Markov Models
A Survey on Audio Diffusion Models: Text To Speech Synthesis and Enhancement in Generative AI
Zhang, Chenshuang, Zhang, Chaoning, Zheng, Sheng, Zhang, Mengchun, Qamar, Maryam, Bae, Sung-Ho, Kweon, In So
Generative AI has demonstrated impressive performance in various fields, among which speech synthesis is an interesting direction. With the diffusion model as the most popular generative model, numerous works have attempted two active tasks: text to speech and speech enhancement. This work conducts a survey on audio diffusion model, which is complementary to existing surveys that either lack the recent progress of diffusion-based speech synthesis or highlight an overall picture of applying diffusion model in multiple fields. Specifically, this work first briefly introduces the background of audio and diffusion model. As for the text-to-speech task, we divide the methods into three categories based on the stage where diffusion model is adopted: acoustic model, vocoder and end-to-end framework. Moreover, we categorize various speech enhancement tasks by either certain signals are removed or added into the input speech. Comparisons of experimental results and discussions are also covered in this survey.
Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning
Han, Weiguang, Huang, Jimin, Xie, Qianqian, Zhang, Boyi, Lai, Yanzhao, Peng, Min
Although pair trading is the simplest hedging strategy for an investor to eliminate market risk, it is still a great challenge for reinforcement learning (RL) methods to perform pair trading as human expertise. It requires RL methods to make thousands of correct actions that nevertheless have no obvious relations to the overall trading profit, and to reason over infinite states of the time-varying market most of which have never appeared in history. However, existing RL methods ignore the temporal connections between asset price movements and the risk of the performed trading. These lead to frequent tradings with high transaction costs and potential losses, which barely reach the human expertise level of trading. Therefore, we introduce CREDIT, a risk-aware agent capable of learning to exploit long-term trading opportunities in pair trading similar to a human expert. CREDIT is the first to apply bidirectional GRU along with the temporal attention mechanism to fully consider the temporal correlations embedded in the states, which allows CREDIT to capture long-term patterns of the price movements of two assets to earn higher profit. We also design the risk-aware reward inspired by the economic theory, that models both the profit and risk of the tradings during the trading period. It helps our agent to master pair trading with a robust trading preference that avoids risky trading with possible high returns and losses. Experiments show that it outperforms existing reinforcement learning methods in pair trading and achieves a significant profit over five years of U.S. stock data.
Connected and Automated Vehicles in Mixed-Traffic: Learning Human Driver Behavior for Effective On-Ramp Merging
Venkatesh, Nishanth, Le, Viet-Anh, Dave, Aditya, Malikopoulos, Andreas A.
Highway merging scenarios featuring mixed traffic conditions pose significant modeling and control challenges for connected and automated vehicles (CAVs) interacting with incoming on-ramp human-driven vehicles (HDVs). In this paper, we present an approach to learn an approximate information state model of CAV-HDV interactions for a CAV to maneuver safely during highway merging. In our approach, the CAV learns the behavior of an incoming HDV using approximate information states before generating a control strategy to facilitate merging. First, we validate the efficacy of this framework on real-world data by using it to predict the behavior of an HDV in mixed traffic situations extracted from the Next-Generation Simulation repository. Then, we generate simulation data for HDV-CAV interactions in a highway merging scenario using a standard inverse reinforcement learning approach. Without assuming a prior knowledge of the generating model, we show that our approximate information state model learns to predict the future trajectory of the HDV using only observations. Subsequently, we generate safe control policies for a CAV while merging with HDVs, demonstrating a spectrum of driving behaviors, from aggressive to conservative. We demonstrate the effectiveness of the proposed approach by performing numerical simulations.
Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processes
Alami, Reda, Mahfoud, Mohammed, Moulines, Eric
We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Markov decision process (MDP). We introduce a variant of the Restarted Bayesian Online Change-Point Detection algorithm (R-BOCPD) that operates on input streams originating from the more general multinomial distribution and provides near-optimal theoretical guarantees in terms of false-alarm rate and detection delay. Based on this, we propose an improved version of the UCRL2 algorithm for MDPs with state transition kernel sampled from a multinomial distribution, which we call R-BOCPD-UCRL2. We perform a finite-time performance analysis and show that R-BOCPD-UCRL2 enjoys a favorable regret bound of $O\left(D O \sqrt{A T K_T \log\left (\frac{T}{\delta} \right) + \frac{K_T \log \frac{K_T}{\delta}}{\min\limits_\ell \: \mathbf{KL}\left( {\mathbf{\theta}^{(\ell+1)}}\mid\mid{\mathbf{\theta}^{(\ell)}}\right)}}\right)$, where $D$ is the largest MDP diameter from the set of MDPs defining the piecewise stationary MDP setting, $O$ is the finite number of states (constant over all changes), $A$ is the finite number of actions (constant over all changes), $K_T$ is the number of change points up to horizon $T$, and $\mathbf{\theta}^{(\ell)}$ is the transition kernel during the interval $[c_\ell, c_{\ell+1})$, which we assume to be multinomially distributed over the set of states $\mathbb{O}$. Interestingly, the performance bound does not directly scale with the variation in MDP state transition distributions and rewards, ie. can also model abrupt changes. In practice, R-BOCPD-UCRL2 outperforms the state-of-the-art in a variety of scenarios in synthetic environments. We provide a detailed experimental setup along with a code repository (upon publication) that can be used to easily reproduce our experiments.
Function Approximation for Solving Stackelberg Equilibrium in Large Perfect Information Games
Ling, Chun Kai, Kolter, J. Zico, Fang, Fei
Function approximation (FA) has been a critical component in solving large zero-sum games. Yet, little attention has been given towards FA in solving \textit{general-sum} extensive-form games, despite them being widely regarded as being computationally more challenging than their fully competitive or cooperative counterparts. A key challenge is that for many equilibria in general-sum games, no simple analogue to the state value function used in Markov Decision Processes and zero-sum games exists. In this paper, we propose learning the \textit{Enforceable Payoff Frontier} (EPF) -- a generalization of the state value function for general-sum games. We approximate the optimal \textit{Stackelberg extensive-form correlated equilibrium} by representing EPFs with neural networks and training them by using appropriate backup operations and loss functions. This is the first method that applies FA to the Stackelberg setting, allowing us to scale to much larger games while still enjoying performance guarantees based on FA error. Additionally, our proposed method guarantees incentive compatibility and is easy to evaluate without having to depend on self-play or approximate best-response oracles.
Ideal Observer Computation by Use of Markov-Chain Monte Carlo with Generative Adversarial Networks
Zhou, Weimin, Villa, Umberto, Anastasio, Mark A.
Medical imaging systems are often evaluated and optimized via objective, or task-specific, measures of image quality (IQ) that quantify the performance of an observer on a specific clinically-relevant task. The performance of the Bayesian Ideal Observer (IO) sets an upper limit among all observers, numerical or human, and has been advocated for use as a figure-of-merit (FOM) for evaluating and optimizing medical imaging systems. However, the IO test statistic corresponds to the likelihood ratio that is intractable to compute in the majority of cases. A sampling-based method that employs Markov-Chain Monte Carlo (MCMC) techniques was previously proposed to estimate the IO performance. However, current applications of MCMC methods for IO approximation have been limited to a small number of situations where the considered distribution of to-be-imaged objects can be described by a relatively simple stochastic object model (SOM). As such, there remains an important need to extend the domain of applicability of MCMC methods to address a large variety of scenarios where IO-based assessments are needed but the associated SOMs have not been available. In this study, a novel MCMC method that employs a generative adversarial network (GAN)-based SOM, referred to as MCMC-GAN, is described and evaluated. The MCMC-GAN method was quantitatively validated by use of test-cases for which reference solutions were available. The results demonstrate that the MCMC-GAN method can extend the domain of applicability of MCMC methods for conducting IO analyses of medical imaging systems.
MAGNNETO: A Graph Neural Network-based Multi-Agent system for Traffic Engineering
Bernรกrdez, Guillermo, Suรกrez-Varela, Josรฉ, Lรณpez, Albert, Shi, Xiang, Xiao, Shihan, Cheng, Xiangle, Barlet-Ros, Pere, Cabellos-Aparicio, Albert
Current trends in networking propose the use of Machine Learning (ML) for a wide variety of network optimization tasks. As such, many efforts have been made to produce ML-based solutions for Traffic Engineering (TE), which is a fundamental problem in ISP networks. Nowadays, state-of-the-art TE optimizers rely on traditional optimization techniques, such as Local search, Constraint Programming, or Linear programming. In this paper, we present MAGNNETO, a distributed ML-based framework that leverages Multi-Agent Reinforcement Learning and Graph Neural Networks for distributed TE optimization. MAGNNETO deploys a set of agents across the network that learn and communicate in a distributed fashion via message exchanges between neighboring agents. Particularly, we apply this framework to optimize link weights in OSPF, with the goal of minimizing network congestion. In our evaluation, we compare MAGNNETO against several state-of-the-art TE optimizers in more than 75 topologies (up to 153 nodes and 354 links), including realistic traffic loads. Our experimental results show that, thanks to its distributed nature, MAGNNETO achieves comparable performance to state-of-the-art TE optimizers with significantly lower execution times. Moreover, our ML-based solution demonstrates a strong generalization capability to successfully operate in new networks unseen during training.
Reduce, Reuse, Recycle: Selective Reincarnation in Multi-Agent Reinforcement Learning
Formanek, Claude, Tilbury, Callum Rhys, Shock, Jonathan, Tessera, Kale-ab, Pretorius, Arnu
'Reincarnation' in reinforcement learning has been proposed as a formalisation of reusing prior computation from past experiments when training an agent in an environment. In this paper, we present a brief foray into the paradigm of reincarnation in the multi-agent (MA) context. We consider the case where only some agents are reincarnated, whereas the others are trained from scratch -- selective reincarnation. In the fully-cooperative MA setting with heterogeneous agents, we demonstrate that selective reincarnation can lead to higher returns than training fully from scratch, and faster convergence than training with full reincarnation. However, the choice of which agents to reincarnate in a heterogeneous system is vitally important to the outcome of the training -- in fact, a poor choice can lead to considerably worse results than the alternatives. We argue that a rich field of work exists here, and we hope that our effort catalyses further energy in bringing the topic of reincarnation to the multi-agent realm.
A hybrid quantum-classical approach for inference on restricted Boltzmann machines
Kฤlis, Mฤrtiลลก, Locฤns, Andris, ล ikovs, Rolands, Naseri, Hassan, Ambainis, Andris
Boltzmann machine is a powerful machine learning model with many real-world applications, for example by constructing deep belief networks. Statistical inference on a Boltzmann machine can be carried out by sampling from its posterior distribution. However, uniform sampling from such a model is not trivial due to an extremely multi-modal distribution. Quantum computers have the promise of solving some non-trivial problems in an efficient manner. We explored the application of a D-Wave quantum annealer to generate samples from a restricted Boltzmann machine. The samples are further improved by Markov chains in a hybrid quantum-classical setup. We demonstrated that quantum annealer samples can improve the performance of Gibbs sampling compared to random initialization. The hybrid setup is considerably more efficient than a pure classical sampling. We also investigated the impact of annealing parameters (temperature) to improve the quality of samples. By increasing the amount of classical processing (Gibbs updates) the benefit of quantum annealing vanishes, which may be justified by the limited performance of today's quantum computers compared to classical.
Decision Making for Autonomous Driving in Interactive Merge Scenarios via Learning-based Prediction
Arbabi, Salar, Tavernini, Davide, Fallah, Saber, Bowden, Richard
Autonomous agents that drive on roads shared with human drivers must reason about the nuanced interactions among traffic participants. This poses a highly challenging decision making problem since human behavior is influenced by a multitude of factors (e.g., human intentions and emotions) that are hard to model. This paper presents a decision making approach for autonomous driving, focusing on the complex task of merging into moving traffic where uncertainty emanates from the behavior of other drivers and imperfect sensor measurements. We frame the problem as a partially observable Markov decision process (POMDP) and solve it online with Monte Carlo tree search. The solution to the POMDP is a policy that performs high-level driving maneuvers, such as giving way to an approaching car, keeping a safe distance from the vehicle in front or merging into traffic. Our method leverages a model learned from data to predict the future states of traffic while explicitly accounting for interactions among the surrounding agents. From these predictions, the autonomous vehicle can anticipate the future consequences of its actions on the environment and optimize its trajectory accordingly. We thoroughly test our approach in simulation, showing that the autonomous vehicle can adapt its behavior to different situations. We also compare against other methods, demonstrating an improvement with respect to the considered performance metrics.