Goto

Collaborating Authors

 Markov Models


Towards Adaptive Planning of Assistive-care Robot Tasks

arXiv.org Artificial Intelligence

Whilst assistive robots [7] have been embedded into social and health care environments [1, 2, 10], they have largely been limited to simple applications, such as support for social and physical activities and hall monitoring, but often without considering potential interactions with humans. To expand the range of these applications, the human user and the robot need to interact in order to perform tasks together [4]. As such, this interaction, which is still underexplored in the social care domain, should be prioritised, with an emphasis on the safety of the human [3, 9]. To enable the development of applications that support such interaction and to ensure its safety, we propose an adaptive mission and path finding framework for an autonomous robot operating in a homecare environment. The framework models the environment as a graph, with nodes representing key locations within the environment where the robot can perform local tasks. Missions are modelled as a repertoire of locations within the environment where a task requires completion. The main contributions of our'research preview' paper are: (i) a generalised approach for modelling environments as graphs with edges represented as levels of risk, (ii) a modified Dijkstra's algorithm for performing path finding in uncertain environments with a cost function to reduce risk, (iii) simple human predictive behaviour model that forecasts human intention allowing for adaptive path finding using heat maps to artificially increase the risk associated with specific edges in the graph, (iv) a framework that combines modelling methods, adaptive path finding techniques and run-time probabilistic model generation for safety verification into an end-to-end solution for autonomous robotic mission planning, (v) finally, a simulation-based case study that shows the effectiveness of the framework.


Scheduling for Urban Air Mobility using Safe Learning

arXiv.org Artificial Intelligence

This work considers the scheduling problem for Urban Air Mobility (UAM) vehicles travelling between origin-destination pairs with both hard and soft trip deadlines. Each route is described by a discrete probability distribution over trip completion times (or delay) and over inter-arrival times of requests (or demand) for the route along with a fixed hard or soft deadline. Soft deadlines carry a cost that is incurred when the deadline is missed. An online, safe scheduler is developed that ensures that hard deadlines are never missed, and that average cost of missing soft deadlines is minimized. The system is modelled as a Markov Decision Process (MDP) and safe model-based learning is used to find the probabilistic distributions over route delays and demand. Monte Carlo Tree Search (MCTS) Earliest Deadline First (EDF) is used to safely explore the learned models in an online fashion and develop a near-optimal non-preemptive scheduling policy. These results are compared with Value Iteration (VI) and MCTS (Random) scheduling solutions.


Hierarchical Reinforcement Learning with AI Planning Models

arXiv.org Artificial Intelligence

Two common approaches to sequential decision-making are AI planning (AIP) and reinforcement learning (RL). Each has strengths and weaknesses. AIP is interpretable, easy to integrate with symbolic knowledge, and often efficient, but requires an up-front logical domain specification and is sensitive to noise; RL only requires specification of rewards and is robust to noise but is sample inefficient and not easily supplied with external knowledge. We propose an integrative approach that combines high-level planning with RL, retaining interpretability, transfer, and efficiency, while allowing for robust learning of the lower-level plan actions. Our approach defines options in hierarchical reinforcement learning (HRL) from AIP operators by establishing a correspondence between the state transition model of AI planning problem and the abstract state transition system of a Markov Decision Process (MDP). Options are learned by adding intrinsic rewards to encourage consistency between the MDP and AIP transition models. We demonstrate the benefit of our integrated approach by comparing the performance of RL and HRL algorithms in both MiniGrid and N-rooms environments, showing the advantage of our method over the existing ones.


Online Policy Optimization for Robust MDP

arXiv.org Artificial Intelligence

The rapid progress of reinforcement learning (RL) algorithms enables trained agents to navigate around complicated environments and solve complex tasks. The standard reinforcement learning methods, however, may fail catastrophically in another environment, even if the two environments only differ slightly in dynamics [Farebrother et al., 2018, Packer et al., 2018, Cobbe et al., 2019, Song et al., 2019, Raileanu and Fergus, 2021]. In practical applications, such mismatch of environment dynamics are common and can be caused by a number of reasons, e.g., model deviation due to incomplete data, unexpected perturbation and possible adversarial attacks. Part of the sensitivity of standard RL algorithms stems from the formulation of the underlying Markov decision process (MDP). In a sequence of interactions, MDP assumes the dynamic to be unchanged, and the trained agent to be tested on the same dynamic thereafter. To model the potential mismatch between system dynamics, the framework of robust MDP is introduced to account for the uncertainty of the parameters of the MDP [Satia and Lave Jr, 1973, White III and Eldeib, 1994, Nilim and El Ghaoui, 2005, Iyengar, 2005].


Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees

arXiv.org Artificial Intelligence

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after interacting with the environment for $T$ episodes. We propose an optimistic posterior sampling algorithm for reinforcement learning (OPSRL), a simple variant of posterior sampling that only needs a number of posterior samples logarithmic in $H$, $S$, $A$, and $T$ per state-action pair. For OPSRL we guarantee a high-probability regret bound of order at most $\widetilde{\mathcal{O}}(\sqrt{H^3SAT})$ ignoring $\text{poly}\log(HSAT)$ terms. The key novel technical ingredient is a new sharp anti-concentration inequality for linear forms which may be of independent interest. Specifically, we extend the normal approximation-based lower bound for Beta distributions by Alfers and Dinges [1984] to Dirichlet distributions. Our bound matches the lower bound of order $\Omega(\sqrt{H^3SAT})$, thereby answering the open problems raised by Agrawal and Jia [2017b] for the episodic setting.


Scheduling of Missions with Constrained Tasks for Heterogeneous Robot Systems

arXiv.org Artificial Intelligence

We present a formal tasK AllocatioN and scheduling apprOAch for multi-robot missions (KANOA). KANOA supports two important types of task constraints: task ordering, which requires the execution of several tasks in a specified order; and joint tasks, which indicates tasks that must be performed by more than one robot. To mitigate the complexity of robotic mission planning, KANOA handles the allocation of the mission tasks to robots, and the scheduling of the allocated tasks separately. To that end, the task allocation problem is formalised in first-order logic and resolved using the Alloy model analyzer, and the task scheduling problem is encoded as a Markov decision process and resolved using the PRISM probabilistic model checker. We illustrate the application of KANOA through a case study in which a heterogeneous robotic team is assigned a hospital maintenance mission.


gym-DSSAT: a crop model turned into a Reinforcement Learning environment

arXiv.org Artificial Intelligence

Addressing a real world sequential decision problem with Reinforcement Learning (RL) usually starts with the use of a simulated environment that mimics real conditions. We present a novel open source RL environment for realistic crop management tasks. gym-DSSAT is a gym interface to the Decision Support System for Agrotechnology Transfer (DSSAT), a high fidelity crop simulator. DSSAT has been developped over the last 30 years and is widely recognized by agronomists. gym-DSSAT comes with predefined simulations based on real world maize experiments. The environment is as easy to use as any gym environment. We provide performance baselines using basic RL algorithms. We also briefly outline how the monolithic DSSAT simulator written in Fortran has been turned into a Python RL environment. Our methodology is generic and may be applied to similar simulators. We report on very preliminary experimental results which suggest that RL can help researchers to improve sustainability of fertilization and irrigation practices.


Collaborative Decision Making Using Action Suggestions

arXiv.org Artificial Intelligence

The level of autonomy is increasing in systems spanning multiple domains, but these systems still experience failures. One way to mitigate the risk of failures is to integrate human oversight of the autonomous systems and rely on the human to take control when the autonomy fails. In this work, we formulate a method of collaborative decision making through action suggestions that improves action selection without taking control of the system. Our approach uses each suggestion efficiently by incorporating the implicit information shared through suggestions to modify the agent's belief and achieves better performance with fewer suggestions than naively following the suggested actions. We assume collaborative agents share the same objective and communicate through valid actions. By assuming the suggested action is dependent only on the state, we can incorporate the suggested action as an independent observation of the environment. The assumption of a collaborative environment enables us to use the agent's policy to estimate the distribution over action suggestions. We propose two methods that use suggested actions and demonstrate the approach through simulated experiments. The proposed methodology results in increased performance while also being robust to suboptimal suggestions.


Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing

arXiv.org Artificial Intelligence

The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), rises the need for accurate option pricing models. Yet, existing methodologies fail to cope with the volatile nature of the emerging DAs. Many models have been proposed to address the unorthodox market dynamics and frequent disruptions in the microstructure caused by the non-stationarity, and peculiar statistics, in DA markets. However, they are either prone to the curse of dimensionality, as additional complexity is required to employ traditional theories, or they overfit historical patterns that may never repeat. Instead, we leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM). Time-regime clustering is a temporal clustering method, that clusters the historic evolution of a market into different volatility periods accounting for non-stationarity. ISVM can incorporate investor expectations in each of the sentiment-driven periods by using implied volatility (IV) data. In this paper, we applied this integrated time-regime clustering and ISVM method (termed MR-ISVM) to high-frequency data on BTC options at the popular trading platform Deribit. We demonstrate that MR-ISVM contributes to overcome the burden of complex adaption to jumps in higher order characteristics of option pricing models. This allows us to price the market based on the expectations of its participants in an adaptive fashion.


Graph clustering with Boltzmann machines

arXiv.org Machine Learning

Graph clustering is the process of grouping vertices into densely connected sets called clusters. We tailor two mathematical programming formulations from the literature, to this problem. In doing so, we obtain a heuristic approximation to the intra-cluster density maximization problem. We use two variations of a Boltzmann machine heuristic to obtain numerical solutions. For benchmarking purposes, we compare solution quality and computational performances to those obtained using a commercial solver, Gurobi. We also compare clustering quality to the clusters obtained using the popular Louvain modularity maximization method. Our initial results clearly demonstrate the superiority of our problem formulations. They also establish the superiority of the Boltzmann machine over the traditional exact solver. In the case of smaller less complex graphs, Boltzmann machines provide the same solutions as Gurobi, but with solution times that are orders of magnitude lower. In the case of larger and more complex graphs, Gurobi fails to return meaningful results within a reasonable time frame. Finally, we also note that both our clustering formulations, the distance minimization and $K$-medoids, yield clusters of superior quality to those obtained with the Louvain algorithm.