environments, creating an opportunity for the robotics and algorithms communities to collaborate on novel solutions to environmental monitoring problems. To understand a taxonomy of problems and methods in this realm, we present the first comprehensive survey of decision-theoretic approaches that enable efficient sampling of various environmental processes. We investigate representations for different environments, followed by a discussion of using these presentations to solve tasks of interest, such as learning, localization, and monitoring. To efficiently implement the tasks, decision-theoretic optimization algorithms consider: (1) where to take measurements from, (2) which tasks to be assigned, (3) what samples to collect, (4) when to collect samples, (5) how to learn environment; and (6) who to communicate. Finally, we summarize our study and present the challenges and opportunities in robotic environmental monitoring.
Quantifying the value of information transfer in population-based SHM
Hughes, Aidan J., Poole, Jack, Dervilis, Nikolaos, Gardner, Paul, Worden, Keith
Population-based structural health monitoring (PBSHM), seeks to address some of the limitations associated with data scarcity that arise in traditional SHM. A tenet of the population-based approach to SHM is that information can be shared between sufficiently-similar structures in order to improve predictive models. Transfer learning techniques, such as domain adaptation, have been shown to be a highly-useful technology for sharing information between structures when developing statistical classifiers for PBSHM. Nonetheless, transfer-learning techniques are not without their pitfalls. In some circumstances, for example if the data distributions associated with the structures within a population are dissimilar, applying transfer-learning methods can be detrimental to classification performance -- this phenomenon is known as negative transfer. Given the potentially-severe consequences of negative transfer, it is prudent for engineers to ask the question `when, what, and how should one transfer between structures?'. The current paper aims to demonstrate a transfer-strategy decision process for a classification task for a population of simulated structures in the context of a representative SHM maintenance problem, supported by domain adaptation. The transfer decision framework is based upon the concept of expected value of information transfer. In order to compute the expected value of information transfer, predictions must be made regarding the classification (and decision performance) in the target domain following information transfer. In order to forecast the outcome of transfers, a probabilistic regression is used here to predict classification performance from a proxy for structural similarity based on the modal assurance criterion.
Imitation Learning based Alternative Multi-Agent Proximal Policy Optimization for Well-Formed Swarm-Oriented Pursuit Avoidance
Li, Sizhao, Xiang, Yuming, Li, Rongpeng, Zhao, Zhifeng, Zhang, Honggang
Multi-Robot System (MRS) has garnered widespread research interest and fostered tremendous interesting applications, especially in cooperative control fields. Yet little light has been shed on the compound ability of formation, monitoring and defence in decentralized large-scale MRS for pursuit avoidance, which puts stringent requirements on the capability of coordination and adaptability. In this paper, we put forward a decentralized Imitation learning based Alternative Multi-Agent Proximal Policy Optimization (IA-MAPPO) algorithm to provide a flexible and communication-economic solution to execute the pursuit avoidance task in well-formed swarm. In particular, a policy-distillation based MAPPO executor is firstly devised to capably accomplish and swiftly switch between multiple formations in a centralized manner. Furthermore, we utilize imitation learning to decentralize the formation controller, so as to reduce the communication overheads and enhance the scalability. Afterwards, alternative training is leveraged to compensate the performance loss incurred by decentralization. The simulation results validate the effectiveness of IA-MAPPO and extensive ablation experiments further show the performance comparable to a centralized solution with significant decrease in communication overheads.
Optimal data pooling for shared learning in maintenance operations
Drent, Collin, Drent, Melvin, van Houtum, Geert-Jan
We study optimal data pooling for shared learning in two common maintenance operations: condition-based maintenance and spare parts management. We consider a set of systems subject to Poisson input -- the degradation or demand process -- that are coupled through an a-priori unknown rate. Decision problems involving these systems are high-dimensional Markov decision processes (MDPs) and hence notoriously difficult to solve. We present a decomposition result that reduces such an MDP to two-dimensional MDPs, enabling structural analyses and computations. Leveraging this decomposition, we (i) demonstrate that pooling data can lead to significant cost reductions compared to not pooling, and (ii) show that the optimal policy for the condition-based maintenance problem is a control limit policy, while for the spare parts management problem, it is an order-up-to level policy, both dependent on the pooled data.
MARLlib: A Scalable and Efficient Multi-agent Reinforcement Learning Library
Hu, Siyi, Zhong, Yifan, Gao, Minquan, Wang, Weixun, Dong, Hao, Liang, Xiaodan, Li, Zhihui, Chang, Xiaojun, Yang, Yaodong
A significant challenge facing researchers in the area of multi-agent reinforcement learning (MARL) pertains to the identification of a library that can offer fast and compatible development for multi-agent tasks and algorithm combinations, while obviating the need to consider compatibility issues. In this paper, we present MARLlib, a library designed to address the aforementioned challenge by leveraging three key mechanisms: 1) a standardized multi-agent environment wrapper, 2) an agent-level algorithm implementation, and 3) a flexible policy mapping strategy. By utilizing these mechanisms, MARLlib can effectively disentangle the intertwined nature of the multi-agent task and the learning process of the algorithm, with the ability to automatically alter the training strategy based on the current task's attributes.
Low-Rank MDPs with Continuous Action Spaces
Bennett, Andrew, Kallus, Nathan, Oprescu, Miruna
Low-Rank Markov Decision Processes (MDPs) have recently emerged as a promising framework within the domain of reinforcement learning (RL), as they allow for provably approximately correct (PAC) learning guarantees while also incorporating ML algorithms for representation learning. However, current methods for low-rank MDPs are limited in that they only consider finite action spaces, and give vacuous bounds as $|\mathcal{A}| \to \infty$, which greatly limits their applicability. In this work, we study the problem of extending such methods to settings with continuous actions, and explore multiple concrete approaches for performing this extension. As a case study, we consider the seminal FLAMBE algorithm (Agarwal et al., 2020), which is a reward-agnostic method for PAC RL with low-rank MDPs. We show that, without any modifications to the algorithm, we obtain similar PAC bound when actions are allowed to be continuous. Specifically, when the model for transition functions satisfies a Holder smoothness condition w.r.t. actions, and either the policy class has a uniformly bounded minimum density or the reward function is also Holder smooth, we obtain a polynomial PAC bound that depends on the order of smoothness.
Learning Hard-Constrained Models with One Sample
Galanis, Andreas, Kalavasis, Alkis, Kandiros, Anthimos Vardis
We consider the problem of estimating the parameters of a Markov Random Field with hard-constraints using a single sample. As our main running examples, we use the $k$-SAT and the proper coloring models, as well as general $H$-coloring models; for all of these we obtain both positive and negative results. In contrast to the soft-constrained case, we show in particular that single-sample estimation is not always possible, and that the existence of an estimator is related to the existence of non-satisfiable instances. Our algorithms are based on the pseudo-likelihood estimator. We show variance bounds for this estimator using coupling techniques inspired, in the case of $k$-SAT, by Moitra's sampling algorithm (JACM, 2019); our positive results for colorings build on this new coupling approach. For $q$-colorings on graphs with maximum degree $d$, we give a linear-time estimator when $q>d+1$, whereas the problem is non-identifiable when $q\leq d+1$. For general $H$-colorings, we show that standard conditions that guarantee sampling, such as Dobrushin's condition, are insufficient for one-sample learning; on the positive side, we provide a general condition that is sufficient to guarantee linear-time learning and obtain applications for proper colorings and permissive models. For the $k$-SAT model on formulas with maximum degree $d$, we provide a linear-time estimator when $k\gtrsim 6.45\log d$, whereas the problem becomes non-identifiable when $k\lesssim \log d$.
Finding Counterfactually Optimal Action Sequences in Continuous State Spaces
Tsirtsis, Stratis, Gomez-Rodriguez, Manuel
Whenever a clinician reflects on the efficacy of a sequence of treatment decisions for a patient, they may try to identify critical time steps where, had they made different decisions, the patient's health would have improved. While recent methods at the intersection of causal inference and reinforcement learning promise to aid human experts, as the clinician above, to retrospectively analyze sequential decision making processes, they have focused on environments with finitely many discrete states. However, in many practical applications, the state of the environment is inherently continuous in nature. In this paper, we aim to fill this gap. We start by formally characterizing a sequence of discrete actions and continuous states using finite horizon Markov decision processes and a broad class of bijective structural causal models. Building upon this characterization, we formalize the problem of finding counterfactually optimal action sequences and show that, in general, we cannot expect to solve it in polynomial time. Then, we develop a search method based on the $A^*$ algorithm that, under a natural form of Lipschitz continuity of the environment's dynamics, is guaranteed to return the optimal solution to the problem. Experiments on real clinical data show that our method is very efficient in practice, and it has the potential to offer interesting insights for sequential decision making tasks.
Exact Bayesian Inference on Discrete Models via Probability Generating Functions: A Probabilistic Programming Approach
Zaiser, Fabian, Murawski, Andrzej S., Ong, Luke
We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors. To express such models, we introduce a probabilistic programming language that supports discrete and continuous sampling, discrete observations, affine functions, (stochastic) branching, and conditioning on discrete events. Our key tool is probability generating functions: they provide a compact closed-form representation of distributions that are definable by programs, thus enabling the exact computation of posterior probabilities, expectation, variance, and higher moments. Our inference method is provably correct and fully automated in a tool called Genfer, which uses automatic differentiation (specifically, Taylor polynomials), but does not require computer algebra. Our experiments show that Genfer is often faster than the existing exact inference tools PSI, Dice, and Prodigy. On a range of real-world inference problems that none of these exact tools can solve, Genfer's performance is competitive with approximate Monte Carlo methods, while avoiding approximation errors.
Offline Policy Evaluation and Optimization under Confounding
Kausik, Chinmaya, Lu, Yangyi, Tan, Kevin, Makar, Maggie, Wang, Yixin, Tewari, Ambuj
Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to poor decisions and poor policies, but also have disastrous effects in critical applications such as healthcare and education. We map out the landscape of offline policy evaluation for confounded MDPs, distinguishing assumptions on confounding based on whether they are memoryless and on their effect on the data-collection policies. We characterize settings where consistent value estimates are provably not achievable, and provide algorithms with guarantees to instead estimate lower bounds on the value. When consistent estimates are achievable, we provide algorithms for value estimation with sample complexity guarantees. We also present new algorithms for offline policy improvement and prove local convergence guarantees. Finally, we experimentally evaluate our algorithms on both a gridworld environment and a simulated healthcare setting of managing sepsis patients. In gridworld, our model-based method provides tighter lower bounds than existing methods, while in the sepsis simulator, our methods significantly outperform confounder-oblivious benchmarks.