Markov Models
Finding Short Signals in Long Irregular Time Series with Continuous-Time Attention Policy Networks
Hartvigsen, Thomas, Thadajarassiri, Jidapa, Kong, Xiangnan, Rundensteiner, Elke
Irregularly-sampled time series (ITS) are native to high-impact domains like healthcare, where measurements are collected over time at uneven intervals. However, for many classification problems, only small portions of long time series are often relevant to the class label. In this case, existing ITS models often fail to classify long series since they rely on careful imputation, which easily over- or under-samples the relevant regions. Using this insight, we then propose CAT, a model that classifies multivariate ITS by explicitly seeking highly-relevant portions of an input series' timeline. CAT achieves this by integrating three components: (1) A Moment Network learns to seek relevant moments in an ITS's continuous timeline using reinforcement learning. (2) A Receptor Network models the temporal dynamics of both observations and their timing localized around predicted moments. (3) A recurrent Transition Model models the sequence of transitions between these moments, cultivating a representation with which the series is classified. Using synthetic and real data, we find that CAT outperforms ten state-of-the-art methods by finding short signals in long irregular time series.
A Survey on Event Prediction Methods from a Systems Perspective: Bringing Together Disparate Research Areas
Benzin, Janik-Vasily, Rinderle-Ma, Stefanie
Event prediction is the ability of anticipating future events, i.e., future real-world occurrences, and aims to support the user in deciding on actions that change future events towards a desired state. An event prediction method learns the relation between features of past events and future events. It is applied to newly observed events to predict corresponding future events that are evaluated with respect to the user's desired future state. If the predicted future events do not comply with this state, actions are taken towards achieving desirable future states. Evidently, event prediction is valuable in many application domains such as business and natural disasters. The diversity of application domains results in a diverse range of methods that are scattered across various research areas which, in turn, use different terminology for event prediction methods. Consequently, sharing methods and knowledge for developing future event prediction methods is restricted. To facilitate knowledge sharing on account of a comprehensive classification, integration, and assessment of event prediction methods, we combine taxonomies and take a systems perspective to integrate event prediction methods into a single system, elicit requirements and assess existing work with respect to the requirements. Based on the assessment, we identify open challenges and discuss future research directions.
A Near-Optimal Algorithm for Safe Reinforcement Learning Under Instantaneous Hard Constraints
Shi, Ming, Liang, Yingbin, Shroff, Ness
In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However, existing algorithms for ''safe'' RL are often designed under constraints that either require expected cumulative costs to be bounded or assume all states are safe. Thus, such algorithms could violate instantaneous hard constraints and traverse unsafe states (and actions) in practice. Therefore, in this paper, we develop the first near-optimal safe RL algorithm for episodic Markov Decision Processes with unsafe states and actions under instantaneous hard constraints and the linear mixture model. It not only achieves a regret $\tilde{O}(\frac{d H^3 \sqrt{dK}}{\Delta_c})$ that tightly matches the state-of-the-art regret in the setting with only unsafe actions and nearly matches that in the unconstrained setting, but is also safe at each step, where $d$ is the feature-mapping dimension, $K$ is the number of episodes, $H$ is the number of steps in each episode, and $\Delta_c$ is a safety-related parameter. We also provide a lower bound $\tilde{\Omega}(\max\{dH \sqrt{K}, \frac{H}{\Delta_c^2}\})$, which indicates that the dependency on $\Delta_c$ is necessary. Further, both our algorithm design and regret analysis involve several novel ideas, which may be of independent interest.
Revisiting the Linear-Programming Framework for Offline RL with General Function Approximation
Ozdaglar, Asuman, Pattathil, Sarath, Zhang, Jiawei, Zhang, Kaiqing
Offline reinforcement learning (RL) aims to find an optimal policy for sequential decision-making using a pre-collected dataset, without further interaction with the environment. Recent theoretical progress has focused on developing sample-efficient offline RL algorithms with various relaxed assumptions on data coverage and function approximators, especially to handle the case with excessively large state-action spaces. Among them, the framework based on the linear-programming (LP) reformulation of Markov decision processes has shown promise: it enables sample-efficient offline RL with function approximation, under only partial data coverage and realizability assumptions on the function classes, with favorable computational tractability. In this work, we revisit the LP framework for offline RL, and provide a new reformulation that advances the existing results in several aspects, relaxing certain assumptions and achieving optimal statistical rates in terms of sample size. Our key enabler is to introduce proper constraints in the reformulation, instead of using any regularization as in the literature, also with careful choices of the function classes and initial state distributions. We hope our insights bring into light the use of LP formulations and the induced primal-dual minimax optimization, in offline RL.
Learning of Structurally Unambiguous Probabilistic Grammars
Fisman, Dana, Nitay, Dolav, Ziv-Ukelson, Michal
The problem of identifying a probabilistic context free grammar has two aspects: the first is determining the grammar's topology (the rules of the grammar) and the second is estimating probabilistic weights for each rule. Given the hardness results for learning context-free grammars in general, and probabilistic grammars in particular, most of the literature has concentrated on the second problem. In this work we address the first problem. We restrict attention to structurally unambiguous weighted context-free grammars (SUWCFG) and provide a query learning algorithm for structurally unambiguous probabilistic context-free grammars (SUPCFG). We show that SUWCFG can be represented using co-linear multiplicity tree automata (CMTA), and provide a polynomial learning algorithm that learns CMTAs. We show that the learned CMTA can be converted into a probabilistic grammar, thus providing a complete algorithm for learning a structurally unambiguous probabilistic context free grammar (both the grammar topology and the probabilistic weights) using structured membership queries and structured equivalence queries. A summarized version of this work was published at AAAI 21 [NFZ21].
WebShop: Towards Scalable Real-World Web Interaction with Grounded Language Agents
Yao, Shunyu, Chen, Howard, Yang, John, Narasimhan, Karthik
Existing benchmarks for grounding language in interactive environments either lack real-world linguistic elements, or prove difficult to scale up due to substantial human involvement in the collection of data or feedback signals. To bridge this gap, we develop WebShop -- a simulated e-commerce website environment with $1.18$ million real-world products and $12,087$ crowd-sourced text instructions. Given a text instruction specifying a product requirement, an agent needs to navigate multiple types of webpages and issue diverse actions to find, customize, and purchase an item. WebShop provides several challenges for language grounding including understanding compositional instructions, query (re-)formulation, comprehending and acting on noisy text in webpages, and performing strategic exploration. We collect over $1,600$ human demonstrations for the task, and train and evaluate a diverse range of agents using reinforcement learning, imitation learning, and pre-trained image and language models. Our best model achieves a task success rate of $29\%$, which outperforms rule-based heuristics ($9.6\%$) but is far lower than human expert performance ($59\%$). We also analyze agent and human trajectories and ablate various model components to provide insights for developing future agents with stronger language understanding and decision making abilities. Finally, we show that agents trained on WebShop exhibit non-trivial sim-to-real transfer when evaluated on amazon.com and ebay.com, indicating the potential value of WebShop in developing practical web-based agents that can operate in the wild.
Online Reinforcement Learning with Uncertain Episode Lengths
Mandal, Debmalya, Radanovic, Goran, Gan, Jiarui, Singla, Adish, Majumdar, Rupak
Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is drawn from a distribution. We first establish that this problem is equivalent to online reinforcement learning with general discounting where the learner is trying to optimize the expected discounted sum of rewards over an infinite horizon, but where the discounting function is not necessarily geometric. We show that minimizing regret with this new general discounting is equivalent to minimizing regret with uncertain episode lengths. We then design a reinforcement learning algorithm that minimizes regret with general discounting but acts for the setting with uncertain episode lengths. We instantiate our general bound for different types of discounting, including geometric and polynomial discounting. We also show that we can obtain similar regret bounds even when the uncertainty over the episode lengths is unknown, by estimating the unknown distribution over time. Finally, we compare our learning algorithms with existing value-iteration based episodic RL algorithms in a grid-world environment.
Zero-shot Active Visual Search (ZAVIS): Intelligent Object Search for Robotic Assistants
Park, Jeongeun, Yoon, Taerim, Hong, Jejoon, Yu, Youngjae, Pan, Matthew, Choi, Sungjoon
In this paper, we focus on the problem of efficiently locating a target object described with free-form language using a mobile robot equipped with vision sensors (e.g., an RGBD camera). Conventional active visual search predefines a set of objects to search for, rendering these techniques restrictive in practice. To provide added flexibility in active visual searching, we propose a system where a user can enter target commands using free-form language; we call this system Active Visual Search in the Wild (AVSW). AVSW detects and plans to search for a target object inputted by a user through a semantic grid map represented by static landmarks (e.g., desk or bed). For efficient planning of object search patterns, AVSW considers commonsense knowledge-based co-occurrence and predictive uncertainty while deciding which landmarks to visit first. We validate the proposed method with respect to SR (success rate) and SPL (success weighted by path length) in both simulated and real-world environments. The proposed method outperforms previous methods in terms of SPL in simulated scenarios with an average gap of 0.283. We further demonstrate AVSW with a Pioneer-3AT robot in real-world studies.
MA2QL: A Minimalist Approach to Fully Decentralized Multi-Agent Reinforcement Learning
Su, Kefan, Zhou, Siyuan, Jiang, Jiechuan, Gan, Chuang, Wang, Xiangjun, Lu, Zongqing
Decentralized learning has shown great promise for cooperative multi-agent reinforcement learning (MARL). However, non-stationarity remains a significant challenge in fully decentralized learning. In the paper, we tackle the non-stationarity problem in the simplest and fundamental way and propose multi-agent alternate Q-learning (MA2QL), where agents take turns updating their Q-functions by Q-learning. MA2QL is a minimalist approach to fully decentralized cooperative MARL but is theoretically grounded. We prove that when each agent guarantees $\varepsilon$-convergence at each turn, their joint policy converges to a Nash equilibrium. In practice, MA2QL only requires minimal changes to independent Q-learning (IQL). We empirically evaluate MA2QL on a variety of cooperative multi-agent tasks. Results show MA2QL consistently outperforms IQL, which verifies the effectiveness of MA2QL, despite such minimal changes.
DITTO: Offline Imitation Learning with World Models
DeMoss, Branton, Duckworth, Paul, Hawes, Nick, Posner, Ingmar
We propose DITTO, an offline imitation learning algorithm which uses world models and on-policy reinforcement learning to addresses the problem of covariate shift, without access to an oracle or any additional online interactions. We discuss how world models enable offline, on-policy imitation learning, and propose a simple intrinsic reward defined in the world model latent space that induces imitation learning by reinforcement learning. Theoretically, we show that our formulation induces a divergence bound between expert and learner, in turn bounding the difference in reward. We test our method on difficult Atari environments from pixels alone, and achieve state-of-the-art performance in the offline setting.