Graphical models are an important tool in exploring relationships between variables in complex, multivariate data. Methods for learning such graphical models are well developed in the case where all variables are either continuous or discrete, including in high-dimensions. However, in many applications data span variables of different types (e.g. continuous, count, binary, ordinal, etc.), whose principled joint analysis is nontrivial. Latent Gaussian copula models, in which all variables are modeled as transformations of underlying jointly Gaussian variables, represent a useful approach. Recent advances have shown how the binary-continuous case can be tackled, but the general mixed variable type regime remains challenging. In this work, we make the simple yet useful observation that classical ideas concerning polychoric and polyserial correlations can be leveraged in a latent Gaussian copula framework. Building on this observation we propose flexible and scalable methodology for data with variables of entirely general mixed type. We study the key properties of the approaches theoretically and empirically, via extensive simulations as well an illustrative application to data from the UK Biobank concerning COVID-19 risk factors.

Deep reinforcement learning (DRL) is one of the most popular algorithms to realize an autonomous driving (AD) system. The key success factor of DRL is that it embraces the perception capability of deep neural networks which, however, have been proven vulnerable to Trojan attacks. Trojan attacks have been widely explored in supervised learning (SL) tasks (e.g., image classification), but rarely in sequential decision-making tasks solved by DRL. Hence, in this paper, we explore Trojan attacks on DRL for AD tasks. First, we propose a spatio-temporal DRL algorithm based on the recurrent neural network and attention mechanism to prove that capturing spatio-temporal traffic features is the key factor to the effectiveness and safety of a DRL-augment AD system. We then design a spatial-temporal Trojan attack on DRL policies, where the trigger is hidden in a sequence of spatial and temporal traffic features, rather than a single instant state used in existing Trojan on SL and DRL tasks. With our Trojan, the adversary acts as a surrounding normal vehicle and can trigger attacks via specific spatial-temporal driving behaviors, rather than physical or wireless access. Through extensive experiments, we show that while capturing spatio-temporal traffic features can improve the performance of DRL for different AD tasks, they suffer from Trojan attacks since our designed Trojan shows high stealthy (various spatio-temporal trigger patterns), effective (less than 3.1\% performance variance rate and more than 98.5\% attack success rate), and sustainable to existing advanced defenses.

We study convex Constrained Markov Decision Processes (CMDPs) in which the objective is concave and the constraints are convex in the state-action occupancy measure. We propose a policy-based primal-dual algorithm that updates the primal variable via policy gradient ascent and updates the dual variable via projected sub-gradient descent. Despite the loss of additivity structure and the nonconvex nature, we establish the global convergence of the proposed algorithm by leveraging a hidden convexity in the problem, and prove the $\mathcal{O}\left(T^{-1/3}\right)$ convergence rate in terms of both optimality gap and constraint violation. When the objective is strongly concave in the occupancy measure, we prove an improved convergence rate of $\mathcal{O}\left(T^{-1/2}\right)$. By introducing a pessimistic term to the constraint, we further show that a zero constraint violation can be achieved while preserving the same convergence rate for the optimality gap. This work is the first one in the literature that establishes non-asymptotic convergence guarantees for policy-based primal-dual methods for solving infinite-horizon discounted convex CMDPs.

Computational models starting from large ensembles of evolutionarily related protein sequences capture a representation of protein families and learn constraints associated to protein structure and function. They thus open the possibility for generating novel sequences belonging to protein families. Protein language models trained on multiple sequence alignments, such as MSA Transformer, are highly attractive candidates to this end. We propose and test an iterative method that directly employs the masked language modeling objective to generate sequences using MSA Transformer. We demonstrate that the resulting sequences score as well as natural sequences, for homology, coevolution and structure-based measures. For large protein families, our synthetic sequences have similar or better properties compared to sequences generated by Potts models, including experimentally-validated ones. Moreover, for small protein families, our generation method based on MSA Transformer outperforms Potts models. Our method also more accurately reproduces the higher-order statistics and the distribution of sequences in sequence space of natural data than Potts models. MSA Transformer is thus a strong candidate for protein sequence generation and protein design.

Markov Chain Monte Carlo (MCMC) methods are the workhorse of Bayesian computation when closed formulas for estimators or probability distributions are not available. For this reason they have been central to the development and success of high-dimensional Bayesian statistics in the last decades, where one attempts to generate samples from some posterior distribution Π( |data) arising from a prior Π on D-dimensional Euclidean space and the observed data vector. MCMC methods tend to perform well in a large variety of problems, are very flexible and user-friendly, and enjoy many theoretical guarantees. Under mild assumptions, they are known to converge to their stationary'target' distributions as a consequence of the ergodic theorem, albeit perhaps at a slow speed, requiring a large number of iterations to provide numerically accurate algorithms. When the target distribution is log-concave, MCMC algorithms are known to mix rapidly, even in high dimensions.

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary arbitrarily over time with a budget on their cumulative variations. When this variation budget is known a prior, we propose two restart-based algorithms, namely Restart-RSMB and Restart-RSQ, and establish their dynamic regrets. Based on these results, we further present a meta-algorithm that does not require any prior knowledge of the variation budget and can adaptively detect the non-stationarity on the exponential value functions. A dynamic regret lower bound is then established for non-stationary risk-sensitive RL to certify the near-optimality of the proposed algorithms. Our results also show that the risk control and the handling of the non-stationarity can be separately designed in the algorithm if the variation budget is known a prior, while the non-stationary detection mechanism in the adaptive algorithm depends on the risk parameter. This work offers the first non-asymptotic theoretical analyses for the non-stationary risk-sensitive RL in the literature.

In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing minimax upper and lower bounds on the sample complexity for learning near-optimal policies in a discounted CMDP with access to a generative model (simulator). In particular, we design a model-based algorithm that addresses two settings: (i) relaxed feasibility, where small constraint violations are allowed, and (ii) strict feasibility, where the output policy is required to satisfy the constraint. For (i), we prove that our algorithm returns an $\epsilon$-optimal policy with probability $1 - \delta$, by making $\tilde{O}\left(\frac{S A \log(1/\delta)}{(1 - \gamma)^3 \epsilon^2}\right)$ queries to the generative model, thus matching the sample-complexity for unconstrained MDPs. For (ii), we show that the algorithm's sample complexity is upper-bounded by $\tilde{O} \left(\frac{S A \, \log(1/\delta)}{(1 - \gamma)^5 \, \epsilon^2 \zeta^2} \right)$ where $\zeta$ is the problem-dependent Slater constant that characterizes the size of the feasible region. Finally, we prove a matching lower-bound for the strict feasibility setting, thus obtaining the first near minimax optimal bounds for discounted CMDPs. Our results show that learning CMDPs is as easy as MDPs when small constraint violations are allowed, but inherently more difficult when we demand zero constraint violation.

We propose a sim-to-real framework for dexterous manipulation which can generalize to new objects of the same category in the real world. The key of our framework is to train the manipulation policy with point cloud inputs and dexterous hands. We propose two new techniques to enable joint learning on multiple objects and sim-to-real generalization: (i) using imagined hand point clouds as augmented inputs; and (ii) designing novel contact-based rewards. We empirically evaluate our method using an Allegro Hand to grasp novel objects in both simulation and real world. To the best of our knowledge, this is the first policy learning-based framework that achieves such generalization results with dexterous hands. Our project page is available at https://yzqin.github.io/dexpoint

Efficient exploration in reinforcement learning is a challenging problem commonly addressed through intrinsic rewards. Recent prominent approaches are based on state novelty or variants of artificial curiosity. However, directly applying them to partially observable environments can be ineffective and lead to premature dissipation of intrinsic rewards. Here we propose random curiosity with general value functions (RC-GVF), a novel intrinsic reward function that draws upon connections between these distinct approaches. Instead of using only the current observation's novelty or a curiosity bonus for failing to predict precise environment dynamics, RC-GVF derives intrinsic rewards through predicting temporally extended general value functions. We demonstrate that this improves exploration in a hard-exploration diabolical lock problem. Furthermore, RC-GVF significantly outperforms previous methods in the absence of ground-truth episodic counts in the partially observable MiniGrid environments. Panoramic observations on Mini-Grid further boost RC-GVF's performance such that it is competitive to baselines exploiting privileged information in form of episodic counts.

Creative Problem Solving (CPS) is a sub-area within Artificial Intelligence (AI) that focuses on methods for solving off-nominal, or anomalous problems in autonomous systems. Despite many advancements in planning and learning, resolving novel problems or adapting existing knowledge to a new context, especially in cases where the environment may change in unpredictable ways post deployment, remains a limiting factor in the safe and useful integration of intelligent systems. The emergence of increasingly autonomous systems dictates the necessity for AI agents to deal with environmental uncertainty through creativity. To stimulate further research in CPS, we present a definition and a framework of CPS, which we adopt to categorize existing AI methods in this field. Our framework consists of four main components of a CPS problem, namely, 1) problem formulation, 2) knowledge representation, 3) method of knowledge manipulation, and 4) method of evaluation. We conclude our survey with open research questions, and suggested directions for the future.