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 Markov Models


Decentralized Circle Formation Control for Fish-like Robots in the Real-world via Reinforcement Learning

arXiv.org Artificial Intelligence

In this paper, the circle formation control problem is addressed for a group of cooperative underactuated fish-like robots involving unknown nonlinear dynamics and disturbances. Based on the reinforcement learning and cognitive consistency theory, we propose a decentralized controller without the knowledge of the dynamics of the fish-like robots. The proposed controller can be transferred from simulation to reality. It is only trained in our established simulation environment, and the trained controller can be deployed to real robots without any manual tuning. Simulation results confirm that the proposed model-free robust formation control method is scalable with respect to the group size of the robots and outperforms other representative RL algorithms. Several experiments in the real world verify the effectiveness of our RL-based approach for circle formation control.


Constrained Multiagent Markov Decision Processes: a Taxonomy of Problems and Algorithms

Journal of Artificial Intelligence Research

In domains such as electric vehicle charging, smart distribution grids and autonomous warehouses, multiple agents share the same resources. When planning the use of these resources, agents need to deal with the uncertainty in these domains. Although several models and algorithms for such constrained multiagent planning problems under uncertainty have been proposed in the literature, it remains unclear when which algorithm can be applied. In this survey we conceptualize these domains and establish a generic problem class based on Markov decision processes. We identify and compare the conditions under which algorithms from the planning literature for problems in this class can be applied: whether constraints are soft or hard, whether agents are continuously connected, whether the domain is fully observable, whether a constraint is momentarily (instantaneous) or on a budget, and whether the constraint is on a single resource or on multiple. Further we discuss the advantages and disadvantages of these algorithms. We conclude by identifying open problems that are directly related to the conceptualized domains, as well as in adjacent research areas.


Provably Efficient Cooperative Multi-Agent Reinforcement Learning with Function Approximation

arXiv.org Machine Learning

Cooperative multi-agent reinforcement learning (MARL) systems are widely prevalent in many engineering systems, e.g., robotic systems (Ding et al., 2020), power grids (Yu et al., 2014), traffic control (Bazzan, 2009), as well as team games (Zhao et al., 2019). Increasingly, federated (Yang et al., 2019) and distributed (Peteiro-Barral & Guijarro-Berdiรฑas, 2013) machine learning is gaining prominence in industrial applications, and reinforcement learning in these large-scale settings is becoming of import in the research community as well (Zhuo et al., 2019; Liu et al., 2019). Recent research in the statistical learning community has focused on cooperative multi-agent decision-making algorithms with provable guarantees(Zhang et al., 2018b; Wai et al., 2018; Zhang et al., 2018a). However, prior work focuses on algorithms that, while are decentralized, provide guarantees on convergence (e.g., Zhang et al. (2018b)) but no finite-sample guarantees for regret, in contrast to efficient algorithms with function approximation proposed for single-agent RL (e.g., Jin et al. (2018, 2020); Yang et al. (2020)). Moreover, optimization in the decentralized multi-agent setting is also known to be non-convergent without assumptions (Tan, 1993). Developing no-regret multi-agent algorithms is therefore an important problem in RL. For the (relatively) easier problem of multi-agent multi-armed bandits, there has been significant recent interest in decentralized algorithms involving agents communicating over a network (Landgren et al., 2016a, 2018; Martรญnez-Rubio et al., 2019; Dubey & Pentland, 2020b), as well as in the distributed settings (Hillel et al., 2013; Wang et al., 2019). Since several application areas for distributed sequential decision-making regularly involve non-stationarity and contextual information (Polydoros & Nalpantidis, 2017), an MDP formulation can potentially provide stronger algorithms for these settings as well. Furthermore, no-regret algorithms in the single-agent RL setting with function approximation (e.g., Jin et al. (2020)) build on analysis techniques for contextual bandits, which leads us to the question - Can no-regret function approximation be extended to (decentralized) cooperative multi-agent reinforcement learning?


Model-based versus Model-free Deep Reinforcement Learning for Autonomous Racing Cars

arXiv.org Artificial Intelligence

Despite the rich theoretical foundation of model-based deep reinforcement learning (RL) agents, their effectiveness in real-world robotics-applications is less studied and understood. In this paper, we, therefore, investigate how such agents generalize to real-world autonomous-vehicle control-tasks, where advanced model-free deep RL algorithms fail. In particular, we set up a series of time-lap tasks for an F1TENTH racing robot, equipped with high-dimensional LiDAR sensors, on a set of test tracks with a gradual increase in their complexity. In this continuous-control setting, we show that model-based agents capable of learning in imagination, substantially outperform model-free agents with respect to performance, sample efficiency, successful task completion, and generalization. Moreover, we show that the generalization ability of model-based agents strongly depends on the observation-model choice. Finally, we provide extensive empirical evidence for the effectiveness of model-based agents provided with long enough memory horizons in sim2real tasks.


Joint Coding and Scheduling Optimization for Distributed Learning over Wireless Edge Networks

arXiv.org Artificial Intelligence

Unlike theoretical distributed learning (DL), DL over wireless edge networks faces the inherent dynamics/uncertainty of wireless connections and edge nodes, making DL less efficient or even inapplicable under the highly dynamic wireless edge networks (e.g., using mmW interfaces). This article addresses these problems by leveraging recent advances in coded computing and the deep dueling neural network architecture. By introducing coded structures/redundancy, a distributed learning task can be completed without waiting for straggling nodes. Unlike conventional coded computing that only optimizes the code structure, coded distributed learning over the wireless edge also requires to optimize the selection/scheduling of wireless edge nodes with heterogeneous connections, computing capability, and straggling effects. However, even neglecting the aforementioned dynamics/uncertainty, the resulting joint optimization of coding and scheduling to minimize the distributed learning time turns out to be NP-hard. To tackle this and to account for the dynamics and uncertainty of wireless connections and edge nodes, we reformulate the problem as a Markov Decision Process and then design a novel deep reinforcement learning algorithm that employs the deep dueling neural network architecture to find the jointly optimal coding scheme and the best set of edge nodes for different learning tasks without explicit information about the wireless environment and edge nodes' straggling parameters. Simulations show that the proposed framework reduces the average learning delay in wireless edge computing up to 66% compared with other DL approaches. The jointly optimal framework in this article is also applicable to any distributed learning scheme with heterogeneous and uncertain computing nodes.


A Lower Bound for the Sample Complexity of Inverse Reinforcement Learning

arXiv.org Machine Learning

Inverse reinforcement learning (IRL) is the task of finding a reward function that generates a desired optimal policy for a given Markov Decision Process (MDP). This paper develops an information-theoretic lower bound for the sample complexity of the finite state, finite action IRL problem. A geometric construction of $\beta$-strict separable IRL problems using spherical codes is considered. Properties of the ensemble size as well as the Kullback-Leibler divergence between the generated trajectories are derived. The resulting ensemble is then used along with Fano's inequality to derive a sample complexity lower bound of $O(n \log n)$, where $n$ is the number of states in the MDP.


Causal Reinforcement Learning: An Instrumental Variable Approach

arXiv.org Machine Learning

In the standard data analysis framework, data is first collected (once for all), and then data analysis is carried out. With the advancement of digital technology, decisionmakers constantly analyze past data and generate new data through the decisions they make. In this paper, we model this as a Markov decision process and show that the dynamic interaction between data generation and data analysis leads to a new type of bias -- reinforcement bias -- that exacerbates the endogeneity problem in standard data analysis. We propose a class of instrument variable (IV)-based reinforcement learning (RL) algorithms to correct for the bias and establish their asymptotic properties by incorporating them into a two-timescale stochastic approximation framework. A key contribution of the paper is the development of new techniques that allow for the analysis of the algorithms in general settings where noises feature time-dependency. We use the techniques to derive sharper results on finite-time trajectory stability bounds: with a polynomial rate, the entire future trajectory of the iterates from the algorithm fall within a ball that is centered at the true parameter and is shrinking at a (different) polynomial rate. We also use the technique to provide formulas for inferences that are rarely done for RL algorithms. These formulas highlight how the strength of the IV and the degree of the noise's time dependency affect the inference.


On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk

arXiv.org Artificial Intelligence

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the coherent risk is difficult in Markov decision processes, recent work tends to focus on the Markov coherent risk (MCR), a time-consistent surrogate. While, policy gradient (PG) updates have been derived for this objective, it remains unclear (i) whether PG finds a global optimum for MCR; (ii) how to estimate the gradient in a tractable manner. In this paper, we demonstrate that, in general, MCR objectives (unlike the expected return) are not gradient dominated and that stationary points are not, in general, guaranteed to be globally optimal. Moreover, we present a tight upper bound on the suboptimality of the learned policy, characterizing its dependence on the nonlinearity of the objective and the degree of risk aversion. Addressing (ii), we propose a practical implementation of PG that uses state distribution reweighting to overcome previous limitations. Through experiments, we demonstrate that when the optimality gap is small, PG can learn risk-sensitive policies. However, we find that instances with large suboptimality gaps are abundant and easy to construct, outlining an important challenge for future research.


Meta Learning Black-Box Population-Based Optimizers

arXiv.org Artificial Intelligence

The no free lunch theorem states that no model is better suited to every problem. A question that arises from this is how to design methods that propose optimizers tailored to specific problems achieving state-of-the-art performance. This paper addresses this issue by proposing the use of meta-learning to infer population-based black-box optimizers that can automatically adapt to specific classes of problems. We suggest a general modeling of population-based algorithms that result in Learning-to-Optimize POMDP (LTO-POMDP), a meta-learning framework based on a specific partially observable Markov decision process (POMDP). From that framework's formulation, we propose to parameterize the algorithm using deep recurrent neural networks and use a meta-loss function based on stochastic algorithms' performance to train efficient data-driven optimizers over several related optimization tasks. The learned optimizers' performance based on this implementation is assessed on various black-box optimization tasks and hyperparameter tuning of machine learning models. Our results revealed that the meta-loss function encourages a learned algorithm to alter its search behavior so that it can easily fit into a new context. Thus, it allows better generalization and higher sample efficiency than state-of-the-art generic optimization algorithms, such as the Covariance matrix adaptation evolution strategy (CMA-ES).


Intro to the Viterbi Algorithm

#artificialintelligence

In the last post on Hidden Markov models (HMM), we never solved the problem of finding the most probable sequence of coins used. If you didn't read the post on HMMs, I would highly encourage you to do so. For those of you who did not, I'll outline the problem. Let's say some guru came up to you and told you to pick a coin from a bag (there are only two coins in the bag) and flip the coin. You'll either observe a head or a tail.