Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress random-walk behaviour. As with other Markov Chain Monte Carlo methods, Hamiltonian Monte Carlo produces auto-correlated samples which results in high variance in the estimators, and low effective sample size rates in the generated samples. Adding antithetic sampling to Hamiltonian Monte Carlo has been previously shown to produce higher effective sample rates compared to vanilla Hamiltonian Monte Carlo. In this paper, we present new algorithms which are antithetic versions of Riemannian Manifold Hamiltonian Monte Carlo and Quantum-Inspired Hamiltonian Monte Carlo. The Riemannian Manifold Hamiltonian Monte Carlo algorithm improves on Hamiltonian Monte Carlo by taking into account the local geometry of the target, which is beneficial for target densities that may exhibit strong correlations in the parameters. Quantum-Inspired Hamiltonian Monte Carlo is based on quantum particles that can have random mass. Quantum-Inspired Hamiltonian Monte Carlo uses a random mass matrix which results in better sampling than Hamiltonian Monte Carlo on spiky and multi-modal distributions such as jump diffusion processes. The analysis is performed on jump diffusion process using real world financial market data, as well as on real world benchmark classification tasks using Bayesian logistic regression.

This work focuses on learning useful and robust deep world models using multiple, possibly unreliable, sensors. We find that current methods do not sufficiently encourage a shared representation between modalities; this can cause poor performance on downstream tasks and over-reliance on specific sensors. As a solution, we contribute a new multi-modal deep latent state-space model, trained using a mutual information lower-bound. The key innovation is a specially-designed density ratio estimator that encourages consistency between the latent codes of each modality. We tasked our method to learn policies (in a self-supervised manner) on multi-modal Natural MuJoCo benchmarks and a challenging Table Wiping task. Experiments show our method significantly outperforms state-of-the-art deep reinforcement learning methods, particularly in the presence of missing observations.

Avoiding unseen or partially occluded vulnerable road users (VRUs) is a major challenge for fully autonomous driving in urban scenes. However, occlusion-aware risk assessment systems have not been widely studied. Here, we propose a pedestrian emergence estimation and occlusion-aware risk assessment system for urban autonomous driving. First, the proposed system utilizes available contextual information, such as visible cars and pedestrians, to estimate pedestrian emergence probabilities in occluded regions. These probabilities are then used in a risk assessment framework, and incorporated into a longitudinal motion controller. The proposed controller is tested against several baseline controllers that recapitulate some commonly observed driving styles. The simulated test scenarios include randomly placed parked cars and pedestrians, most of whom are occluded from the ego vehicle's view and emerges randomly. The proposed controller outperformed the baselines in terms of safety and comfort measures.

In the last decade, Deep Reinforcement Learning [1] algorithms have solved increasingly complicated problems in many different domains, spanning from video games [2] to numerous robotics applications [3], in an end-to-end fashion. Despite the success of end-to-end Reinforcement Learning, these methods suffer from low sample efficiency and usually requires lengthy and expensive training procedures to learn optimal behaviours. This problem is even more emphasized when the true state of the environment is not observable, and the observation space O or the action space A are high-dimensional. In end-to-end settings, due to the weak supervision of the reward signal, Reinforcement Learning algorithms are not enforced to learn good state representations of the environment, making the mapping observations to actions challenging to learn and interpret. State representation learning [4] methods aim at reducing the dimensionality of the observation stream by learning a mapping from the observation space O to a lower-dimensional state space S containing only the meaningful feature needed for solving a given task. By employing self-supervised auxiliary losses, it is possible to enforce optimal state representation and learn models of the underlying Markov Decision Process, or MDP. When policies are learned using the abstract or latent state-space variables, the training time is often reduced, the sample-efficiency, the robustness, and generalisation capabilities of the policies grow compared to end-to-end Reinforcement Learning [5], [6] and [7]. While the problem of state representation and observation compression has been extensively treated [4], only a few works have extended the concept of dimensionality reduction to the action space A. In this category, we find the works done in [8], [9] and [10] where low-dimensional action representations are used to improve training efficiency

In this article we present the motivation and the core thesis towards the implementation of a Quantum Knowledge Seeking Agent (QKSA). QKSA is a general reinforcement learning agent that can be used to model classical and quantum dynamics. It merges ideas from universal artificial general intelligence, constructor theory and genetic programming to build a robust and general framework for testing the capabilities of the agent in a variety of environments. It takes the artificial life (or, animat) path to artificial general intelligence where a population of intelligent agents are instantiated to explore valid ways of modelling the perceptions. The multiplicity and survivability of the agents are defined by the fitness, with respect to the explainability and predictability, of a resource-bounded computational model of the environment. This general learning approach is then employed to model the physics of an environment based on subjective observer states of the agents. A specific case of quantum process tomography as a general modelling principle is presented. The various background ideas and a baseline formalism are discussed in this article which sets the groundwork for the implementations of the QKSA that are currently in active development.

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards, where the later is typically considered as an approximation to the former. While the discounted reward is more popular, it is problematic to apply in environments that have no natural notion of discounting. This motivates us to revisit a) the progression of optimality criteria in dynamic programming, b) justification for and complication of an artificial discount factor, and c) benefits of directly maximizing the average reward. Our contributions include a thorough examination of the relationship between average and discounted rewards, as well as a discussion of their pros and cons in RL. We emphasize that average-reward RL methods possess the ingredient and mechanism for developing the general discounting-free optimality criterion (Veinott, 1969) in RL.

In this work we theoretically and experimentally analyze Multi-Agent Advantage Actor-Critic (MA2C) and Independent Advantage Actor-Critic (IA2C), two recently proposed multi-agent reinforcement learning methods that can be applied to control traffic signals in urban areas. The two methods differ in their use of a reward calculated locally or globally and in the management of agents' communication. We analyze the methods theoretically with the framework provided by non-Markov decision processes, which provides useful insights in the analysis of the algorithms. Moreover, we analyze the efficacy and the robustness of the methods experimentally by testing them in two traffic areas in the Bologna (Italy) area, simulated by SUMO, a software tool. The experimental results indicate that MA2C achieves the best performance in the majority of cases, outperforms the alternative method considered, and displays sufficient stability during the learning process.

Autonomous vehicles have a great potential in the application of both civil and military fields, and have become the focus of research with the rapid development of science and economy. This article proposes a brief review on learning-based decision-making technology for autonomous vehicles since it is significant for safer and efficient performance of autonomous vehicles. Firstly, the basic outline of decision-making technology is provided. Secondly, related works about learning-based decision-making methods for autonomous vehicles are mainly reviewed with the comparison to classical decision-making methods. In addition, applications of decision-making methods in existing autonomous vehicles are summarized. Finally, promising research topics in the future study of decision-making technology for autonomous vehicles are prospected.

Forecasting windmill time series is often the basis of other processes such as anomaly detection, health monitoring, or maintenance scheduling. The amount of data generated on windmill farms makes online learning the most viable strategy to follow. Such settings require retraining the model each time a new batch of data is available. However, update the model with the new information is often very expensive to perform using traditional Recurrent Neural Networks (RNNs). In this paper, we use Long Short-term Cognitive Networks (LSTCNs) to forecast windmill time series in online settings. These recently introduced neural systems consist of chained Short-term Cognitive Network blocks, each processing a temporal data chunk. The learning algorithm of these blocks is based on a very fast, deterministic learning rule that makes LSTCNs suitable for online learning tasks. The numerical simulations using a case study with four windmills showed that our approach reported the lowest forecasting errors with respect to a simple RNN, a Long Short-term Memory, a Gated Recurrent Unit, and a Hidden Markov Model. What is perhaps more important is that the LSTCN approach is significantly faster than these state-of-the-art models.

In membership/subscriber acquisition and retention, we sometimes need to recommend marketing content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page can only return feedback as moving forward in the process or dropping from it until a termination state. We refer to this type of problems as sequential decision making in linear--flow. We propose to formulate the problem as an MDP with Bandits where Bandits are employed to model the transition probability matrix. At recommendation time, we use Thompson sampling (TS) to sample the transition probabilities and allocate the best series of actions with analytical solution through exact dynamic programming. The way that we formulate the problem allows us to leverage TS's efficiency in balancing exploration and exploitation and Bandit's convenience in modeling actions' incompatibility. In the simulation study, we observe the proposed MDP with Bandits algorithm outperforms Q-learning with $\epsilon$-greedy and decreasing $\epsilon$, independent Bandits, and interaction Bandits. We also find the proposed algorithm's performance is the most robust to changes in the across-page interdependence strength.