Markov Models
An Option-Dependent Analysis of Regret Minimization Algorithms in Finite-Horizon Semi-Markov Decision Processes
Drappo, Gianluca, Metelli, Alberto Maria, Restelli, Marcello
A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning (HRL) provides general solutions to address these problems thanks to a convenient multi-level decomposition of the tasks, making their solution accessible. Although often used in practice, few works provide theoretical guarantees to justify this outcome effectively. Thus, it is not yet clear when to prefer such approaches compared to standard flat ones. In this work, we provide an option-dependent upper bound to the regret suffered by regret minimization algorithms in finite-horizon problems. We illustrate that the performance improvement derives from the planning horizon reduction induced by the temporal abstraction enforced by the hierarchical structure. Then, focusing on a sub-setting of HRL approaches, the options framework, we highlight how the average duration of the available options affects the planning horizon and, consequently, the regret itself. Finally, we relax the assumption of having pre-trained options to show how in particular situations, learning hierarchically from scratch could be preferable to using a standard approach.
Towards Scalable Adaptive Learning with Graph Neural Networks and Reinforcement Learning
Vassoyan, Jean, Vie, Jill-Jรชnn, Lemberger, Pirmin
Adaptive learning is an area of educational technology that consists in delivering personalized learning experiences to address the unique needs of each learner. An important subfield of adaptive learning is learning path personalization: it aims at designing systems that recommend sequences of educational activities to maximize students' learning outcomes. Many machine learning approaches have already demonstrated significant results in a variety of contexts related to learning path personalization. However, most of them were designed for very specific settings and are not very reusable. This is accentuated by the fact that they often rely on non-scalable models, which are unable to integrate new elements after being trained on a specific set of educational resources. In this paper, we introduce a flexible and scalable approach towards the problem of learning path personalization, which we formalize as a reinforcement learning problem. Our model is a sequential recommender system based on a graph neural network, which we evaluate on a population of simulated learners. Our results demonstrate that it can learn to make good recommendations in the small-data regime.
Quran Recitation Recognition using End-to-End Deep Learning
Harere, Ahmad Al, Jallad, Khloud Al
The Quran is the holy scripture of Islam, and its recitation is an important aspect of the religion. Recognizing the recitation of the Holy Quran automatically is a challenging task due to its unique rules that are not applied in normal speaking speeches. A lot of research has been done in this domain, but previous works have detected recitation errors as a classification task or used traditional automatic speech recognition (ASR). In this paper, we proposed a novel end-to-end deep learning model for recognizing the recitation of the Holy Quran. The proposed model is a CNN-Bidirectional GRU encoder that uses CTC as an objective function, and a character-based decoder which is a beam search decoder. Moreover, all previous works were done on small private datasets consisting of short verses and a few chapters of the Holy Quran. As a result of using private datasets, no comparisons were done. To overcome this issue, we used a public dataset that has recently been published (Ar-DAD) and contains about 37 chapters that were recited by 30 reciters, with different recitation speeds and different types of pronunciation rules. The proposed model performance was evaluated using the most common evaluation metrics in speech recognition, word error rate (WER), and character error rate (CER). The results were 8.34% WER and 2.42% CER. We hope this research will be a baseline for comparisons with future research on this public new dataset (Ar-DAD).
Computationally Efficient and Statistically Optimal Robust Low-rank Matrix and Tensor Estimation
Shen, Yinan, Li, Jingyang, Cai, Jian-Feng, Xia, Dong
Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss functions are usually non-smooth. More recently, computationally fast non-convex approaches via sub-gradient descent are proposed, which, unfortunately, fail to deliver a statistically consistent estimator even under sub-Gaussian noise. In this paper, we introduce a novel Riemannian sub-gradient (RsGrad) algorithm which is not only computationally efficient with linear convergence but also is statistically optimal, be the noise Gaussian or heavy-tailed. Convergence theory is established for a general framework and specific applications to absolute loss, Huber loss, and quantile loss are investigated. Compared with existing non-convex methods, ours reveals a surprising phenomenon of dual-phase convergence. In phase one, RsGrad behaves as in a typical non-smooth optimization that requires gradually decaying stepsizes. However, phase one only delivers a statistically sub-optimal estimator which is already observed in the existing literature. Interestingly, during phase two, RsGrad converges linearly as if minimizing a smooth and strongly convex objective function and thus a constant stepsize suffices. Underlying the phase-two convergence is the smoothing effect of random noise to the non-smooth robust losses in an area close but not too close to the truth. Lastly, RsGrad is applicable for low-rank tensor estimation under heavy-tailed noise where a statistically optimal rate is attainable with the same phenomenon of dual-phase convergence, and a novel shrinkage-based second-order moment method is guaranteed to deliver a warm initialization. Numerical simulations confirm our theoretical discovery and showcase the superiority of RsGrad over prior methods.
Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression
Shen, Yinan, Li, Jingyang, Cai, Jian-Feng, Xia, Dong
High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since the robust loss functions are usually non-smooth. More recently, computationally fast non-convex approaches via sub-gradient descent are proposed, which, unfortunately, fail to deliver a statistically consistent estimator even under sub-Gaussian noise. In this paper, we introduce a projected sub-gradient descent algorithm for both the sparse linear regression and low-rank linear regression problems. The algorithm is not only computationally efficient with linear convergence but also statistically optimal, be the noise Gaussian or heavy-tailed with a finite 1 + epsilon moment. The convergence theory is established for a general framework and its specific applications to absolute loss, Huber loss and quantile loss are investigated. Compared with existing non-convex methods, ours reveals a surprising phenomenon of two-phase convergence. In phase one, the algorithm behaves as in typical non-smooth optimization that requires gradually decaying stepsizes. However, phase one only delivers a statistically sub-optimal estimator, which is already observed in the existing literature. Interestingly, during phase two, the algorithm converges linearly as if minimizing a smooth and strongly convex objective function, and thus a constant stepsize suffices. Underlying the phase-two convergence is the smoothing effect of random noise to the non-smooth robust losses in an area close but not too close to the truth. Numerical simulations confirm our theoretical discovery and showcase the superiority of our algorithm over prior methods.
Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling
We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the financial variables of a market are also coupled. We make the first attempt to integrate variational sequential neural learning with copula-based dependence modeling to characterize both temporal observable and latent variable-based dependence degrees and structures across non-normal multivariates. Our variational neural network WPVC-VLSTM models variational sequential dependence degrees and structures across multivariate time series by variational long short-term memory networks and regular vine copula. The regular vine copula models nonnormal and long-range distributional couplings across multiple dynamic variables. WPVC-VLSTM is verified in terms of both technical significance and portfolio forecasting performance. It outperforms benchmarks including linear models, stochastic volatility models, deep neural networks, and variational recurrent networks in cross-market portfolio forecasting.
Graph-Based Reductions for Parametric and Weighted MDPs
Engelen, Kasper, Pรฉrez, Guillermo A., Rao, Shrisha
We study the complexity of reductions for weighted reachability in parametric Markov decision processes. That is, we say a state p is never worse than q if for all valuations of the polynomial indeterminates it is the case that the maximal expected weight that can be reached from p is greater than the same value from q. In terms of computational complexity, we establish that determining whether p is never worse than q is coETR-complete. On the positive side, we give a polynomial-time algorithm to compute the equivalence classes of the order we study for Markov chains. Additionally, we describe and implement two inference rules to under-approximate the never-worse relation and empirically show that it can be used as an efficient preprocessing step for the analysis of large Markov decision processes.
Off-Policy Evaluation in Partially Observed Markov Decision Processes under Sequential Ignorability
We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator, partial history importance weighting, and show that it can consistently estimate the stationary mean rewards of a target policy given long enough draws from the behavior policy. We provide an upper bound on its error that decays polynomially in the number of observations (i.e., the number of trajectories times their length), with an exponent that depends on the overlap of the target and behavior policies, and on the mixing time of the underlying system. Furthermore, we show that this rate of convergence is minimax given only our assumptions on mixing and overlap. Our results establish that off-policy evaluation in POMDPs is strictly harder than off-policy evaluation in (fully observed) Markov decision processes, but strictly easier than model-free off-policy evaluation.
Communication-Robust Multi-Agent Learning by Adaptable Auxiliary Multi-Agent Adversary Generation
Yuan, Lei, Chen, Feng, Zhang, Zhongzhang, Yu, Yang
Communication can promote coordination in cooperative Multi-Agent Reinforcement Learning (MARL). Nowadays, existing works mainly focus on improving the communication efficiency of agents, neglecting that real-world communication is much more challenging as there may exist noise or potential attackers. Thus the robustness of the communication-based policies becomes an emergent and severe issue that needs more exploration. In this paper, we posit that the ego system trained with auxiliary adversaries may handle this limitation and propose an adaptable method of Multi-Agent Auxiliary Adversaries Generation for robust Communication, dubbed MA3C, to obtain a robust communication-based policy. In specific, we introduce a novel message-attacking approach that models the learning of the auxiliary attacker as a cooperative problem under a shared goal to minimize the coordination ability of the ego system, with which every information channel may suffer from distinct message attacks. Furthermore, as naive adversarial training may impede the generalization ability of the ego system, we design an attacker population generation approach based on evolutionary learning. Finally, the ego system is paired with an attacker population and then alternatively trained against the continuously evolving attackers to improve its robustness, meaning that both the ego system and the attackers are adaptable. Extensive experiments on multiple benchmarks indicate that our proposed MA3C provides comparable or better robustness and generalization ability than other baselines.
ARDIE: AR, Dialogue, and Eye Gaze Policies for Human-Robot Collaboration
Zou, Chelsea, Chandan, Kishan, Ding, Yan, Zhang, Shiqi
Human-robot collaboration (HRC) has become increasingly relevant in industrial, household, and commercial settings. However, the effectiveness of such collaborations is highly dependent on the human and robots' situational awareness of the environment. Improving this awareness includes not only aligning perceptions in a shared workspace, but also bidirectionally communicating intent and visualizing different states of the environment to enhance scene understanding. In this paper, we propose ARDIE (Augmented Reality with Dialogue and Eye Gaze), a novel intelligent agent that leverages multi-modal feedback cues to enhance HRC. Our system utilizes a decision theoretic framework to formulate a joint policy that incorporates interactive augmented reality (AR), natural language, and eye gaze to portray current and future states of the environment. Through object-specific AR renders, the human can visualize future object interactions to make adjustments as needed, ultimately providing an interactive and efficient collaboration between humans and robots.