Markov Models
RELDEC: Reinforcement Learning-Based Decoding of Moderate Length LDPC Codes
Habib, Salman, Beemer, Allison, Kliewer, Joerg
In this work we propose RELDEC, a novel approach for sequential decoding of moderate length low-density parity-check (LDPC) codes. The main idea behind RELDEC is that an optimized decoding policy is subsequently obtained via reinforcement learning based on a Markov decision process (MDP). In contrast to our previous work, where an agent learns to schedule only a single check node (CN) within a group (cluster) of CNs per iteration, in this work we train the agent to schedule all CNs in a cluster, and all clusters in every iteration. That is, in each learning step of RELDEC an agent learns to schedule CN clusters sequentially depending on a reward associated with the outcome of scheduling a particular cluster. We also modify the state space representation of the MDP, enabling RELDEC to be suitable for larger block length LDPC codes than those studied in our previous work. Furthermore, to address decoding under varying channel conditions, we propose agile meta-RELDEC (AM-RELDEC) that employs meta-reinforcement learning. The proposed RELDEC scheme significantly outperforms standard flooding and random sequential decoding for a variety of LDPC codes, including codes designed for 5G new radio.
Spectral learning of Bernoulli linear dynamical systems models
Stone, Iris R., Sagiv, Yotam, Park, Il Memming, Pillow, Jonathan W.
Latent linear dynamical systems with Bernoulli observations provide a powerful modeling framework for identifying the temporal dynamics underlying binary time series data, which arise in a variety of contexts such as binary decision-making and discrete stochastic processes (e.g., binned neural spike trains). Here we develop a spectral learning method for fast, efficient fitting of probit-Bernoulli latent linear dynamical system (LDS) models. Our approach extends traditional subspace identification methods to the Bernoulli setting via a transformation of the first and second sample moments. This results in a robust, fixed-cost estimator that avoids the hazards of local optima and the long computation time of iterative fitting procedures like the expectation-maximization (EM) algorithm. In regimes where data is limited or assumptions about the statistical structure of the data are not met, we demonstrate that the spectral estimate provides a good initialization for Laplace-EM fitting. Finally, we show that the estimator provides substantial benefits to real world settings by analyzing data from mice performing a sensory decision-making task.
Improving Reliable Navigation under Uncertainty via Predictions Informed by Non-Local Information
Arnob, Raihan Islam, Stein, Gregory J.
We improve reliable, long-horizon, goal-directed navigation in partially-mapped environments by using non-locally available information to predict the goodness of temporally-extended actions that enter unseen space. Making predictions about where to navigate in general requires non-local information: any observations the robot has seen so far may provide information about the goodness of a particular direction of travel. Building on recent work in learning-augmented model-based planning under uncertainty, we present an approach that can both rely on non-local information to make predictions (via a graph neural network) and is reliable by design: it will always reach its goal, even when learning does not provide accurate predictions. We conduct experiments in three simulated environments in which non-local information is needed to perform well. In our large scale university building environment, generated from real-world floorplans to the scale, we demonstrate a 9.3\% reduction in cost-to-go compared to a non-learned baseline and a 14.9\% reduction compared to a learning-informed planner that can only use local information to inform its predictions.
Training Quantum Boltzmann Machines with Coresets
Viszlai, Joshua, Tomesh, Teague, Gokhale, Pranav, Anschuetz, Eric, Chong, Frederic T.
Recent work has proposed and explored using coreset techniques for quantum algorithms that operate on classical data sets to accelerate the applicability of these algorithms on near-term quantum devices. We apply these ideas to Quantum Boltzmann Machines (QBM) where gradient-based steps which require Gibbs state sampling are the main computational bottleneck during training. By using a coreset in place of the full data set, we try to minimize the number of steps needed and accelerate the overall training time. In a regime where computational time on quantum computers is a precious resource, we propose this might lead to substantial practical savings. We evaluate this approach on 6x6 binary images from an augmented bars and stripes data set using a QBM with 36 visible units and 8 hidden units. Using an Inception score inspired metric, we compare QBM training times with and without using coresets.
A Survey on Generative Modeling with Limited Data, Few Shots, and Zero Shot
Abdollahzadeh, Milad, Malekzadeh, Touba, Teo, Christopher T. H., Chandrasegaran, Keshigeyan, Liu, Guimeng, Cheung, Ngai-Man
In machine learning, generative modeling aims to learn to generate new data statistically similar to the training data distribution. In this paper, we survey learning generative models under limited data, few shots and zero shot, referred to as Generative Modeling under Data Constraint (GM-DC). This is an important topic when data acquisition is challenging, e.g. healthcare applications. We discuss background, challenges, and propose two taxonomies: one on GM-DC tasks and another on GM-DC approaches. Importantly, we study interactions between different GM-DC tasks and approaches. Furthermore, we highlight research gaps, research trends, and potential avenues for future exploration. Project website: https://gmdc-survey.github.io.
End-to-End Learning of Deep Visuomotor Policy for Needle Picking
Lin, Hongbin, Li, Bin, Chu, Xiangyu, Dou, Qi, Liu, Yunhui, Au, Kwok Wai Samuel
Needle picking is a challenging manipulation task in robot-assisted surgery due to the characteristics of small slender shapes of needles, needles' variations in shapes and sizes, and demands for millimeter-level control. Prior works, heavily relying on the prior of needles (e.g., geometric models), are hard to scale to unseen needles' variations. In this paper, we present the first end-to-end learning method to train deep visuomotor policy for needle picking. Concretely, we propose DreamerfD to maximally leverage demonstrations to improve the learning efficiency of a state-of-the-art model-based reinforcement learning method, DreamerV2; Since Variational Auto-Encoder (VAE) in DreamerV2 is difficult to scale to high-resolution images, we propose Dynamic Spotlight Adaptation to represent control-related visual signals in a low-resolution image space; Virtual Clutch is also proposed to reduce performance degradation due to significant error between prior and posterior encoded states at the beginning of a rollout. We conducted extensive experiments in simulation to evaluate the performance, robustness, in-domain variation adaptation, and effectiveness of individual components of our method. Our method, trained by 8k demonstration timesteps and 140k online policy timesteps, can achieve a remarkable success rate of 80%. Furthermore, our method effectively demonstrated its superiority in generalization to unseen in-domain variations including needle variations and image disturbance, highlighting its robustness and versatility. Codes and videos are available at https://sites.google.com/view/DreamerfD.
A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks
Zou, Jie, Lou, Jiashu, Wang, Baohua, Liu, Sixue
More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise ratios and unevenness, and thus suffer from performance shortcomings. In this paper, to capture the hidden information, we propose a DRL based stock trading system using cascaded LSTM, which first uses LSTM to extract the time-series features from stock daily data, and then the features extracted are fed to the agent for training, while the strategy functions in reinforcement learning also use another LSTM for training. Experiments in DJI in the US market and SSE50 in the Chinese stock market show that our model outperforms previous baseline models in terms of cumulative returns and Sharp ratio, and this advantage is more significant in the Chinese stock market, a merging market. It indicates that our proposed method is a promising way to build a automated stock trading system.
Survey of Human Models for Verification of Human-Machine Systems
Wang, Timothy E., Pinto, Alessandro
We survey the landscape of human operator modeling ranging from the early cognitive models developed in artificial intelligence to more recent formal task models developed for model-checking of human machine interactions. We review human performance modeling and human factors studies in the context of aviation, and models of how the pilot interacts with automation in the cockpit. The purpose of the survey is to assess the applicability of available state-of-the-art models of the human operators for the design, verification and validation of future safety-critical aviation systems that exhibit higher-level of autonomy, but still require human operators in the loop. These systems include the single-pilot aircraft and NextGen air traffic management. We discuss the gaps in existing models and propose future research to address them.
Solution Path of Time-varying Markov Random Fields with Discrete Regularization
We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability of discrete regularization, most approaches for solving this problem rely on the so-called maximum-likelihood estimation (MLE) with relaxed regularization, which neither results in ideal statistical properties nor scale to the dimensions encountered in realistic settings. In this paper, we address these challenges by departing from the MLE paradigm and resorting to a new class of constrained optimization problems with exact, discrete regularization to promote sparsity in the estimated parameters. Despite the nonconvex and discrete nature of our formulation, we show that it can be solved efficiently and parametrically for all sparsity levels. More specifically, we show that the entire solution path of the time-varying MRF for all sparsity levels can be obtained in $\mathcal{O}(pT^3)$, where $T$ is the number of time steps and $p$ is the number of unknown parameters at any given time. The efficient and parametric characterization of the solution path renders our approach highly suitable for cross-validation, where parameter estimation is required for varying regularization values. Despite its simplicity and efficiency, we show that our proposed approach achieves provably small estimation error for different classes of time-varying MRFs, namely Gaussian and discrete MRFs, with as few as one sample per time. Utilizing our algorithm, we can recover the complete solution path for instances of time-varying MRFs featuring over 30 million variables in less than 12 minutes on a standard laptop computer. Our code is available at \url{https://sites.google.com/usc.edu/gomez/data}.
Settling the Sample Complexity of Online Reinforcement Learning
Zhang, Zihan, Chen, Yuxin, Lee, Jason D., Du, Simon S.
A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a ``large-sample'' regime, imposing enormous burn-in cost in order for their algorithms to operate optimally. How to achieve minimax-optimal regret without incurring any burn-in cost has been an open problem in RL theory. We settle this problem for the context of finite-horizon inhomogeneous Markov decision processes. Specifically, we prove that a modified version of Monotonic Value Propagation (MVP), a model-based algorithm proposed by \cite{zhang2020reinforcement}, achieves a regret on the order of (modulo log factors) \begin{equation*} \min\big\{ \sqrt{SAH^3K}, \,HK \big\}, \end{equation*} where $S$ is the number of states, $A$ is the number of actions, $H$ is the planning horizon, and $K$ is the total number of episodes. This regret matches the minimax lower bound for the entire range of sample size $K\geq 1$, essentially eliminating any burn-in requirement. It also translates to a PAC sample complexity (i.e., the number of episodes needed to yield $\varepsilon$-accuracy) of $\frac{SAH^3}{\varepsilon^2}$ up to log factor, which is minimax-optimal for the full $\varepsilon$-range. Further, we extend our theory to unveil the influences of problem-dependent quantities like the optimal value/cost and certain variances. The key technical innovation lies in the development of a new regret decomposition strategy and a novel analysis paradigm to decouple complicated statistical dependency -- a long-standing challenge facing the analysis of online RL in the sample-hungry regime.