The automation of factories and manufacturing processes has been accelerating over the past few years, boosted by the Industry 4.0 paradigm, including diverse scenarios with mobile, flexible agents. Efficient coordination between mobile robots requires reliable wireless transmission in highly dynamic environments, often with strict timing requirements. Goal-oriented communication is a possible solution for this problem: communication decisions should be optimized for the target control task, providing the information that is most relevant to decide which action to take. From the control perspective, networked control design takes the communication impairments into account in its optmization of physical actions. In this work, we propose a joint design that combines goal-oriented communication and networked control into a single optimization model, an extension of a multiagent POMDP which we call Cyber-Physical POMDP (CP-POMDP). The model is flexible enough to represent several swarm and cooperative scenarios, and we illustrate its potential with two simple reference scenarios with a single agent and a set of supporting sensors. Joint training of the communication and control systems can significantly improve the overall performance, particularly if communication is severely constrained, and can even lead to implicit coordination of communication actions.

Financial time series are known for their rich dynamics, which incorporates heteroskedasticity, skewness and fat tails, among other stylized facts. For such reason, distributional forecasting of stock returns is a highly non-trivial task. Multiple models have been developed to model heteroskedastic time series. Pioneering works in such strand of literature include the development of the Autoregressive Conditional Heteroskedasticity (ARCH) model [Engle, 1982] and the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model [Bollerslev, 1986]. These simple models are able to capture the persistence in the evolution of volatility present in financial time series, and to produce associated volatility clusters. The use of Hidden Markov Models (HMM), also referred to as regime-switching models, also gained traction in the literature since the seminal work of Hamilton [1989]. Such an approach involves modeling return distributions for which parameters are modulated through a Markov chain, which therefore produces mixtures of distributions. Other papers combined the two aforementioned approaches and developed regime-switching GARCH models, see for instance Gray [1996] and Klaassen [2002], which allow for time-varying parameters in the mixture distributions, and thus for more volatility persistence. Financial support from Mitacs, Quantolio and NSERC (Godin: RGPIN-2017-06837) is gratefully acknowledged.

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and costs and assess the performance of a policy using dynamic risk measures constructed from nested Kusuoka-type conditional risk mappings. For such performance criteria, randomized policies may outperform deterministic policies, therefore, the candidate policies lie in the d-dimensional simplex where d is the cardinality of the action space. Existing risk averse reinforcement learning methods seldom concern randomized policies, na\"ive extensions to current setting suffer from the curse of dimensionality. By exploiting certain structures embedded in the corresponding dynamic programming principle, we propose a distributional learning method for seeking the optimal policy. The conditional distribution of the value function is casted into a specific type of function, which is chosen with in mind the ease of risk averse optimization. We use a deep neural network to approximate said function, illustrate that the proposed method avoids the curse of dimensionality in the exploration phase, and explore the method's performance with a wide range of model parameters that are picked randomly.

In human-robot collaboration, the objectives of the human are often unknown to the robot. Moreover, even assuming a known objective, the human behavior is also uncertain. In order to plan a robust robot behavior, a key preliminary question is then: How to derive realistic human behaviors given a known objective? A major issue is that such a human behavior should itself account for the robot behavior, otherwise collaboration cannot happen. In this paper, we rely on Markov decision models, representing the uncertainty over the human objective as a probability distribution over a finite set of objective functions (inducing a distribution over human behaviors). Based on this, we propose two contributions: 1) an approach to automatically generate an uncertain human behavior (a policy) for each given objective function while accounting for possible robot behaviors; and 2) a robot planning algorithm that is robust to the above-mentioned uncertainties and relies on solving a partially observable Markov decision process (POMDP) obtained by reasoning on a distribution over human behaviors. A co-working scenario allows conducting experiments and presenting qualitative and quantitative results to evaluate our approach.

Renewable energy sources, such as wind and solar power, are increasingly being integrated into smart grid systems. However, when compared to traditional energy resources, the unpredictability of renewable energy generation poses significant challenges for both electricity providers and utility companies. Furthermore, the large-scale integration of distributed energy resources (such as PV systems) creates new challenges for energy management in microgrids. To tackle these issues, we propose a novel framework with two objectives: (i) combating uncertainty of renewable energy in smart grid by leveraging time-series forecasting with Long-Short Term Memory (LSTM) solutions, and (ii) establishing distributed and dynamic decision-making framework with multi-agent reinforcement learning using Deep Deterministic Policy Gradient (DDPG) algorithm. The proposed framework considers both objectives concurrently to fully integrate them, while considering both wholesale and retail markets, thereby enabling efficient energy management in the presence of uncertain and distributed renewable energy sources. Through extensive numerical simulations, we demonstrate that the proposed solution significantly improves the profit of load serving entities (LSE) by providing a more accurate wind generation forecast. Furthermore, our results demonstrate that households with PV and battery installations can increase their profits by using intelligent battery charge/discharge actions determined by the DDPG agents.

Experience replay is crucial for off-policy reinforcement learning (RL) methods. By remembering and reusing the experiences from past different policies, experience replay significantly improves the training efficiency and stability of RL algorithms. Many decision-making problems in practice naturally involve multiple agents and require multi-agent reinforcement learning (MARL) under centralized training decentralized execution paradigm. Nevertheless, existing MARL algorithms often adopt standard experience replay where the transitions are uniformly sampled regardless of their importance. Finding prioritized sampling weights that are optimized for MARL experience replay has yet to be explored. To this end, we propose MAC-PO, which formulates optimal prioritized experience replay for multi-agent problems as a regret minimization over the sampling weights of transitions. Such optimization is relaxed and solved using the Lagrangian multiplier approach to obtain the close-form optimal sampling weights. By minimizing the resulting policy regret, we can narrow the gap between the current policy and a nominal optimal policy, thus acquiring an improved prioritization scheme for multi-agent tasks. Our experimental results on Predator-Prey and StarCraft Multi-Agent Challenge environments demonstrate the effectiveness of our method, having a better ability to replay important transitions and outperforming other state-of-the-art baselines.

Offline reinforcement learning (RL) struggles in environments with rich and noisy inputs, where the agent only has access to a fixed dataset without environment interactions. Past works have proposed common workarounds based on the pre-training of state representations, followed by policy training. In this work, we introduce a simple, yet effective approach for learning state representations. Our method, Behavior Prior Representation (BPR), learns state representations with an easy-to-integrate objective based on behavior cloning of the dataset: we first learn a state representation by mimicking actions from the dataset, and then train a policy on top of the fixed representation, using any off-the-shelf Offline RL algorithm. Theoretically, we prove that BPR carries out performance guarantees when integrated into algorithms that have either policy improvement guarantees (conservative algorithms) or produce lower bounds of the policy values (pessimistic algorithms). Empirically, we show that BPR combined with existing state-of-the-art Offline RL algorithms leads to significant improvements across several offline control benchmarks. The code is available at \url{https://github.com/bit1029public/offline_bpr}.

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete distribution, which often does not exist or does not provide effective gradient guidance. In this paper, we develop a gradient-like proposal for any discrete distribution without this strong requirement. Built upon a locally-balanced proposal, our method efficiently approximates the discrete likelihood ratio via Newton's series expansion to enable a large and efficient exploration in discrete spaces. We show that our method can also be viewed as a multilinear extension, thus inheriting its desired properties. We prove that our method has a guaranteed convergence rate with or without the Metropolis-Hastings step. Furthermore, our method outperforms a number of popular alternatives in several different experiments, including the facility location problem, extractive text summarization, and image retrieval.

Paralinguistic speech processing is important in addressing many issues, such as sentiment and neurocognitive disorder analyses. Recently, Transformer has achieved remarkable success in the natural language processing field and has demonstrated its adaptation to speech. However, previous works on Transformer in the speech field have not incorporated the properties of speech, leaving the full potential of Transformer unexplored. In this paper, we consider the characteristics of speech and propose a general structure-based framework, called SpeechFormer++, for paralinguistic speech processing. More concretely, following the component relationship in the speech signal, we design a unit encoder to model the intra- and inter-unit information (i.e., frames, phones, and words) efficiently. According to the hierarchical relationship, we utilize merging blocks to generate features at different granularities, which is consistent with the structural pattern in the speech signal. Moreover, a word encoder is introduced to integrate word-grained features into each unit encoder, which effectively balances fine-grained and coarse-grained information. SpeechFormer++ is evaluated on the speech emotion recognition (IEMOCAP & MELD), depression classification (DAIC-WOZ) and Alzheimer's disease detection (Pitt) tasks. The results show that SpeechFormer++ outperforms the standard Transformer while greatly reducing the computational cost. Furthermore, it delivers superior results compared to the state-of-the-art approaches.

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for combined metrics of steady-state mean and variance in an infinite-horizon undiscounted MDP. By introducing the concepts of pseudo mean and pseudo variance, we convert the original problem to a bilevel MDP problem, where the inner one is a standard MDP optimizing pseudo mean-variance and the outer one is a single parameter selection problem optimizing pseudo mean. We use the sensitivity analysis of MDPs to derive the properties of this bilevel problem. By solving inner standard MDPs for pseudo mean-variance optimization, we can identify worse policy spaces dominated by optimal policies of the pseudo problems. We propose an optimization algorithm which can find the globally optimal policy by repeatedly removing worse policy spaces. The convergence and complexity of the algorithm are studied. Another policy dominance property is also proposed to further improve the algorithm efficiency. Numerical experiments demonstrate the performance and efficiency of our algorithms. To the best of our knowledge, our algorithm is the first that efficiently finds the globally optimal policy of mean-variance optimization in MDPs. These results are also valid for solely minimizing the variance metrics in MDPs.