Markov Models
Learning Stochastic Shortest Path with Linear Function Approximation
Min, Yifei, He, Jiafan, Wang, Tianhao, Gu, Quanquan
The Stochastic Shortest Path (SSP) model refers to a type of reinforcement learning (RL) problems where an agent repeatedly interacts with a stochastic environment and aims to reach some specific goal state while minimizing the cumulative cost. Compared with other popular RL settings such as episodic and infinite-horizon Markov Decision Processes (MDPs), the horizon length in SSP is random, varies across different policies, and can potentially be infinite because the interaction only stops when arriving at the goal state. Therefore, the SSP model includes both episodic and infinitehorizon MDPs as special cases, and is comparably more general and of broader applicability. In particular, many goal-oriented real-world problems fit better into the SSP model, such as navigation and GO game (Andrychowicz et al., 2017; Nasiriany et al., 2019). In recent years, there emerges a line of works on developing efficient algorithms and the corresponding analyses for learning SSP. Most of them consider the episodic setting, where the interaction between the agent and the environment proceeds in K episodes (Cohen et al., 2020; Tarbouriech et al., 2020a). For tabular SSP models where the sizes of the action and state space are finite, Cohen et al. (2021) developed a finite-horizon reduction algorithm that achieves the minimax
Map Induction: Compositional spatial submap learning for efficient exploration in novel environments
Sharma, Sugandha, Curtis, Aidan, Kryven, Marta, Tenenbaum, Josh, Fiete, Ila
Humans are expert explorers. Understanding the computational cognitive mechanisms that support this efficiency can advance the study of the human mind and enable more efficient exploration algorithms. We hypothesize that humans explore new environments efficiently by inferring the structure of unobserved spaces using spatial information collected from previously explored spaces. This cognitive process can be modeled computationally using program induction in a Hierarchical Bayesian framework that explicitly reasons about uncertainty with strong spatial priors. Using a new behavioral Map Induction Task, we demonstrate that this computational framework explains human exploration behavior better than non-inductive models and outperforms state-of-the-art planning algorithms when applied to a realistic spatial navigation domain.
Inverse Optimal Control Adapted to the Noise Characteristics of the Human Sensorimotor System
Schultheis, Matthias, Straub, Dominik, Rothkopf, Constantin A.
Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for a task and the optimality of human behavior is evaluated by comparing observed and predicted trajectories. Here, we introduce inverse optimal control with signal-dependent noise, which allows inferring the cost function from observed behavior. To do so, we formalize the problem as a partially observable Markov decision process and distinguish between the agent's and the experimenter's inference problems. Specifically, we derive a probabilistic formulation of the evolution of states and belief states and an approximation to the propagation equation in the linear-quadratic Gaussian problem with signal-dependent noise. We extend the model to the case of partial observability of state variables from the point of view of the experimenter. We show the feasibility of the approach through validation on synthetic data and application to experimental data. Our approach enables recovering the costs and benefits implicit in human sequential sensorimotor behavior, thereby reconciling normative and descriptive approaches in a computational framework.
Iterated Block Particle Filter for High-dimensional Parameter Learning: Beating the Curse of Dimensionality
Ning, Ning, Ionides, Edward L.
Parameter learning for high-dimensional, partially observed, and nonlinear stochastic processes is a methodological challenge. Spatiotemporal disease transmission systems provide examples of such processes giving rise to open inference problems. We propose the iterated block particle filter (IBPF) algorithm for learning high-dimensional parameters over graphical state space models with general state spaces, measures, transition densities and graph structure. Theoretical performance guarantees are obtained on beating the curse of dimensionality (COD), algorithm convergence, and likelihood maximization. Experiments on a highly nonlinear and non-Gaussian spatiotemporal model for measles transmission reveal that the iterated ensemble Kalman filter algorithm (Li et al. (2020)) is ineffective and the iterated filtering algorithm (Ionides et al. (2015)) suffers from the COD, while our IBPF algorithm beats COD consistently across various experiments with different metrics.
Distributed Reinforcement Learning for Privacy-Preserving Dynamic Edge Caching
Liu, Shengheng, Zheng, Chong, Huang, Yongming, Quek, Tony Q. S.
Mobile edge computing (MEC) is a prominent computing paradigm which expands the application fields of wireless communication. Due to the limitation of the capacities of user equipments and MEC servers, edge caching (EC) optimization is crucial to the effective utilization of the caching resources in MEC-enabled wireless networks. However, the dynamics and complexities of content popularities over space and time as well as the privacy preservation of users pose significant challenges to EC optimization. In this paper, a privacy-preserving distributed deep deterministic policy gradient (P2D3PG) algorithm is proposed to maximize the cache hit rates of devices in the MEC networks. Specifically, we consider the fact that content popularities are dynamic, complicated and unobservable, and formulate the maximization of cache hit rates on devices as distributed problems under the constraints of privacy preservation. In particular, we convert the distributed optimizations into distributed model-free Markov decision process problems and then introduce a privacy-preserving federated learning method for popularity prediction. Subsequently, a P2D3PG algorithm is developed based on distributed reinforcement learning to solve the distributed problems. Simulation results demonstrate the superiority of the proposed approach in improving EC hit rate over the baseline methods while preserving user privacy.
Semantic Sensing and Planning for Human-Robot Collaboration in Uncertain Environments
Burks, Luke, Ray, Hunter M., McGinley, Jamison, Vunnam, Sousheel, Ahmed, Nisar
Autonomous robots can benefit greatly from human-provided semantic characterizations of uncertain task environments and states. However, the development of integrated strategies which let robots model, communicate, and act on such soft data remains challenging. Here, a framework is presented for active semantic sensing and planning in human-robot teams which addresses these gaps by formally combining the benefits of online sampling-based POMDP policies, multi-modal semantic interaction, and Bayesian data fusion. This approach lets humans opportunistically impose model structure and extend the range of semantic soft data in uncertain environments by sketching and labeling arbitrary landmarks across the environment. Dynamic updating of the environment while searching for a mobile target allows robotic agents to actively query humans for novel and relevant semantic data, thereby improving beliefs of unknown environments and target states for improved online planning. Target search simulations show significant improvements in time and belief state estimates required for interception versus conventional planning based solely on robotic sensing. Human subject studies demonstrate a average doubling in dynamic target capture rate compared to the lone robot case, employing reasoning over a range of user characteristics and interaction modalities. Video of interaction can be found at https://youtu.be/Eh-82ZJ1o4I.
Towards Optimal Correlational Object Search
Zheng, Kaiyu, Chitnis, Rohan, Sung, Yoonchang, Konidaris, George, Tellex, Stefanie
In realistic applications of object search, robots will need to locate target objects in complex environments while coping with unreliable sensors, especially for small or hard-to-detect objects. In such settings, correlational information can be valuable for planning efficiently: when looking for a fork, the robot could start by locating the easier-to-detect refrigerator, since forks would probably be found nearby. Previous approaches to object search with correlational information typically resort to ad-hoc or greedy search strategies. In this paper, we propose the Correlational Object Search POMDP (COS-POMDP), which can be solved to produce search strategies that use correlational information. COS-POMDPs contain a correlation-based observation model that allows us to avoid the exponential blow-up of maintaining a joint belief about all objects, while preserving the optimal solution to this naive, exponential POMDP formulation. We propose a hierarchical planning algorithm to scale up COS-POMDP for practical domains. We conduct experiments using AI2-THOR, a realistic simulator of household environments, as well as YOLOv5, a widely-used object detector. Our results show that, particularly for hard-to-detect objects, such as scrub brush and remote control, our method offers the most robust performance compared to baselines that ignore correlations as well as a greedy, next-best view approach.
State-based Episodic Memory for Multi-Agent Reinforcement Learning
Multi-agent reinforcement learning (MARL) algorithms have made promising progress in recent years by leveraging the centralized training and decentralized execution (CTDE) paradigm. However, existing MARL algorithms still suffer from the sample inefficiency problem. In this paper, we propose a simple yet effective approach, called state-based episodic memory (SEM), to improve sample efficiency in MARL. SEM adopts episodic memory (EM) to supervise the centralized training procedure of CTDE in MARL. To the best of our knowledge, SEM is the first work to introduce EM into MARL. We can theoretically prove that, when using for MARL, SEM has lower space complexity and time complexity than state and action based EM (SAEM), which is originally proposed for single-agent reinforcement learning. Experimental results on StarCraft multi-agent challenge (SMAC) show that introducing episodic memory into MARL can improve sample efficiency and SEM can reduce storage cost and time cost compared with SAEM.
Locally Differentially Private Reinforcement Learning for Linear Mixture Markov Decision Processes
Liao, Chonghua, He, Jiafan, Gu, Quanquan
Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL with linear function approximation and local differential privacy (LDP) guarantees. We propose a novel $(\varepsilon, \delta)$-LDP algorithm for learning a class of Markov decision processes (MDPs) dubbed linear mixture MDPs, and obtains an $\tilde{\mathcal{O}}( d^{5/4}H^{7/4}T^{3/4}\left(\log(1/\delta)\right)^{1/4}\sqrt{1/\varepsilon})$ regret, where $d$ is the dimension of feature mapping, $H$ is the length of the planning horizon, and $T$ is the number of interactions with the environment. We also prove a lower bound $\Omega(dH\sqrt{T}/\left(e^{\varepsilon}(e^{\varepsilon}-1)\right))$ for learning linear mixture MDPs under $\varepsilon$-LDP constraint. Experiments on synthetic datasets verify the effectiveness of our algorithm. To the best of our knowledge, this is the first provable privacy-preserving RL algorithm with linear function approximation.
Stateful Offline Contextual Policy Evaluation and Learning
We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown individual-level responses to agent actions. This model can be thought of as an offline generalization of contextual bandits with resource constraints. We formalize the relevant causal structure of problems such as dynamic personalized pricing and other operations management problems in the presence of potentially high-dimensional user types. The key insight is that an individual-level response is often not causally affected by the state variable and can therefore easily be generalized across timesteps and states. When this is true, we study implications for (doubly robust) off-policy evaluation and learning by instead leveraging single time-step evaluation, estimating the expectation over a single arrival via data from a population, for fitted-value iteration in a marginal MDP. We study sample complexity and analyze error amplification that leads to the persistence, rather than attenuation, of confounding error over time. In simulations of dynamic and capacitated pricing, we show improved out-of-sample policy performance in this class of relevant problems.