Markov Models
LaMPP: Language Models as Probabilistic Priors for Perception and Action
Li, Belinda Z., Chen, William, Sharma, Pratyusha, Andreas, Jacob
Language models trained on large text corpora encode rich distributional information about real-world environments and action sequences. This information plays a crucial role in current approaches to language processing tasks like question answering and instruction generation. We describe how to leverage language models for *non-linguistic* perception and control tasks. Our approach casts labeling and decision-making as inference in probabilistic graphical models in which language models parameterize prior distributions over labels, decisions and parameters, making it possible to integrate uncertain observations and incomplete background knowledge in a principled way. Applied to semantic segmentation, household navigation, and activity recognition tasks, this approach improves predictions on rare, out-of-distribution, and structurally novel inputs.
Lower Bounds for Learning in Revealing POMDPs
Chen, Fan, Wang, Huan, Xiong, Caiming, Mei, Song, Bai, Yu
This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires exponentially many samples in the worst case, a surge of recent work shows that polynomial sample complexities are achievable under the \emph{revealing condition} -- A natural condition that requires the observables to reveal some information about the unobserved latent states. However, the fundamental limits for learning in revealing POMDPs are much less understood, with existing lower bounds being rather preliminary and having substantial gaps from the current best upper bounds. We establish strong PAC and regret lower bounds for learning in revealing POMDPs. Our lower bounds scale polynomially in all relevant problem parameters in a multiplicative fashion, and achieve significantly smaller gaps against the current best upper bounds, providing a solid starting point for future studies. In particular, for \emph{multi-step} revealing POMDPs, we show that (1) the latent state-space dependence is at least $\Omega(S^{1.5})$ in the PAC sample complexity, which is notably harder than the $\widetilde{\Theta}(S)$ scaling for fully-observable MDPs; (2) Any polynomial sublinear regret is at least $\Omega(T^{2/3})$, suggesting its fundamental difference from the \emph{single-step} case where $\widetilde{O}(\sqrt{T})$ regret is achievable. Technically, our hard instance construction adapts techniques in \emph{distribution testing}, which is new to the RL literature and may be of independent interest.
An Instrumental Variable Approach to Confounded Off-Policy Evaluation
Xu, Yang, Zhu, Jin, Shi, Chengchun, Luo, Shikai, Song, Rui
Offline policy evaluation (OPE) estimates the discounted cumulative reward following a given target policy with an offline dataset collected from another (possibly unknown) behavior policy. OPE is important in situations where it is impractical or too costly to directly evaluate the target policy via online experimentation, including robotics (Quillen et al., 2018), precision medicine (Murphy, 2003; Kosorok and Laber, 2019; Tsiatis et al., 2019), economics, quantitative social science (Abadie and Cattaneo, 2018), recommendation systems (Li et al., 2010; Kiyohara et al., 2022), etc. Despite a large body of literature on OPE (see Section 2 for detailed discussions), many of them rely on the assumption of no unmeasured confounders (NUC), excluding the existence of unobserved variables that could potentially confound either the action-reward or action-next-state pair. This assumption, however, can be violated in some real-world applications such as healthcare and technological industries. Our paper is partly motivated by the need to evaluate the long-term treatment effects of certain app download ads from a short-video platform.
Best Possible Q-Learning
Fully decentralized learning, where the global information, i.e., the actions of other agents, is inaccessible, is a fundamental challenge in cooperative multi-agent reinforcement learning. However, the convergence and optimality of most decentralized algorithms are not theoretically guaranteed, since the transition probabilities are non-stationary as all agents are updating policies simultaneously. To tackle this challenge, we propose best possible operator, a novel decentralized operator, and prove that the policies of agents will converge to the optimal joint policy if each agent independently updates its individual state-action value by the operator. Further, to make the update more efficient and practical, we simplify the operator and prove that the convergence and optimality still hold with the simplified one. By instantiating the simplified operator, the derived fully decentralized algorithm, best possible Q-learning (BQL), does not suffer from non-stationarity. Empirically, we show that BQL achieves remarkable improvement over baselines in a variety of cooperative multi-agent tasks.
A general Markov decision process formalism for action-state entropy-regularized reward maximization
Grytskyy, Dmytro, Ramรญrez-Ruiz, Jorge, Moreno-Bote, Rubรฉn
It is well known that classical reinforcement learning, understood as learning from external rewards, has severe limitations. While it has been posited that reward is "enough" to learn any behavior [1], agents interacting with the real world often have only access to sparse rewards. Many approaches have been proposed to overcome the sparse reward limitation, endowing agents with additional signals to be optimized along with the rewards. These include minimizing surprise by refining predictions [2-7], novelty seeking by visiting states with low visit counts [8-10], generating actions that leads to predictable transitions (empowerment) [11-13], or seeking pure state entropy [14] and related forms of pure exploration objectives [3, 15-19], to name a few. A popular choice for augmenting the reward signal -the one that we focus on in this paper-is with entropy regularization [20-28]. The idea is that the agent will be driven, all else equal, to visit states and taking actions that make the agent act as random as possible (pure entropy regularization, e.g., [25]) or penalize the agent for having a policy very different from a default policy (KL regularization, e.g., [20]). Using this type of regularization can lead to better exploration [14], more variable and realistic behaviors [29], more efficient learning [25, 30] and more robust solutions [21] against noise and adversarial attacks [19] than classical reinforcement learning algorithms. While the above approaches use entropy as a regularizer to the optimization reward problem, the specific type of entropy regularizer varies widely across studies, and as a result the approaches and the solutions are hectic. For instance, some use pure action entropy regularization [24-26, 31], others employ purely state entropy [14], others take advantage of KL action regularization [23, 28, 32], and yet others combine action and state pure entropy in balanced [22, 33] or arbitrary ways [29].
Keyword Assisted Topic Models
Eshima, Shusei, Imai, Kosuke, Sasaki, Tomoya
The unsupervised nature of the models makes them suitable for exploring topics in a corpus without prior knowledge. However, researchers find that these models often fail to measure specific concepts of substantive interest by inadvertently creating multiple topics with similar content and combining distinct themes into a single topic. In this paper, we empirically demonstrate that providing a small number of keywords can substantially enhance the measurement performance of topic models. An important advantage of the proposed keyword assisted topic model (keyATM) is that the specification of keywords requires researchers to label topics prior to fitting a model to the data. This contrasts with a widespread practice of post-hoc topic interpretation and adjustments that compromises the objectivity of empirical findings. In our application, we find that keyATM provides more interpretable results, has better document classification performance, and is less sensitive to the number of topics than the standard topic models. Finally, we show that keyATM can also incorporate covariates and model time trends. An open-source software package is available for implementing the proposed methodology. Verification Materials: The data and materials required to verify the computational reproducibility of the results, procedures and analyses in this article are available on the American Journal of Political Science Dataverse within the Harvard Dataverse Network, at: https://doi.org/10.7910/DVN/RKNNVL
Offline Estimation of Controlled Markov Chains: Minimaxity and Sample Complexity
Banerjee, Imon, Honnappa, Harsha, Rao, Vinayak
In this work, we study a natural nonparametric estimator of the transition probability matrices of a finite controlled Markov chain. We consider an offline setting with a fixed dataset, collected using a so-called logging policy. We develop sample complexity bounds for the estimator and establish conditions for minimaxity. Our statistical bounds depend on the logging policy through its mixing properties. We show that achieving a particular statistical risk bound involves a subtle and interesting trade-off between the strength of the mixing properties and the number of samples. We demonstrate the validity of our results under various examples, such as ergodic Markov chains, weakly ergodic inhomogeneous Markov chains, and controlled Markov chains with non-stationary Markov, episodic, and greedy controls. Lastly, we use these sample complexity bounds to establish concomitant ones for offline evaluation of stationary Markov control policies.
Reducing Blackwell and Average Optimality to Discounted MDPs via the Blackwell Discount Factor
Grand-Clรฉment, Julien, Petrik, Marek
We introduce the Blackwell discount factor for Markov Decision Processes (MDPs). Classical objectives for MDPs include discounted, average, and Blackwell optimality. Many existing approaches to computing average-optimal policies solve for discounted optimal policies with a discount factor close to $1$, but they only work under strong or hard-to-verify assumptions such as ergodicity or weakly communicating MDPs. In this paper, we show that when the discount factor is larger than the Blackwell discount factor $\gamma_{\mathrm{bw}}$, all discounted optimal policies become Blackwell- and average-optimal, and we derive a general upper bound on $\gamma_{\mathrm{bw}}$. The upper bound on $\gamma_{\mathrm{bw}}$ provides the first reduction from average and Blackwell optimality to discounted optimality, without any assumptions, and new polynomial-time algorithms for average- and Blackwell-optimal policies. Our work brings new ideas from the study of polynomials and algebraic numbers to the analysis of MDPs. Our results also apply to robust MDPs, enabling the first algorithms to compute robust Blackwell-optimal policies.
An Efficient Solution to s-Rectangular Robust Markov Decision Processes
Kumar, Navdeep, Levy, Kfir, Wang, Kaixin, Mannor, Shie
In Markov Decision Processes (MDPs), an agent interacts with the environment and learns to optimally behave in it [28]. However, the MDP solution may be very sensitive to little changes in the model parameters [23]. Hence we should be cautious applying the solution of the MDP, when the model is changing or when there is uncertainty in the model parameters. Robust MDPs provide a way to address this issue, where an agent can learn to optimally behave even when the model parameters are uncertain [15, 29, 18]. Another motivation to study robust MDPs is that they can lead to better generalization [33, 34, 25] compared to non-robust solutions.
Quantum contextual bandits and recommender systems for quantum data
Brahmachari, Shrigyan, Lumbreras, Josep, Tomamichel, Marco
Recommender systems are a class of online reinforcement learning algorithms that interact sequentially with an environment suggesting relevant items to a user. During the last decade, there has been an increasing interest in online recommendation techniques due to the importance of advertisement recommendation for e-commerce websites or the rise of movies and music streaming platforms [1, 2]. Among different settings for recommender systems, in this work, we focus on the contextual bandit framework applied to the recommendation of quantum data. The contextual bandit problem is a variant of the multi-armed bandit problem where a learner at each round receives a context and given a set of actions (also called actions) has to decide the best action using the context information. After selecting an action the learner will receive a reward and for the next rounds, they will use the previous information of contexts and rewards in order to make their future choices.