Markov Models
Centralised rehearsal of decentralised cooperation: Multi-agent reinforcement learning for the scalable coordination of residential energy flexibility
Charbonnier, Flora, Peng, Bei, Morstyn, Thomas, McCulloch, Malcolm
This paper investigates how deep multi-agent reinforcement learning can enable the scalable and privacy-preserving coordination of residential energy flexibility. The coordination of distributed resources such as electric vehicles and heating will be critical to the successful integration of large shares of renewable energy in our electricity grid and, thus, to help mitigate climate change. The pre-learning of individual reinforcement learning policies can enable distributed control with no sharing of personal data required during execution. However, previous approaches for multi-agent reinforcement learning-based distributed energy resources coordination impose an ever greater training computational burden as the size of the system increases. We therefore adopt a deep multi-agent actor-critic method which uses a \emph{centralised but factored critic} to rehearse coordination ahead of execution. Results show that coordination is achieved at scale, with minimal information and communication infrastructure requirements, no interference with daily activities, and privacy protection. Significant savings are obtained for energy users, the distribution network and greenhouse gas emissions. Moreover, training times are nearly 40 times shorter than with a previous state-of-the-art reinforcement learning approach without the factored critic for 30 homes.
Bridging the Gap Between Multi-Step and One-Shot Trajectory Prediction via Self-Supervision
Janjoลก, Faris, Keller, Max, Dolgov, Maxim, Zรถllner, J. Marius
Accurate vehicle trajectory prediction is an unsolved problem in autonomous driving with various open research questions. State-of-the-art approaches regress trajectories either in a one-shot or step-wise manner. Although one-shot approaches are usually preferred for their simplicity, they relinquish powerful self-supervision schemes that can be constructed by chaining multiple time-steps. We address this issue by proposing a middle-ground where multiple trajectory segments are chained together. Our proposed Multi-Branch Self-Supervised Predictor receives additional training on new predictions starting at intermediate future segments. In addition, the model 'imagines' the latent context and 'predicts the past' while combining multi-modal trajectories in a tree-like manner. We deliberately keep aspects such as interaction and environment modeling simplistic and nevertheless achieve competitive results on the INTERACTION dataset. Furthermore, we investigate the sparsely explored uncertainty estimation of deterministic predictors. We find positive correlations between the prediction error and two proposed metrics, which might pave way for determining prediction confidence.
Of Mice and Mates: Automated Classification and Modelling of Mouse Behaviour in Groups using a Single Model across Cages
Camilleri, Michael P. J., Bains, Rasneer S., Williams, Christopher K. I.
Behavioural experiments often happen in specialised arenas, but this may confound the analysis. To address this issue, we provide tools to study mice in the homecage environment, equipping biologists with the possibility to capture the temporal aspect of the individual's behaviour and model the interaction and interdependence between cage-mates with minimal human intervention. We develop the Activity Labelling Module (ALM) to automatically classify mouse behaviour from video, and a novel Group Behaviour Model (GBM) for summarising their joint behaviour across cages, using a permutation matrix to match the mouse identities in each cage to the model. We also release two datasets, ABODe for training behaviour classifiers and IMADGE for modelling behaviour.
Learning Similarity among Users for Personalized Session-Based Recommendation from hierarchical structure of User-Session-Item
Cha, Jisoo, Jeong, Haemin, Kim, Wooju
The task of the session-based recommendation is to predict the next interaction of the user based on the anonymized user's behavior pattern. And personalized version of this system is a promising research field due to its availability to deal with user information. However, there's a problem that the user's preferences and historical sessions were not considered in the typical session-based recommendation since it concentrates only on user-item interaction. In addition, the existing personalized session-based recommendation model has a limited capability in that it only considers the preference of the current user without considering those of similar users. It means there can be the loss of information included within the hierarchical data structure of the user-session-item. To tackle with this problem, we propose USP-SBR(abbr. of User Similarity Powered - Session Based Recommender). To model global historical sessions of users, we propose UserGraph that has two types of nodes - ItemNode and UserNode. We then connect the nodes with three types of edges. The first type of edges connects ItemNode as chronological order, and the second connects ItemNode to UserNode, and the last connects UserNode to ItemNode. With these user embeddings, we propose additional contrastive loss, that makes users with similar intention be close to each other in the vector space. we apply graph neural network on these UserGraph and update nodes. Experimental results on two real-world datasets demonstrate that our method outperforms some state-of-the-art approaches.
Differentially Private Episodic Reinforcement Learning with Heavy-tailed Rewards
Wu, Yulian, Zhou, Xingyu, Chowdhury, Sayak Ray, Wang, Di
In this paper, we study the problem of (finite horizon tabular) Markov decision processes (MDPs) with heavy-tailed rewards under the constraint of differential privacy (DP). Compared with the previous studies for private reinforcement learning that typically assume rewards are sampled from some bounded or sub-Gaussian distributions to ensure DP, we consider the setting where reward distributions have only finite $(1+v)$-th moments with some $v \in (0,1]$. By resorting to robust mean estimators for rewards, we first propose two frameworks for heavy-tailed MDPs, i.e., one is for value iteration and another is for policy optimization. Under each framework, we consider both joint differential privacy (JDP) and local differential privacy (LDP) models. Based on our frameworks, we provide regret upper bounds for both JDP and LDP cases and show that the moment of distribution and privacy budget both have significant impacts on regrets. Finally, we establish a lower bound of regret minimization for heavy-tailed MDPs in JDP model by reducing it to the instance-independent lower bound of heavy-tailed multi-armed bandits in DP model. We also show the lower bound for the problem in LDP by adopting some private minimax methods. Our results reveal that there are fundamental differences between the problem of private RL with sub-Gaussian and that with heavy-tailed rewards.
Exploratory Hidden Markov Factor Models for Longitudinal Mobile Health Data: Application to Adverse Posttraumatic Neuropsychiatric Sequelae
Ge, Lin, An, Xinming, Zeng, Donglin, McLean, Samuel, Kessler, Ronald, Song, Rui
Adverse posttraumatic neuropsychiatric sequelae (APNS) are common among veterans and millions of Americans after traumatic exposures, resulting in substantial burdens for trauma survivors and society. Despite numerous studies conducted on APNS over the past decades, there has been limited progress in understanding the underlying neurobiological mechanisms due to several unique challenges. One of these challenges is the reliance on subjective self-report measures to assess APNS, which can easily result in measurement errors and biases (e.g., recall bias). To mitigate this issue, in this paper, we investigate the potential of leveraging the objective longitudinal mobile device data to identify homogeneous APNS states and study the dynamic transitions and potential risk factors of APNS after trauma exposure. To handle specific challenges posed by longitudinal mobile device data, we developed exploratory hidden Markov factor models and designed a Stabilized Expectation-Maximization algorithm for parameter estimation. Simulation studies were conducted to evaluate the performance of parameter estimation and model selection. Finally, to demonstrate the practical utility of the method, we applied it to mobile device data collected from the Advancing Understanding of RecOvery afteR traumA (AURORA) study.
Bayesian Learning of Optimal Policies in Markov Decision Processes with Countably Infinite State-Space
Adler, Saghar, Subramanian, Vijay
Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies mainly focus on finite state settings, and do not directly apply to these models. To overcome this lacuna, in this work we study the problem of optimal control of a family of discrete-time countable state-space Markov Decision Processes (MDPs) governed by an unknown parameter $\theta\in\Theta$, and defined on a countably-infinite state space $\mathcal X=\mathbb{Z}_+^d$, with finite action space $\mathcal A$, and an unbounded cost function. We take a Bayesian perspective with the random unknown parameter $\boldsymbol{\theta}^*$ generated via a given fixed prior distribution on $\Theta$. To optimally control the unknown MDP, we propose an algorithm based on Thompson sampling with dynamically-sized episodes: at the beginning of each episode, the posterior distribution formed via Bayes' rule is used to produce a parameter estimate, which then decides the policy applied during the episode. To ensure the stability of the Markov chain obtained by following the policy chosen for each parameter, we impose ergodicity assumptions. From this condition and using the solution of the average cost Bellman equation, we establish an $\tilde O(\sqrt{|\mathcal A|T})$ upper bound on the Bayesian regret of our algorithm, where $T$ is the time-horizon. Finally, to elucidate the applicability of our algorithm, we consider two different queuing models with unknown dynamics, and show that our algorithm can be applied to develop approximately optimal control algorithms.
Detecting individual-level infections using sparse group-testing through graph-coupled hidden Markov models
Gholamalian, Zahra, Maleki, Zeinab, Hashemi, MasoudReza, Ramazi, Pouria
Identifying the infection status of each individual during infectious diseases informs public health management. However, performing frequent individual-level tests may not be feasible. Instead, sparse and sometimes group-level tests are performed. Determining the infection status of individuals using sparse group-level tests remains an open problem. We have tackled this problem by extending graph-coupled hidden Markov models with individuals infection statuses as the hidden states and the group test results as the observations. We fitted the model to simulation datasets using the Gibbs sampling method. The model performed about 0.55 AUC for low testing frequencies and increased to 0.80 AUC in the case where the groups were tested every day. The model was separately tested on a daily basis case to predict the statuses over time and after 15 days of the beginning of the spread, which resulted in 0.98 AUC at day 16 and remained above 0.80 AUC until day 128. Therefore, although dealing with sparse tests remains unsolved, the results open the possibility of using initial group screenings during pandemics to accurately estimate individuals infection statuses.
A Unified Framework for Factorizing Distributional Value Functions for Multi-Agent Reinforcement Learning
Sun, Wei-Fang, Lee, Cheng-Kuang, See, Simon, Lee, Chun-Yi
In fully cooperative multi-agent reinforcement learning (MARL) settings, environments are highly stochastic due to the partial observability of each agent and the continuously changing policies of other agents. To address the above issues, we proposed a unified framework, called DFAC, for integrating distributional RL with value function factorization methods. This framework generalizes expected value function factorization methods to enable the factorization of return distributions. To validate DFAC, we first demonstrate its ability to factorize the value functions of a simple matrix game with stochastic rewards. Then, we perform experiments on all Super Hard maps of the StarCraft Multi-Agent Challenge and six self-designed Ultra Hard maps, showing that DFAC is able to outperform a number of baselines.
Bad Habits: Policy Confounding and Out-of-Trajectory Generalization in RL
Suau, Miguel, Spaan, Matthijs T. J., Oliehoek, Frans A.
Reinforcement learning agents may sometimes develop habits that are effective only when specific policies are followed. After an initial exploration phase in which agents try out different actions, they eventually converge toward a particular policy. When this occurs, the distribution of state-action trajectories becomes narrower, and agents start experiencing the same transitions again and again. At this point, spurious correlations may arise. Agents may then pick up on these correlations and learn state representations that do not generalize beyond the agent's trajectory distribution. In this paper, we provide a mathematical characterization of this phenomenon, which we refer to as policy confounding, and show, through a series of examples, when and how it occurs in practice.