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 Markov Models


A Tale of Sampling and Estimation in Discounted Reinforcement Learning

arXiv.org Artificial Intelligence

The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient in policy optimization. In practice, these estimates are produced through a finite-horizon episodic sampling, which neglects the mixing properties of the Markov process. It is mostly unclear how this mismatch between the practical and the ideal setting affects the estimation, and the literature lacks a formal study on the pitfalls of episodic sampling, and how to do it optimally. In this paper, we present a minimax lower bound on the discounted mean estimation problem that explicitly connects the estimation error with the mixing properties of the Markov process and the discount factor. Then, we provide a statistical analysis on a set of notable estimators and the corresponding sampling procedures, which includes the finite-horizon estimators often used in practice. Crucially, we show that estimating the mean by directly sampling from the discounted kernel of the Markov process brings compelling statistical properties w.r.t. the alternative estimators, as it matches the lower bound without requiring a careful tuning of the episode horizon.


Learning Near-Optimal Intrusion Responses Against Dynamic Attackers

arXiv.org Artificial Intelligence

We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic modeling enables us to find defender strategies that are effective against a dynamic attacker, i.e. an attacker that adapts its strategy in response to the defender strategy. Further, the optimal stopping formulation allows us to prove that optimal strategies have threshold properties. To obtain near-optimal defender strategies, we develop Threshold Fictitious Self-Play (T-FP), a fictitious self-play algorithm that learns Nash equilibria through stochastic approximation. We show that T-FP outperforms a state-of-the-art algorithm for our use case. The experimental part of this investigation includes two systems: a simulation system where defender strategies are incrementally learned and an emulation system where statistics are collected that drive simulation runs and where learned strategies are evaluated. We argue that this approach can produce effective defender strategies for a practical IT infrastructure.


Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning

arXiv.org Artificial Intelligence

This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the art. More precisely, consider a finite-horizon non-stationary Markov decision process with $S$ states, $A$ actions, and horizon length $H$, and suppose that there are no more than a polynomial number of given reward functions of interest. By collecting an order of \begin{align*} \frac{SAH^3}{\varepsilon^2} \text{ sample episodes (up to log factor)} \end{align*} without guidance of the reward information, our algorithm is able to find $\varepsilon$-optimal policies for all these reward functions, provided that $\varepsilon$ is sufficiently small. This forms the first reward-agnostic exploration scheme in this context that achieves provable minimax optimality. Furthermore, once the sample size exceeds $\frac{S^2AH^3}{\varepsilon^2}$ episodes (up to log factor), our algorithm is able to yield $\varepsilon$ accuracy for arbitrarily many reward functions (even when they are adversarially designed), a task commonly dubbed as ``reward-free exploration.'' The novelty of our algorithm design draws on insights from offline RL: the exploration scheme attempts to maximize a critical reward-agnostic quantity that dictates the performance of offline RL, while the policy learning paradigm leverages ideas from sample-optimal offline RL paradigms.


Symmetry and Complexity in Object-Centric Deep Active Inference Models

arXiv.org Artificial Intelligence

Humans perceive and interact with hundreds of objects every day. In doing so, they need to employ mental models of these objects and often exploit symmetries in the object's shape and appearance in order to learn generalizable and transferable skills. Active inference is a first principles approach to understanding and modeling sentient agents. It states that agents entertain a generative model of their environment, and learn and act by minimizing an upper bound on their surprisal, i.e. their Free Energy. The Free Energy decomposes into an accuracy and complexity term, meaning that agents favor the least complex model, that can accurately explain their sensory observations. In this paper, we investigate how inherent symmetries of particular objects also emerge as symmetries in the latent state space of the generative model learnt under deep active inference. In particular, we focus on object-centric representations, which are trained from pixels to predict novel object views as the agent moves its viewpoint. First, we investigate the relation between model complexity and symmetry exploitation in the state space. Second, we do a principal component analysis to demonstrate how the model encodes the principal axis of symmetry of the object in the latent space. Finally, we also demonstrate how more symmetrical representations can be exploited for better generalization in the context of manipulation.


Cooperative guidance of multiple missiles: a hybrid co-evolutionary approach

arXiv.org Artificial Intelligence

Cooperative guidance of multiple missiles is a challenging task with rigorous constraints of time and space consensus, especially when attacking dynamic targets. In this paper, the cooperative guidance task is described as a distributed multi-objective cooperative optimization problem. To address the issues of non-stationarity and continuous control faced by cooperative guidance, the natural evolutionary strategy (NES) is improved along with an elitist adaptive learning technique to develop a novel natural co-evolutionary strategy (NCES). The gradients of original evolutionary strategy are rescaled to reduce the estimation bias caused by the interaction between the multiple missiles. Then, a hybrid co-evolutionary cooperative guidance law (HCCGL) is proposed by integrating the highly scalable co-evolutionary mechanism and the traditional guidance strategy. Finally, three simulations under different conditions demonstrate the effectiveness and superiority of this guidance law in solving cooperative guidance tasks with high accuracy. The proposed co-evolutionary approach has great prospects not only in cooperative guidance, but also in other application scenarios of multi-objective optimization, dynamic optimization and distributed control.


Online Recognition of Incomplete Gesture Data to Interface Collaborative Robots

arXiv.org Artificial Intelligence

Online recognition of gestures is critical for intuitive human-robot interaction (HRI) and further push collaborative robotics into the market, making robots accessible to more people. The problem is that it is difficult to achieve accurate gesture recognition in real unstructured environments, often using distorted and incomplete multisensory data. This paper introduces an HRI framework to classify large vocabularies of interwoven static gestures (SGs) and dynamic gestures (DGs) captured with wearable sensors. DG features are obtained by applying data dimensionality reduction to raw data from sensors (resampling with cubic interpolation and principal component analysis). Experimental tests were conducted using the UC2017 hand gesture dataset with samples from eight different subjects. The classification models show an accuracy of 95.6% for a library of 24 SGs with a random forest and 99.3% for 10 DGs using artificial neural networks. These results compare equally or favorably with different commonly used classifiers. Long short-term memory deep networks achieved similar performance in online frame-by-frame classification using raw incomplete data, performing better in terms of accuracy than static models with specially crafted features, but worse in training and inference time. The recognized gestures are used to teleoperate a robot in a collaborative process that consists in preparing a breakfast meal.


Bayesian Inference for Jump-Diffusion Approximations of Biochemical Reaction Networks

arXiv.org Machine Learning

Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates and abundances of species. The so-called jump-diffusion approximation is a valuable tool in the modeling of such systems. The approximation is constructed by partitioning the reaction network into a fast and slow subgroup of fast and slow reactions, respectively. This enables the modeling of the dynamics using a Langevin equation for the fast group, while a Markov jump process model is kept for the dynamics of the slow group. Most often biochemical processes are poorly characterized in terms of parameters and population states. As a result of this, methods for estimating hidden quantities are of significant interest. In this paper, we develop a tractable Bayesian inference algorithm based on Markov chain Monte Carlo. The presented blocked Gibbs particle smoothing algorithm utilizes a sequential Monte Carlo method to estimate the latent states and performs distinct Gibbs steps for the parameters of a biochemical reaction network, by exploiting a jump-diffusion approximation model. The presented blocked Gibbs sampler is based on the two distinct steps of state inference and parameter inference. We estimate states via a continuous-time forward-filtering backward-smoothing procedure in the state inference step. By utilizing bootstrap particle filtering within a backward-smoothing procedure, we sample a smoothing trajectory. For estimating the hidden parameters, we utilize a separate Markov chain Monte Carlo sampler within the Gibbs sampler that uses the path-wise continuous-time representation of the reaction counters. Finally, the algorithm is numerically evaluated for a partially observed multi-scale birth-death process example.


Innovations in Neural Data-to-text Generation: A Survey

arXiv.org Artificial Intelligence

The neural boom that has sparked natural language processing (NLP) research through the last decade has similarly led to significant innovations in data-to-text generation (DTG). This survey offers a consolidated view into the neural DTG paradigm with a structured examination of the approaches, benchmark datasets, and evaluation protocols. This survey draws boundaries separating DTG from the rest of the natural language generation (NLG) landscape, encompassing an up-to-date synthesis of the literature, and highlighting the stages of technological adoption from within and outside the greater NLG umbrella. With this holistic view, we highlight promising avenues for DTG research that not only focus on the design of linguistically capable systems but also systems that exhibit fairness and accountability.


Recent Advances in Modeling and Control of Epidemics using a Mean Field Approach

arXiv.org Artificial Intelligence

Modeling and control of epidemics such as the novel Corona virus have assumed paramount importance at a global level. A natural and powerful dynamical modeling framework to use in this context is a continuous time Markov decision process (CTMDP) that encompasses classical compartmental paradigms such as the Susceptible-Infected-Recovered (SIR) model. The challenges with CTMDP based models motivate the need for a more efficient approach and the mean field approach offers an effective alternative. The mean field approach computes the collective behavior of a dynamical system comprising numerous interacting nodes (where nodes represent individuals in the population). This paper (a) presents an overview of the mean field approach to epidemic modeling and control and (b) provides a state-of-the-art update on recent advances on this topic. Our discussion in this paper proceeds along two specific threads. The first thread assumes that the individual nodes faithfully follow a socially optimal control policy prescribed by a regulatory authority. The second thread allows the individual nodes to exhibit independent, strategic behavior. In this case, the strategic interaction is modeled as a mean field game and the control is based on the associated mean field Nash equilibria. In this paper, we start with a discussion of modeling of epidemics using an extended compartmental model - SIVR and provide an illustrative example. We next provide a review of relevant literature, using a mean field approach, on optimal control of epidemics, dealing with how a regulatory authority may optimally contain epidemic spread in a population. Following this, we provide an update on the literature on the use of the mean field game based approach in the study of epidemic spread and control. We conclude the paper with relevant future research directions.


Bi-level Latent Variable Model for Sample-Efficient Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

Despite their potential in real-world applications, multi-agent reinforcement learning (MARL) algorithms often suffer from high sample complexity. To address this issue, we present a novel model-based MARL algorithm, BiLL (Bi-Level Latent Variable Model-based Learning), that learns a bi-level latent variable model from high-dimensional inputs. At the top level, the model learns latent representations of the global state, which encode global information relevant to behavior learning. At the bottom level, it learns latent representations for each agent, given the global latent representations from the top level. The model generates latent trajectories to use for policy learning. We evaluate our algorithm on complex multi-agent tasks in the challenging SMAC and Flatland environments. Our algorithm outperforms state-of-the-art model-free and model-based baselines in sample efficiency, including on two extremely challenging Super Hard SMAC maps.