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.

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.

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.

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 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.

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.

Active inference is a theory of perception, learning and decision making, which can be applied to neuroscience, robotics, and machine learning. Recently, reasearch has been taking place to scale up this framework using Monte-Carlo tree search and deep learning. The goal of this activity is to solve more complicated tasks using deep active inference. First, we review the existing literature, then, we progresively build a deep active inference agent. For two agents, we have experimented with five definitions of the expected free energy and three different action selection strategies. According to our experiments, the models able to solve the dSprites environment are the ones that maximise rewards. Finally, we compare the similarity of the representation learned by the layers of various agents using centered kernel alignment. Importantly, the agent maximising reward and the agent minimising expected free energy learn very similar representations except for the last layer of the critic network (reflecting the difference in learning objective), and the variance layers of the transition and encoder networks. We found that the reward maximising agent is a lot more certain than the agent minimising expected free energy. This is because the agent minimising expected free energy always picks the action down, and does not gather enough data for the other actions. In contrast, the agent maximising reward, keeps on selecting the actions left and right, enabling it to successfully solve the task. The only difference between those two agents is the epistemic value, which aims to make the outputs of the transition and encoder networks as close as possible. Thus, the agent minimising expected free energy picks a single action (down), and becomes an expert at predicting the future when selecting this action. This makes the KL divergence between the output of the transition and encoder networks small.

Many multi-agent scenarios require message sharing among agents to promote coordination, hastening the robustness of multi-agent communication when policies are deployed in a message perturbation environment. Major relevant works tackle this issue under specific assumptions, like a limited number of message channels would sustain perturbations, limiting the efficiency in complex scenarios. In this paper, we take a further step addressing this issue by learning a robust multi-agent communication policy via multi-view message certification, dubbed CroMAC. Agents trained under CroMAC can obtain guaranteed lower bounds on state-action values to identify and choose the optimal action under a worst-case deviation when the received messages are perturbed. Concretely, we first model multi-agent communication as a multi-view problem, where every message stands for a view of the state. Then we extract a certificated joint message representation by a multi-view variational autoencoder (MVAE) that uses a product-of-experts inference network. For the optimization phase, we do perturbations in the latent space of the state for a certificate guarantee. Then the learned joint message representation is used to approximate the certificated state representation during training. Extensive experiments in several cooperative multi-agent benchmarks validate the effectiveness of the proposed CroMAC.

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the uncertainty that events necessary for learning are only partially observable, called as Partially Observable Markov Decision Process (POMDP). However, the real-world environment also gives many events irrelevant to reward delivery and an optimal behavioral strategy. The conventional methods in POMDP, which attempt to infer transition rules among the entire observations, including irrelevant states, are ineffective in such an environment. Supposing Redundantly Observable Markov Decision Process (ROMDP), here we propose a method for goal-oriented reinforcement learning to efficiently learn state transition rules among reward-related "core states'' from redundant observations. Starting with a small number of initial core states, our model gradually adds new core states to the transition diagram until it achieves an optimal behavioral strategy consistent with the Bellman equation. We demonstrate that the resultant inference model outperforms the conventional method for POMDP. We emphasize that our model only containing the core states has high explainability. Furthermore, the proposed method suits online learning as it suppresses memory consumption and improves learning speed.

Machine generated text is increasingly difficult to distinguish from human authored text. Powerful open-source models are freely available, and user-friendly tools that democratize access to generative models are proliferating. ChatGPT, which was released shortly after the first edition of this survey, epitomizes these trends. The great potential of state-of-the-art natural language generation (NLG) systems is tempered by the multitude of avenues for abuse. Detection of machine generated text is a key countermeasure for reducing abuse of NLG models, with significant technical challenges and numerous open problems. We provide a survey that includes both 1) an extensive analysis of threat models posed by contemporary NLG systems, and 2) the most complete review of machine generated text detection methods to date. This survey places machine generated text within its cybersecurity and social context, and provides strong guidance for future work addressing the most critical threat models, and ensuring detection systems themselves demonstrate trustworthiness through fairness, robustness, and accountability.