Markov Models
How Markov Random Fields work part2(Advanced Statistics)
Abstract: UNet [27] is widely used in semantic segmentation due to its simplicity and effectiveness. However, its manually-designed architecture is applied to a large number of problem settings, either with no architecture optimizations, or with manual tuning, which is time consuming and can be sub-optimal. In this work, firstly, we propose Markov Random Field Neural Architecture Search (MRF-NAS) that extends and improves the recent Adaptive and Optimal Network Width Search (AOWS) method [4] with (i) a more general MRF framework (ii) diverse M-best loopy inference (iii) differentiable parameter learning. This provides the necessary NAS framework to efficiently explore network architectures that induce loopy inference graphs, including loops that arise from skip connections. With UNet as the backbone, we find an architecture, MRF-UNet, that shows several interesting characteristics.
How Markov Random Fields work part3(Advanced Statistics)
Abstract: he link between Gaussian random fields and Markov random fields is well established based on a stochastic partial differential equation in Euclidean spaces, where the Matérn covariance functions are essential. However, the Matérn covariance functions are not always positive definite on circles and spheres. In this manuscript, we focus on the extension of this link to circles, and show that the link between Gaussian random fields and Markov random fields on circles is valid based on the circular Matérn covariance function instead. First, we show that this circular Matérn function is the covariance of the stationary solution to the stochastic differential equation on the circle with a formally defined white noise space measure. Then, for the corresponding conditional autoregressive model, we derive a closed form formula for its covariance function.
Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Models
Miao, Rui, Qi, Zhengling, Zhang, Xiaoke
We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a non-parametric identification result for estimating the policy value via a sequence of so-called V-bridge functions with the help of time-dependent proxy variables. We then develop a fitted-Q-evaluation-type algorithm to estimate V-bridge functions recursively, where a non-parametric instrumental variable (NPIV) problem is solved at each step. By analyzing this challenging sequential NPIV problem, we establish the finite-sample error bounds for estimating the V-bridge functions and accordingly that for evaluating the policy value, in terms of the sample size, length of horizon and so-called (local) measure of ill-posedness at each step. To the best of our knowledge, this is the first finite-sample error bound for OPE in POMDPs under non-parametric models.
The Impact of Task Underspecification in Evaluating Deep Reinforcement Learning
Jayawardana, Vindula, Tang, Catherine, Li, Sirui, Suo, Dajiang, Wu, Cathy
Evaluations of Deep Reinforcement Learning (DRL) methods are an integral part of scientific progress of the field. Beyond designing DRL methods for general intelligence, designing task-specific methods is becoming increasingly prominent for real-world applications. In these settings, the standard evaluation practice involves using a few instances of Markov Decision Processes (MDPs) to represent the task. However, many tasks induce a large family of MDPs owing to variations in the underlying environment, particularly in real-world contexts. For example, in traffic signal control, variations may stem from intersection geometries and traffic flow levels. The select MDP instances may thus inadvertently cause overfitting, lacking the statistical power to draw conclusions about the method's true performance across the family. In this article, we augment DRL evaluations to consider parameterized families of MDPs. We show that in comparison to evaluating DRL methods on select MDP instances, evaluating the MDP family often yields a substantially different relative ranking of methods, casting doubt on what methods should be considered state-of-the-art. We validate this phenomenon in standard control benchmarks and the real-world application of traffic signal control. At the same time, we show that accurately evaluating on an MDP family is nontrivial. Overall, this work identifies new challenges for empirical rigor in reinforcement learning, especially as the outcomes of DRL trickle into downstream decision-making.
A Scalable Reinforcement Learning Approach for Attack Allocation in Swarm to Swarm Engagement Problems
In this work we propose a reinforcement learning (RL) framework that controls the density of a large-scale swarm for engaging with adversarial swarm attacks. Although there is a significant amount of existing work in applying artificial intelligence methods to swarm control, analysis of interactions between two adversarial swarms is a rather understudied area. Most of the existing work in this subject develop strategies by making hard assumptions regarding the strategy and dynamics of the adversarial swarm. Our main contribution is the formulation of the swarm to swarm engagement problem as a Markov Decision Process and development of RL algorithms that can compute engagement strategies without the knowledge of strategy/dynamics of the adversarial swarm. Simulation results show that the developed framework can handle a wide array of large-scale engagement scenarios in an efficient manner.
Near-Optimal Regret Bounds for Multi-batch Reinforcement Learning
Zhang, Zihan, Jiang, Yuhang, Zhou, Yuan, Ji, Xiangyang
In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent is required to provide a time schedule to update policy before everything, which is particularly suitable for the scenarios where the agent suffers extensively from changing the policy adaptively. Given a finite-horizon MDP with $S$ states, $A$ actions and planning horizon $H$, we design a computational efficient algorithm to achieve near-optimal regret of $\tilde{O}(\sqrt{SAH^3K\ln(1/\delta)})$\footnote{$\tilde{O}(\cdot)$ hides logarithmic terms of $(S,A,H,K)$} in $K$ episodes using $O\left(H+\log_2\log_2(K) \right)$ batches with confidence parameter $\delta$. To our best of knowledge, it is the first $\tilde{O}(\sqrt{SAH^3K})$ regret bound with $O(H+\log_2\log_2(K))$ batch complexity. Meanwhile, we show that to achieve $\tilde{O}(\mathrm{poly}(S,A,H)\sqrt{K})$ regret, the number of batches is at least $\Omega\left(H/\log_A(K)+ \log_2\log_2(K) \right)$, which matches our upper bound up to logarithmic terms. Our technical contribution are two-fold: 1) a near-optimal design scheme to explore over the unlearned states; 2) an computational efficient algorithm to explore certain directions with an approximated transition model.
Revisiting the Roles of "Text" in Text Games
Gu, Yi, Yao, Shunyu, Gan, Chuang, Tenenbaum, Joshua B., Yu, Mo
Text games present opportunities for natural language understanding (NLU) methods to tackle reinforcement learning (RL) challenges. However, recent work has questioned the necessity of NLU by showing random text hashes could perform decently. In this paper, we pursue a fine-grained investigation into the roles of text in the face of different RL challenges, and reconcile that semantic and non-semantic language representations could be complementary rather than contrasting. Concretely, we propose a simple scheme to extract relevant contextual information into an approximate state hash as extra input for an RNN-based text agent. Such a lightweight plug-in achieves competitive performance with state-of-the-art text agents using advanced NLU techniques such as knowledge graph and passage retrieval, suggesting non-NLU methods might suffice to tackle the challenge of partial observability. However, if we remove RNN encoders and use approximate or even ground-truth state hash alone, the model performs miserably, which confirms the importance of semantic function approximation to tackle the challenge of combinatorially large observation and action spaces. Our findings and analysis provide new insights for designing better text game task setups and agents.
Robot Navigation Anticipative Strategies in Deep Reinforcement Motion Planning
The navigation of robots in dynamic urban environments, requires elaborated anticipative strategies for the robot to avoid collisions with dynamic objects, like bicycles or pedestrians, and to be human aware. We have developed and analyzed three anticipative strategies in motion planning taking into account the future motion of the mobile objects that can move up to 18 km/h. First, we have used our hybrid policy resulting from a Deep Deterministic Policy Gradient (DDPG) training and the Social Force Model (SFM), and we have tested it in simulation in four complex map scenarios with many pedestrians. Second, we have used these anticipative strategies in real-life experiments using the hybrid motion planning method and the ROS Navigation Stack with Dynamic Windows Approach (NS-DWA). The results in simulations and real-life experiments show very good results in open environments and also in mixed scenarios with narrow spaces.
On Trustworthy Decision-Making Process of Human Drivers from the View of Perceptual Uncertainty Reduction
Wang, Huanjie, Liu, Haibin, Wang, Wenshuo, Sun, Lijun
Humans are experts in making decisions for challenging driving tasks with uncertainties. Many efforts have been made to model the decision-making process of human drivers at the behavior level. However, limited studies explain how human drivers actively make reliable sequential decisions to complete interactive driving tasks in an uncertain environment. This paper argues that human drivers intently search for actions to reduce the uncertainty of their perception of the environment, i.e., perceptual uncertainty, to a low level that allows them to make a trustworthy decision easily. This paper provides a proof of concept framework to empirically reveal that human drivers' perceptual uncertainty decreases when executing interactive tasks with uncertainties. We first introduce an explainable-artificial intelligence approach (i.e., SHapley Additive exPlanation, SHAP) to determine the salient features on which human drivers make decisions. Then, we use entropy-based measures to quantify the drivers' perceptual changes in these ranked salient features across the decision-making process, reflecting the changes in uncertainties. The validation and verification of our proposed method are conducted in the highway on-ramp merging scenario with congested traffic using the INTERACTION dataset. Experimental results support that human drivers intentionally seek information to reduce their perceptual uncertainties in the number and rank of salient features of their perception of environments to make a trustworthy decision.
Optimal Scaling for Locally Balanced Proposals in Discrete Spaces
Sun, Haoran, Dai, Hanjun, Schuurmans, Dale
Optimal scaling has been well studied for Metropolis-Hastings (M-H) algorithms in continuous spaces, but a similar understanding has been lacking in discrete spaces. Recently, a family of locally balanced proposals (LBP) for discrete spaces has been proved to be asymptotically optimal, but the question of optimal scaling has remained open. In this paper, we establish, for the first time, that the efficiency of M-H in discrete spaces can also be characterized by an asymptotic acceptance rate that is independent of the target distribution. Moreover, we verify, both theoretically and empirically, that the optimal acceptance rates for LBP and random walk Metropolis (RWM) are $0.574$ and $0.234$ respectively. These results also help establish that LBP is asymptotically $O(N^\frac{2}{3})$ more efficient than RWM with respect to model dimension $N$. Knowledge of the optimal acceptance rate allows one to automatically tune the neighborhood size of a proposal distribution in a discrete space, directly analogous to step-size control in continuous spaces. We demonstrate empirically that such adaptive M-H sampling can robustly improve sampling in a variety of target distributions in discrete spaces, including training deep energy based models.