Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with uncertainties. An exemplar special case of SA pertains to the popular stochastic (sub)gradient algorithm which is the working horse behind many important applications. A lesser-known fact is that the SA scheme also extends to non-stochastic-gradient algorithms such as compressed stochastic gradient, stochastic expectation-maximization, and a number of reinforcement learning algorithms. The aim of this article is to overview and introduce the non-stochastic-gradient perspectives of SA to the signal processing and machine learning audiences through presenting a design guideline of SA algorithms backed by theories. Our central theme is to propose a general framework that unifies existing theories of SA, including its non-asymptotic and asymptotic convergence results, and demonstrate their applications on popular non-stochastic-gradient algorithms. We build our analysis framework based on classes of Lyapunov functions that satisfy a variety of mild conditions. We draw connections between non-stochastic-gradient algorithms and scenarios when the Lyapunov function is smooth, convex, or strongly convex. Using the said framework, we illustrate the convergence properties of the non-stochastic-gradient algorithms using concrete examples. Extensions to the emerging variance reduction techniques for improved sample complexity will also be discussed.

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack of availability of a suitable POMDP model or a simulator thereof. Available solution algorithms, such as Reinforcement Learning (RL), require the knowledge of the transition dynamics and the observation generating process, which are often unknown and non-trivial to infer. In this work, we propose a combined framework for inference and robust solution of POMDPs via deep RL. First, all transition and observation model parameters are jointly inferred via Markov Chain Monte Carlo sampling of a hidden Markov model, which is conditioned on actions, in order to recover full posterior distributions from the available data. The POMDP with uncertain parameters is then solved via deep RL techniques with the parameter distributions incorporated into the solution via domain randomization, in order to develop solutions that are robust to model uncertainty. As a further contribution, we compare the use of transformers and long short-term memory networks, which constitute model-free RL solutions, with a model-based/model-free hybrid approach. We apply these methods to the real-world problem of optimal maintenance planning for railway assets.

Deep learning (DL) methods have outperformed parametric models such as historical average, ARIMA and variants in predicting traffic variables into short and near-short future, that are critical for traffic management. Specifically, recurrent neural network (RNN) and its variants (e.g. long short-term memory) are designed to retain long-term temporal correlations and therefore are suitable for modeling sequences. However, multi-regime models assume the traffic system to evolve through multiple states (say, free-flow, congestion in traffic) with distinct characteristics, and hence, separate models are trained to characterize the traffic dynamics within each regime. For instance, Markov-switching models with a hidden Markov model (HMM) for regime identification is capable of capturing complex dynamic patterns and non-stationarity. Interestingly, both HMM and LSTM can be used for modeling an observation sequence from a set of latent or, hidden state variables. In LSTM, the latent variable is computed in a deterministic manner from the current observation and the previous latent variable, while, in HMM, the set of latent variables is a Markov chain. Inspired by research in natural language processing, a hybrid hidden Markov-LSTM model that is capable of learning complementary features in traffic data is proposed for traffic flow prediction. Results indicate significant performance gains in using hybrid architecture compared to conventional methods such as Markov switching ARIMA and LSTM.

On-orbit close proximity operations involve robotic spacecraft maneuvering and making decisions for a growing number of mission scenarios demanding autonomy, including on-orbit assembly, repair, and astronaut assistance. Of these scenarios, on-orbit assembly is an enabling technology that will allow large space structures to be built in-situ, using smaller building block modules. However, robotic on-orbit assembly involves a number of technical hurdles such as changing system models. For instance, grappled modules moved by a free-flying "assembler" robot can cause significant shifts in system inertial properties, which has cascading impacts on motion planning and control portions of the autonomy stack. Further, on-orbit assembly and other scenarios require collision-avoiding motion planning, particularly when operating in a "construction site" scenario of multiple assembler robots and structures. These complicating factors, relevant to many autonomous microgravity robotics use cases, are tackled in the ReSWARM flight experiments as a set of tests on the International Space Station using NASA's Astrobee robots. RElative Satellite sWarming and Robotic Maneuvering, or ReSWARM, demonstrates multiple key technologies for close proximity operations and on-orbit assembly: (1) global long-horizon planning, accomplished using offline and online sampling-based planner options that consider the system dynamics; (2) on-orbit reconfiguration model learning, using the recently-proposed RATTLE information-aware planning framework; and (3) robust control tools to provide low-level control robustness using current system knowledge. These approaches are detailed individually and in an "on-orbit assembly scenario" of multi-waypoint tracking on-orbit. Additionally, detail is provided discussing the practicalities of hardware implementation and unique aspects of working with Astrobee in microgravity.

Pre-trained language models (PLMs) have been the de facto paradigm for most natural language processing (NLP) tasks. This also benefits biomedical domain: researchers from informatics, medicine, and computer science (CS) communities propose various PLMs trained on biomedical datasets, e.g., biomedical text, electronic health records, protein, and DNA sequences for various biomedical tasks. However, the cross-discipline characteristics of biomedical PLMs hinder their spreading among communities; some existing works are isolated from each other without comprehensive comparison and discussions. It expects a survey that not only systematically reviews recent advances of biomedical PLMs and their applications but also standardizes terminology and benchmarks. In this paper, we summarize the recent progress of pre-trained language models in the biomedical domain and their applications in biomedical downstream tasks. Particularly, we discuss the motivations and propose a taxonomy of existing biomedical PLMs. Their applications in biomedical downstream tasks are exhaustively discussed. At last, we illustrate various limitations and future trends, which we hope can provide inspiration for the future research of the research community.

Reinforcement learning (RL) is the problem of an agent learning how to map states to actions in order to maximize the reward over time in an unknown environment. It has received significant attention in the past decades, and the key challenge is in balancing the trade-off between exploration and exploitation (Sutton and Barto 2018). The common model for RL is a Markov Decision Process (MDP), which provides a mathematical framework for modeling sequential decision making problems under uncertainty. Most of the current studies on RL focus on developing algorithms and analysis for discrete-time MDPs. In contrast, less attention has been paid to continuous-time MDPs. However, there are many real-world applications where one needs to consider continuous-time MDPs. Examples include control of queueing systems, control of infectious diseases, preventive maintenance and high frequency trading; see, e.g., Guo and Hernández-Lerma (2009), Piunovskiy and Zhang (2020), Chapter 11 of Puterman (2014) and the references therein. One may propose discretizing time upfront to turn a continuous-time MDP into a discrete-time one and then apply the existing results and algorithms. However, it is well known in the RL community that this approach is very sensitive to time discretization and may perform poorly with small time steps; see e.g.

We introduce a novel methodology for testing stochastic black-box systems, frequently encountered in embedded systems. Our approach enhances the established black-box checking (BBC) technique to address stochastic behavior. Traditional BBC primarily involves iteratively identifying an input that breaches the system's specifications by executing the following three phases: the learning phase to construct an automaton approximating the black box's behavior, the synthesis phase to identify a candidate counterexample from the learned automaton, and the validation phase to validate the obtained candidate counterexample and the learned automaton against the original black-box system. Our method, ProbBBC, refines the conventional BBC approach by (1) employing an active Markov Decision Process (MDP) learning method during the learning phase, (2) incorporating probabilistic model checking in the synthesis phase, and (3) applying statistical hypothesis testing in the validation phase. ProbBBC uniquely integrates these techniques rather than merely substituting each method in the traditional BBC; for instance, the statistical hypothesis testing and the MDP learning procedure exchange information regarding the black-box system's observation with one another. The experiment results suggest that ProbBBC outperforms an existing method, especially for systems with limited observation.

Obesity is a critical healthcare issue affecting the United States. The least risky treatments available for obesity are behavioral interventions meant to promote diet and exercise. Often these interventions contain a mobile component that allows interventionists to collect participants level data and provide participants with incentives and goals to promote long term behavioral change. Recently, there has been interest in using direct financial incentives to promote behavior change. However, adherence is challenging in these interventions, as each participant will react differently to different incentive structure and amounts, leading researchers to consider personalized interventions. The key challenge for personalization, is that the clinicians do not know a priori how best to administer incentives to participants, and given finite intervention budgets how to disburse costly resources efficiently. In this paper, we consider this challenge of designing personalized weight loss interventions that use direct financial incentives to motivate weight loss while remaining within a budget. We create a machine learning approach that is able to predict how individuals may react to different incentive schedules within the context of a behavioral intervention. We use this predictive model in an adaptive framework that over the course of the intervention computes what incentives to disburse to participants and remain within the study budget. We provide both theoretical guarantees for our modeling and optimization approaches as well as demonstrate their performance in a simulated weight loss study. Our results highlight the cost efficiency and effectiveness of our personalized intervention design for weight loss.

Even though the brain operates in pure darkness, within the skull, it can infer the most likely causes of its sensory input. An approach to modelling this inference is to assume that the brain has a generative model of the world, which it can invert to infer the hidden causes behind its sensory stimuli, that is, perception. This assumption raises key questions: how to formulate the problem of designing brain-inspired generative models, how to invert them for the tasks of inference and learning, what is the appropriate loss function to be optimised, and, most importantly, what are the different choices of mean field approximation (MFA) and their implications for variational inference (VI).

Training energy-based models (EBMs) on discrete spaces is challenging because sampling over such spaces can be difficult. We propose to train discrete EBMs with energy discrepancy (ED), a novel type of contrastive loss functional which only requires the evaluation of the energy function at data points and their perturbed counter parts, thus not relying on sampling strategies like Markov chain Monte Carlo (MCMC). Energy discrepancy offers theoretical guarantees for a broad class of perturbation processes of which we investigate three types: perturbations based on Bernoulli noise, based on deterministic transforms, and based on neighbourhood structures. We demonstrate their relative performance on lattice Ising models, binary synthetic data, and discrete image data sets.