Markov chains provide an easy way to generate plausible-sounding nonsense in a chatbot. They aren't particularly useful for serious purposes, but they can be used for an entertainment bot or to lighten the conversation with occasional silliness. A Markov chain is a statistical process built on a state machine. In computational theory, a state machine is a physical or virtual machine that has some number of discrete states. In a Markov process, the rules are based on probabilities. Given the machine's current state, there's a specified probability for one or more states that it will go there next.

Transfer learning where the behavior of extracting transferable knowledge from the source domain(s) and reusing this knowledge to target domain has become a research area of great interest in the field of artificial intelligence. Probabilistic graphical models (PGMs) have been recognized as a powerful tool for modeling complex systems with many advantages, e.g., the ability to handle uncertainty and possessing good interpretability. Considering the success of these two aforementioned research areas, it seems natural to apply PGMs to transfer learning. However, although there are already some excellent PGMs specific to transfer learning in the literature, the potential of PGMs for this problem is still grossly underestimated. This paper aims to boost the development of PGMs for transfer learning by 1) examining the pilot studies on PGMs specific to transfer learning, i.e., analyzing and summarizing the existing mechanisms particularly designed for knowledge transfer; 2) discussing examples of real-world transfer problems where existing PGMs have been successfully applied; and 3) exploring several potential research directions on transfer learning using PGM.

In the literature of transmission scheduling in wireless networked control systems (WNCSs) over shared wireless resources, most research works have focused on partially distributed settings, i.e., where either the controller and actuator, or the sensor and controller are co-located. To overcome this limitation, the present work considers a fully distributed WNCS with distributed plants, sensors, actuators and a controller, sharing a limited number of frequency channels. To overcome communication limitations, the controller schedules the transmissions and generates sequential predictive commands for control. Using elements of stochastic systems theory, we derive a sufficient stability condition of the WNCS, which is stated in terms of both the control and communication system parameters. Once the condition is satisfied, there exists at least one stationary and deterministic scheduling policy that can stabilize all plants of the WNCS. By analyzing and representing the per-step cost function of the WNCS in terms of a finite-length countable vector state, we formulate the optimal transmission scheduling problem into a Markov decision process problem and develop a deep-reinforcement-learning-based algorithm for solving it. Numerical results show that the proposed algorithm significantly outperforms the benchmark policies.

Tracking a turbulent plume to locate its source is a complex control problem because it requires multi-sensory integration and must be robust to intermittent odors, changing wind direction, and variable plume statistics. This task is routinely performed by flying insects, often over long distances, in pursuit of food or mates. Several aspects of this remarkable behavior have been studied in detail in many experimental studies. Here, we take a complementary in silico approach, using artificial agents trained with reinforcement learning to develop an integrated understanding of the behaviors and neural computations that support plume tracking. Specifically, we use deep reinforcement learning (DRL) to train recurrent neural network (RNN) agents to locate the source of simulated turbulent plumes. Interestingly, the agents' emergent behaviors resemble those of flying insects, and the RNNs learn to represent task-relevant variables, such as head direction and time since last odor encounter. Our analyses suggest an intriguing experimentally testable hypothesis for tracking plumes in changing wind direction -- that agents follow local plume shape rather than the current wind direction. While reflexive short-memory behaviors are sufficient for tracking plumes in constant wind, longer timescales of memory are essential for tracking plumes that switch direction. At the level of neural dynamics, the RNNs' population activity is low-dimensional and organized into distinct dynamical structures, with some correspondence to behavioral modules. Our in silico approach provides key intuitions for turbulent plume tracking strategies and motivates future targeted experimental and theoretical developments.

The rampant adoption of ML methodologies has revealed that models are usually adopted to make decisions without taking into account the uncertainties in their predictions. More critically, they can be vulnerable to adversarial examples. Thus, we believe that developing ML systems that take into account predictive uncertainties and are robust against adversarial examples is a must for critical, real-world tasks. We start with a case study in retailing. We propose a robust implementation of the Nerlove-Arrow model using a Bayesian structural time series model. Its Bayesian nature facilitates incorporating prior information reflecting the manager's views, which can be updated with relevant data. However, this case adopted classical Bayesian techniques, such as the Gibbs sampler. Nowadays, the ML landscape is pervaded with neural networks and this chapter also surveys current developments in this sub-field. Then, we tackle the problem of scaling Bayesian inference to complex models and large data regimes. In the first part, we propose a unifying view of two different Bayesian inference algorithms, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) and Stein Variational Gradient Descent (SVGD), leading to improved and efficient novel sampling schemes. In the second part, we develop a framework to boost the efficiency of Bayesian inference in probabilistic models by embedding a Markov chain sampler within a variational posterior approximation. After that, we present an alternative perspective on adversarial classification based on adversarial risk analysis, and leveraging the scalable Bayesian approaches from chapter 2. In chapter 4 we turn to reinforcement learning, introducing Threatened Markov Decision Processes, showing the benefits of accounting for adversaries in RL while the agent learns.

We study methods based on reproducing kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process (MRP). We study a regularized form of the kernel least-squares temporal difference (LSTD) estimate; in the population limit of infinite data, it corresponds to the fixed point of a projected Bellman operator defined by the associated reproducing kernel Hilbert space. The estimator itself is obtained by computing the projected fixed point induced by a regularized version of the empirical operator; due to the underlying kernel structure, this reduces to solving a linear system involving kernel matrices. We analyze the error of this estimate in the $L^2(\mu)$-norm, where $\mu$ denotes the stationary distribution of the underlying Markov chain. Our analysis imposes no assumptions on the transition operator of the Markov chain, but rather only conditions on the reward function and population-level kernel LSTD solutions. We use empirical process theory techniques to derive a non-asymptotic upper bound on the error with explicit dependence on the eigenvalues of the associated kernel operator, as well as the instance-dependent variance of the Bellman residual error. In addition, we prove minimax lower bounds over sub-classes of MRPs, which shows that our rate is optimal in terms of the sample size $n$ and the effective horizon $H = (1 - \gamma)^{-1}$. Whereas existing worst-case theory predicts cubic scaling ($H^3$) in the effective horizon, our theory reveals that there is in fact a much wider range of scalings, depending on the kernel, the stationary distribution, and the variance of the Bellman residual error. Notably, it is only parametric and near-parametric problems that can ever achieve the worst-case cubic scaling.

An informative measurement is the most efficient way to gain information about an unknown state. We give a first-principles derivation of a general-purpose dynamic programming algorithm that returns a sequence of informative measurements by sequentially maximizing the entropy of possible measurement outcomes. This algorithm can be used by an autonomous agent or robot to decide where best to measure next, planning a path corresponding to an optimal sequence of informative measurements. This algorithm is applicable to states and controls that are continuous or discrete, and agent dynamics that is either stochastic or deterministic; including Markov decision processes. Recent results from approximate dynamic programming and reinforcement learning, including on-line approximations such as rollout and Monte Carlo tree search, allow an agent or robot to solve the measurement task in real-time. The resulting near-optimal solutions include non-myopic paths and measurement sequences that can generally outperform, sometimes substantially, commonly-used greedy heuristics such as maximizing the entropy of each measurement outcome. This is demonstrated for a global search problem, where on-line planning with an extended local search is found to reduce the number of measurements in the search by half.

Cooperative multi-agent reinforcement learning is a decentralized paradigm in sequential decision making where agents distributed over a network iteratively collaborate with neighbors to maximize global (network-wide) notions of rewards. Exact computations typically involve a complexity that scales exponentially with the number of agents. To address this curse of dimensionality, we design a scalable algorithm based on the Natural Policy Gradient framework that uses local information and only requires agents to communicate with neighbors within a certain range. Under standard assumptions on the spatial decay of correlations for the transition dynamics of the underlying Markov process and the localized learning policy, we show that our algorithm converges to the globally optimal policy with a dimension-free statistical and computational complexity, incurring a localization error that does not depend on the number of agents and converges to zero exponentially fast as a function of the range of communication.

We investigate improving Monte Carlo Tree Search based solvers for Partially Observable Markov Decision Processes (POMDPs), when applied to adaptive sampling problems. We propose improvements in rollout allocation, the action exploration algorithm, and plan commitment. The first allocates a different number of rollouts depending on how many actions the agent has taken in an episode. We find that rollouts are more valuable after some initial information is gained about the environment. Thus, a linear increase in the number of rollouts, i.e. allocating a fixed number at each step, is not appropriate for adaptive sampling tasks. The second alters which actions the agent chooses to explore when building the planning tree. We find that by using knowledge of the number of rollouts allocated, the agent can more effectively choose actions to explore. The third improvement is in determining how many actions the agent should take from one plan. Typically, an agent will plan to take the first action from the planning tree and then call the planner again from the new state. Using statistical techniques, we show that it is possible to greatly reduce the number of rollouts by increasing the number of actions taken from a single planning tree without affecting the agent's final reward. Finally, we demonstrate experimentally, on simulated and real aquatic data from an underwater robot, that these improvements can be combined, leading to better adaptive sampling. The code for this work is available at https://github.com/uscresl/AdaptiveSamplingPOMCP

Advanced metamorphic malware and ransomware, by using obfuscation, could alter their internal structure with every attack. If such malware could intrude even into any of the IoT networks, then even if the original malware instance gets detected, by that time it can still infect the entire network. It is challenging to obtain training data for such evasive malware. Therefore, in this paper, we present ADVERSARIALuscator, a novel system that uses specialized Adversarial-DRL to obfuscate malware at the opcode level and create multiple metamorphic instances of the same. To the best of our knowledge, ADVERSARIALuscator is the first-ever system that adopts the Markov Decision Process-based approach to convert and find a solution to the problem of creating individual obfuscations at the opcode level. This is important as the machine language level is the least at which functionality could be preserved so as to mimic an actual attack effectively. ADVERSARIALuscator is also the first-ever system to use efficient continuous action control capable of deep reinforcement learning agents like the Proximal Policy Optimization in the area of cyber security. Experimental results indicate that ADVERSARIALuscator could raise the metamorphic probability of a corpus of malware by >0.45. Additionally, more than 33% of metamorphic instances generated by ADVERSARIALuscator were able to evade the most potent IDS. If such malware could intrude even into any of the IoT networks, then even if the original malware instance gets detected, by that time it can still infect the entire network. Hence ADVERSARIALuscator could be used to generate data representative of a swarm of very potent and coordinated AI-based metamorphic malware attacks. The so generated data and simulations could be used to bolster the defenses of an IDS against an actual AI-based metamorphic attack from advanced malware and ransomware.