Markov Models
Simulation of robot swarms for learning communication-aware coordination
Robotics research has been focusing on cooperative multi-agent problems, where agents must work together and communicate to achieve a shared objective. To tackle this challenge, we explore imitation learning algorithms. These methods learn a controller by observing demonstrations of an expert, such as the behaviour of a centralised omniscient controller, which can perceive the entire environment, including the state and observations of all agents. Performing tasks with complete knowledge of the state of a system is relatively easy, but centralised solutions might not be feasible in real scenarios since agents do not have direct access to the state but only to their observations. To overcome this issue, we train end-to-end Neural Networks that take as input local observations obtained from an omniscient centralised controller, i.e., the agents' sensor readings and the communications received, producing as output the action to be performed and the communication to be transmitted. This study concentrates on two cooperative tasks using a distributed controller: distributing the robots evenly in space and colouring them based on their position relative to others. While an explicit exchange of messages between the agents is required to solve the second task, in the first one, a communication protocol is unnecessary, although it may increase performance. The experiments are run in Enki, a high-performance open-source simulator for planar robots, which provides collision detection and limited physics support for robots evolving on a flat surface. Moreover, it can simulate groups of robots hundreds of times faster than real-time. The results show how applying a communication strategy improves the performance of the distributed model, letting it decide which actions to take almost as precisely and quickly as the expert controller.
The Ordered Matrix Dirichlet for State-Space Models
Stoehr, Niklas, Radford, Benjamin J., Cotterell, Ryan, Schein, Aaron
Many dynamical systems in the real world are naturally described by latent states with intrinsic orderings, such as "ally", "neutral", and "enemy" relationships in international relations. These latent states manifest through countries' cooperative versus conflictual interactions over time. State-space models (SSMs) explicitly relate the dynamics of observed measurements to transitions in latent states. For discrete data, SSMs commonly do so through a state-to-action emission matrix and a state-to-state transition matrix. This paper introduces the Ordered Matrix Dirichlet (OMD) as a prior distribution over ordered stochastic matrices wherein the discrete distribution in the kth row stochastically dominates the (k+1)th, such that probability mass is shifted to the right when moving down rows. We illustrate the OMD prior within two SSMs: a hidden Markov model, and a novel dynamic Poisson Tucker decomposition model tailored to international relations data. We find that models built on the OMD recover interpretable ordered latent structure without forfeiting predictive performance. We suggest future applications to other domains where models with stochastic matrices are popular (e.g., topic modeling), and publish user-friendly code.
Perfect Sampling from Pairwise Comparisons
Fotakis, Dimitris, Kalavasis, Alkis, Tzamos, Christos
In this work, we study how to efficiently obtain perfect samples from a discrete distribution $\mathcal{D}$ given access only to pairwise comparisons of elements of its support. Specifically, we assume access to samples $(x, S)$, where $S$ is drawn from a distribution over sets $\mathcal{Q}$ (indicating the elements being compared), and $x$ is drawn from the conditional distribution $\mathcal{D}_S$ (indicating the winner of the comparison) and aim to output a clean sample $y$ distributed according to $\mathcal{D}$. We mainly focus on the case of pairwise comparisons where all sets $S$ have size 2. We design a Markov chain whose stationary distribution coincides with $\mathcal{D}$ and give an algorithm to obtain exact samples using the technique of Coupling from the Past. However, the sample complexity of this algorithm depends on the structure of the distribution $\mathcal{D}$ and can be even exponential in the support of $\mathcal{D}$ in many natural scenarios. Our main contribution is to provide an efficient exact sampling algorithm whose complexity does not depend on the structure of $\mathcal{D}$. To this end, we give a parametric Markov chain that mixes significantly faster given a good approximation to the stationary distribution. We can obtain such an approximation using an efficient learning from pairwise comparisons algorithm (Shah et al., JMLR 17, 2016). Our technique for speeding up sampling from a Markov chain whose stationary distribution is approximately known is simple, general and possibly of independent interest.
Machine Learning based prediction of Glucose Levels in Type 1 Diabetes Patients with the use of Continuous Glucose Monitoring Data
A task of vital clinical importance, within Diabetes management, is the prevention of hypo/hyperglycemic events. Increasingly adopted Continuous Glucose Monitoring (CGM) devices offer detailed, non-intrusive and real time insights into a patient's blood glucose concentrations. Leveraging advanced Machine Learning (ML) Models as methods of prediction of future glucose levels, gives rise to substantial quality of life improvements, as well as providing a vital tool for monitoring diabetes. A regression based prediction approach is implemented recursively, with a series of Machine Learning Models: Linear Regression, Hidden Markov Model, Long-Short Term Memory Network. By exploiting a patient's past 11 hours of blood glucose (BG) concentration measurements, a prediction of the 60 minutes is made. Results will be assessed using performance metrics including: Root Mean Squared Error (RMSE), normalised energy of the second-order differences (ESOD) and F1 score. Research of past and current approaches, as well as available dataset, led to the establishment of an optimal training methodology for the CITY dataset, which may be leveraged by future model development. Performance was aligned with similar state-of-art ML models, with LSTM having RMSE of 28.55, however no significant advantage was observed over classical Auto-regressive AR models. Compelling insights into LSTM prediction behaviour could increase public and legislative trust and understanding, progressing the certification of ML models in Artificial Pancreas Systems (APS).
Active Inference for Autonomous Decision-Making with Contextual Multi-Armed Bandits
Wakayama, Shohei, Ahmed, Nisar
In autonomous robotic decision-making under uncertainty, the tradeoff between exploitation and exploration of available options must be considered. If secondary information associated with options can be utilized, such decision-making problems can often be formulated as contextual multi-armed bandits (CMABs). In this study, we apply active inference, which has been actively studied in the field of neuroscience in recent years, as an alternative action selection strategy for CMABs. Unlike conventional action selection strategies, it is possible to rigorously evaluate the uncertainty of each option when calculating the expected free energy (EFE) associated with the decision agent's probabilistic model, as derived from the free-energy principle. We specifically address the case where a categorical observation likelihood function is used, such that EFE values are analytically intractable. We introduce new approximation methods for computing the EFE based on variational and Laplace approximations. Extensive simulation study results demonstrate that, compared to other strategies, active inference generally requires far fewer iterations to identify optimal options and generally achieves superior cumulative regret, for relatively low extra computational cost.
Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning
Xu, Ruitu, Min, Yifei, Wang, Tianhao, Wang, Zhaoran, Jordan, Michael I., Yang, Zhuoran
We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumption at each time step while aiming to maximize a concave utility subject to the underlying market conditions. The households aim to find the optimal saving strategy that maximizes their discounted cumulative utility given the market condition, while the firms determine the market conditions through maximizing corporate profit based on the household population behavior. The model captures a wide range of applications in macroeconomic studies, and we propose a data-driven reinforcement learning framework that finds the regularized competitive equilibrium of the model. The proposed algorithm enjoys theoretical guarantees in converging to the equilibrium of the market at a sub-linear rate.
Towards Computationally Efficient Responsibility Attribution in Decentralized Partially Observable MDPs
Triantafyllou, Stelios, Radanovic, Goran
Responsibility attribution is a key concept of accountable multi-agent decision making. Given a sequence of actions, responsibility attribution mechanisms quantify the impact of each participating agent to the final outcome. One such popular mechanism is based on actual causality, and it assigns (causal) responsibility based on the actions that were found to be pivotal for the considered outcome. However, the inherent problem of pinpointing actual causes and consequently determining the exact responsibility assignment has shown to be computationally intractable. In this paper, we aim to provide a practical algorithmic solution to the problem of responsibility attribution under a computational budget. We first formalize the problem in the framework of Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) augmented by a specific class of Structural Causal Models (SCMs). Under this framework, we introduce a Monte Carlo Tree Search (MCTS) type of method which efficiently approximates the agents' degrees of responsibility. This method utilizes the structure of a novel search tree and a pruning technique, both tailored to the problem of responsibility attribution. Other novel components of our method are (a) a child selection policy based on linear scalarization and (b) a backpropagation procedure that accounts for a minimality condition that is typically used to define actual causality. We experimentally evaluate the efficacy of our algorithm through a simulation-based test-bed, which includes three team-based card games.
Securing IoT Communication using Physical Sensor Data -- Graph Layer Security with Federated Multi-Agent Deep Reinforcement Learning
Wang, Liang, Wei, Zhuangkun, Guo, Weisi
Internet-of-Things (IoT) devices are often used to transmit physical sensor data over digital wireless channels. Traditional Physical Layer Security (PLS)-based cryptography approaches rely on accurate channel estimation and information exchange for key generation, which irrevocably ties key quality with digital channel estimation quality. Recently, we proposed a new concept called Graph Layer Security (GLS), where digital keys are derived from physical sensor readings. The sensor readings between legitimate users are correlated through a common background infrastructure environment (e.g., a common water distribution network or electric grid). The challenge for GLS has been how to achieve distributed key generation. This paper presents a Federated multi-agent Deep reinforcement learning-assisted Distributed Key generation scheme (FD2K), which fully exploits the common features of physical dynamics to establish secret key between legitimate users. We present for the first time initial experimental results of GLS with federated learning, achieving considerable security performance in terms of key agreement rate (KAR), and key randomness.
Pandering in a Flexible Representative Democracy
Sun, Xiaolin, Masur, Jacob, Abramowitz, Ben, Mattei, Nicholas, Zheng, Zizhan
In representative democracies, the election of new representatives in regular election cycles is meant to prevent corruption and other misbehavior by elected officials and to keep them accountable in service of the ``will of the people." This democratic ideal can be undermined when candidates are dishonest when campaigning for election over these multiple cycles or rounds of voting. Much of the work on COMSOC to date has investigated strategic actions in only a single round. We introduce a novel formal model of \emph{pandering}, or strategic preference reporting by candidates seeking to be elected, and examine the resilience of two democratic voting systems to pandering within a single round and across multiple rounds. The two voting systems we compare are Representative Democracy (RD) and Flexible Representative Democracy (FRD). For each voting system, our analysis centers on the types of strategies candidates employ and how voters update their views of candidates based on how the candidates have pandered in the past. We provide theoretical results on the complexity of pandering in our setting for a single cycle, formulate our problem for multiple cycles as a Markov Decision Process, and use reinforcement learning to study the effects of pandering by both single candidates and groups of candidates across a number of rounds.
Nearly Optimal Latent State Decoding in Block MDPs
Jedra, Yassir, Lee, Junghyun, Proutière, Alexandre, Yun, Se-Young
We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first interested in estimating the latent state decoding function (the mapping from the observations to latent states) based on data generated under a fixed behavior policy. We derive an information-theoretical lower bound on the error rate for estimating this function and present an algorithm approaching this fundamental limit. In turn, our algorithm also provides estimates of all the components of the MDP. We then study the problem of learning near-optimal policies in the reward-free framework. Based on our efficient model estimation algorithm, we show that we can infer a policy converging (as the number of collected samples grows large) to the optimal policy at the best possible rate. Interestingly, our analysis provides necessary and sufficient conditions under which exploiting the block structure yields improvements in the sample complexity for identifying near-optimal policies. When these conditions are met, the sample complexity in the minimax reward-free setting is improved by a multiplicative factor $n$, where $n$ is the number of possible contexts.